Portfolio Trader - TimeFrame

December 15th, 2015, 11:59 AM

Portfolio trader is calculated every tick and this, in my opinion, can give some loop problems.

To avoid this, i programmed all signals to 1 minute timeframe inserting the following string in each of them:

Code:

Code

                            
pmm_set_my_named_num("FLAG",1);

then i check on portfolio trader signal if all minute bars are closed:

Code:

Code

                            
var:idx(0),allow(0);



pmms_strategies_deny_entries_all;



for idx = 0 to pmms_strategies_count -1 BEGIN

ALLOW = ALLOW+pmms_get_strategy_named_num(idx,"FLAG");

END;





IF ALLOW = pmms_strategies_count THEN BEGIN 



   FOR IDX = 0 TO pmms_strategies_count-1 BEGIN

   pmms_strategy_allow_entries(idx);

   pmms_set_strategy_named_num(IDX,"FLAG",0);

   end;

   

PRINT("ALLOW ",ALLOW);

END;



ALLOW = 0;

But sometimes happen that somethink doesn't work and Signals does not enter their trades at market.
Any idea to solve this ?

Thank you very much for any response
Best regards
No Erocla

Portfolio Trader - TimeFrame

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Portfolio Trader - TimeFrame