NexusFi: Find Your Edge


Home Menu

 





Portfolio backtester, PortfolioEntriesPriority


Discussion in MultiCharts

Updated
    1. trending_up 1,271 views
    2. thumb_up 0 thanks given
    3. group 2 followers
    1. forum 1 posts
    2. attach_file 0 attachments




 
Search this Thread

Portfolio backtester, PortfolioEntriesPriority

  #1 (permalink)
 T993 
Sweden
 
Experience: Advanced
Platform: Ninja trader
Trading: Cl
Posts: 2 since Jan 2011
Thanks Given: 0
Thanks Received: 0

I would like to limit the number of trades at the same time in Portfolio Backtester. I've tried to code it in the Money Management signal and it works but now the PortfolioEntriesPriority doesn't work.

Is there anyone with a solution to this problem?

Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
The space time continuum and the dynamics of a financial …
Emini and Emicro Index
NT7 Indicator Script Troubleshooting - Camarilla Pivots
NinjaTrader
Deepmoney LLM
Elite Quantitative GenAI/LLM
My NT8 Volume Profile Split by Asian/Euro/Open
NinjaTrader
Online prop firm The Funded Trader (TFT) going under?
Traders Hideout
 
  #2 (permalink)
 ABCTG   is a Vendor
 
Posts: 2,431 since Apr 2013
Thanks Given: 481
Thanks Received: 1,623

T993,

you can take a look at the build in "Portfolio Rank MM Signal" and corresponding "Portfolio Rank Signal Base" signals. These show how you can rank each symbol and then you could only let the highest ranked symbols take entries, while at the same time making sure you keep your position limits.
This will require some programming, but the two build in studies should give you a good idea of what to do. There are also PDFs on the MC website that explain the code for the build in systems in depth.

Regards,

ABCTG

Follow me on Twitter Reply With Quote




Last Updated on October 25, 2016


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts