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Portfolio backtester, PortfolioEntriesPriority


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 T993 
Sweden
 
Experience: Advanced
Platform: Ninja trader
Trading: Cl
Posts: 2 since Jan 2011
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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?


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  #2 (permalink)
 ABCTG   is a Vendor
 
Posts: 2,448 since Apr 2013
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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


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