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Portfolio Maestro problem - misses trades


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Portfolio Maestro problem - misses trades

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  #1 (permalink)
 alko 
San Diego, USA
 
Experience: Intermediate
Platform: MC
Trading: All
 
Posts: 48 since Aug 2016
Thanks: 7 given, 14 received

Hi all,

When I run the same strategy in Portfolio Maestro and the chart I found discrepancies between them. It appears that Portfolio Maestro misses certain trades for some unknown reason to me. And we are talking about one strategy and one instrument only. All parameters set the same. I have rechecked in Multicharts and its Portfolio trader for my own sanity check, and charts look the same and no trades are missed (I used TS quotes exported to MC as ASCII).

Has anyone come across similar problems with Portfolio Maestro? At this point I cannot even trust this software anymore (Portfolio Maestro only I hope).

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  #2 (permalink)
slyng1
Jersey City, NJ
 
 
Posts: 3 since Aug 2009
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Did you ever find an answer to this question?

I noticed the same thing -- PM missing trades which makes me question all the results i'm seeing when i look at things in a portfolio context -- how can i trust the data coming out?

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  #3 (permalink)
 numberjuani 
Agoura Hills, CA USA
 
Experience: Advanced
Platform: Tradestation&Multicharts
Broker: TradeStation
Trading: Futures & Equities
 
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Portfolio Maestro is so bad its unusable to me, I would say don't use, don't look at, don't trust.

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  #4 (permalink)
slyng1
Jersey City, NJ
 
 
Posts: 3 since Aug 2009
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numberjuani View Post
Portfolio Maestro is so bad its unusable to me, I would say don't use, don't look at, don't trust.

Thanks for replying - I sent them a note today and said the following (summarizing).

I have a strategy that works well in a chart window -- I'm seeing trades occuring where they should be occuring (great, so far so good). Then i throw them into PM against a "universe" of let's say 400 stocks. Only about 200 of them are generating trades. So then i iterate through it and remove the 200 securities with trades. Then I re-run... now it's doing trades on maybe 30 stocks (out of 200). And eventually i just test on a "universe" of one stock - no trades. WTF is going on??

Anyway, very frustrating. if they give me a response that fixes this issue, i'll post the results here.

Thx.

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  #5 (permalink)
 numberjuani 
Agoura Hills, CA USA
 
Experience: Advanced
Platform: Tradestation&Multicharts
Broker: TradeStation
Trading: Futures & Equities
 
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Posts: 127 since Apr 2019
Thanks: 9 given, 98 received

Multicharts portfolio trader actually works and it'll take your TS data, they're running a independence day sale . Nearly all EL works

https://order.shareit.com/cart/view

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  #6 (permalink)
slyng1
Jersey City, NJ
 
 
Posts: 3 since Aug 2009
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I don't see any sale? Shows up as $1500 or so... I was actualy going to try out AmiBroker but the fact that MC supports easy language would mean i wouldn't' have to convert my code to the AmiBroker Query Language which is appealing...

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