Portfolio Trader - Set Max Open Position

ABCTG · September 16th, 2015, 03:35 AM

I am sorry, but I don't follow you exactly. If you want to work on a portfolio level and use the benefits that offers, you will likely have to create versions of your strategy that use portfolio related reserved words.

Regards,
ABCTG

September 16th, 2015, 04:00 AM

ABCTG

you will likely have to create versions of your strategy that use portfolio related reserved words.

This is not possibile, pmm keywords can be used only in portfolio trader signals.

ABCTG · September 16th, 2015, 04:52 AM

no erocla,

it appears you are misunderstanding me. You will need two sets of your strategy. One that you use in the Portfolio and the existing ones that you use on the chart.
The first one uses the PMM related reserved words and can work in conjunction with a money management signal, the latter can't.

Regards,
ABCTG

September 16th, 2015, 12:55 PM

ABCTG

You have the code for your individual strategy and you can set a value for a pmm_set_my_named_num at the code location where it triggers the order.

Dear ABCTG,

First of all thank you for your time.

So i've to work to my individual strategy before? i've to set some variabile during my marketposition change and then i've to retrieve it with Portfolio Trader Signal ?

Regards
No Erocla

ABCTG · September 17th, 2015, 04:46 AM

no erocla,

you are welcome. Yes, you have to modify your existing strategies, but you obviously can't wait for a marketposition change as you want to know before that which strategies want to enter. You need to do that at the location in the code where the order is send.

Regards,
ABCTG

September 17th, 2015, 05:37 AM

Of course i think the same, but i think that is not possibile to retrieve this variable value from Portfolio Trader Signal, how can i do it ?

For example i can put this variabile in my code:

Code

                            
var: flag(0);

IF (marketposition = 0 and  c >= average(c,20)) then  BEGIN
    flag = flag+1
    BUY ( "long" ) 100000 contracts NEXT BAR AT MARKET;    
    END;

but how can i get flag variable value in my portfolio trader signal ? i think that is not possibile.

I tried with GV too, but seems that doesn't work too.

Best Regards
No erocla

ABCTG · September 17th, 2015, 11:31 AM

Like I said before you'll need to use the PMM reserved words like pmm_set_my_named_num. Take a look at the build in Ranking strategy and the corresponding money management signal, especially how the ranking value is made available for and handled in the money management signal.
Plus go through the two Portfolio Trader PDFs and this will give you everything you need.

Regards,
ABCTG

September 22nd, 2015, 05:43 AM

Dear ABCTG,

first of all thanks for suggestions, i tryied to make this cycle:

Code

                            
pmms_strategies_allow_entries_all;

for idx = 1 to pmms_strategies_count -1 begin

    if pmms_strategy_marketposition(idx-1) <> 0 then begin

    pmms_strategy_deny_entries(idx);

    end;

The problem is, that marketposition changes just at the end of the code, so i can't retrieve this information during cycle and i don't know which variable i can control to know if a strategy will be at market or not.

Anyway i continue to try.
Best Regards
No Erocla

ABCTG · September 22nd, 2015, 05:49 AM

I agree, that won't work. I would suggest that you try out the method that I gave you throughout the thread.
Meaning use a "PMM reserved words like pmm_set_my_named_num" to set a flag at the moment an order
is triggered in the individual signal. Then cycle through all signals within the money management signal to
check which signal wants to enter.

Regards,
ABCTG

September 22nd, 2015, 10:44 AM

So i've to scan if an individual Signal is triggered, putting into my Portfolio Trader Signal all entry conditions of them:

logic 1
logic 2
......
logic n

then i can count how many individual signals are going to enter at market.
I really can't find another way or another shortcut to do it.
Anyway I continue to work to try to find other alternatives.

Regards
No Erocla

Portfolio Trader - Set Max Open Position

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Portfolio Trader - Set Max Open Position