Hello everyone!

I am currently struggling in converting the ranking logic called "RSI High values" from Portfolio Maestro (Tradestation) to being used in Portfolio Trader (Multicharts).

These are the ranking specification and what I need to obtain:

Ranking Frequency = Daily
Ranking Calculation Basis= Daily
MinRSI= 95
Period= 2
PriceLimit= 3
Ranking of 50 stocks (initial universe)
Select (and trade) only the top 10 based on the aforementioned ranking specification

This will be the ranking to obtain the symbols where the main trading strategy will then trade via PortfolioTrader (Multicharts).

Do any of you already converted it or has experience with the conversion of some ranking methods from Portfolio Maestro (TS) to Portfolio Trader (MC)?


Any kind of suggestion/tip would be much appreciated!

Thank you in advance and wish you all a Happy Easter!

Andrew

Hi Andrew,

In case you are still struggling - a Money Management Signal allows ranking, position exposure, etc. There is an example ranking script in MultiCharts called Portfolio_Rank_MM_Signal; this works with the example strategy Portfolio_Rank_Signal_Base. Check those out and see if they help you head down the right path.

TG