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Portfolio Trader Automate Order Execution Tutorial
Is there any Portfolio Trader Automate Order Execution Tutorial?
I'm evaluating Multicharts to automate my futures portfolio strategy but struggling to put it in live production, i.e. execute the orders from the portfolio trader.
For instance, I'm using MC 12 R3 with CSI continuous historical data, IB real-time data and IB as a broker. The backtest and forward test works fine. Auto trading a symbol from the chart also works fine. But the portfolio trader auto trading (automate order execution) doesn't send any orders. The documentation on the MC wiki is poor, but I sure it should be easy to do it. What I am missing?
Best,
P
Can you help answer these questions from other members on NexusFi?
are you seeing any error messages in the Order & Positions Tracker Logs tabs? Did you check if the code blocks that issue your orders executed in realtime?
Alex, it is not an intraday strategy as I'm using daily resolution. So it is supposed to trade in the next day, I left turn out on for a few days, no order was sent. That said, in the chart the limit orders are sent without any problem.
ABCTG,
I do see an error in the log in the portfolio trader but I get the same error in the chart and the auto traders works fine: "10/12/2018 8:59:25 AM" "Error" "Interactive Brokers" "" "-" "Invalid value in field # 6035"
There is no error or any message in the order tab and all positions are flat.
My guess is that is a misconfiguration in the portfolio trader as chart auto-trading is working fine.
For instance, I using the CSI historical data as data1 (tradeable instrument) in the portfolio trader but I mapped the each symbol to the IB real-time data and broker symbol in the main multi-charts application. The MC support instructed me this way, the wiki documentation is not clear enough.
I am going to send you a PM with a description about a bug that was confirmed by Multicharts. I am not going to post it here but check that something similar is not happening. It might help or it might not but at least you will be aware of it.
I'm not using any MM at this point. I'm testing the simplest system you can think of. But if were the case, the MM would block the order in the forward testing as well, no? Forward testing is working fine.
I will ask MC support a team viewer session. It should be easier to fix if someone sees my configuration.
Finally, it would be great a webinar about MC Portfolio Trader.
MC support just told me that the Portfolio trader does not support merging historical data and RT data as the MC chart trade does. So the PT doesn't see any real-time data when I use the CSI historical as data1, even if it was merged with RT data in the main app.
They gave two options that I will need to test:
1- use the IB RT as data1 and import the CSI data as ASCII
2 -use IB data as RT and historical (pretty much a deal breaker) .
I thought that MC portfolio trader would be widely used to trade portfolio of futures, it doesn't seem the case. Trading a system of almost 100 instruments from individuals charts are not feasible for me.
A third option might be to use another data provider for the real time data other than IB - if they have the data you need of course. This way the merging problem would not occur.
