Using Multicharts Portfolio Trader to Find Trading Patterns in the Market with Global Variables скачать в хорошем качестве

Using Multicharts Portfolio Trader to Find Trading Patterns in the Market with Global Variables

Website: https://capstonetradingsystems.com Training: https://www.capstonetradingsystems.co... #DayTrading #FuturesTrading #AutomatedTrading #tradingsystems Open Code Trading System Courses: Seven Trading Systems for the S&P Futures https://www.capstonetradingsystems.co... Algorithmic Trading Systems https://www.capstonetradingsystems.co... I use many different tools to develop and backtest portfolios of trading systems. My Portfolio Calculator (in Microsoft Excel) is the main tool that I use to track end of day combined trading systems analysis. It takes some time to setup, but once it is setup, testing different combinations of systems is quick. What happens when I want to test a new rule for a long list of strategies and then quickly see how it would work in a portfolio? The fastest approach is to setup your strategies with Global Variables and test it in Multicharts Portfolio Trader. For my research, I have added Global Variables in the form of Functions. Each trading system references the Global Variable functions.  If I want to test the portfolio with Long Only trades, I can go to my GlobalTakeShortTrades function and set it to False. If I want to test trade entries only after 11 am EST to avoid the morning chop, I can go to my GlobalCondition function and set it to use the rule: Time greater than 1100. Since all my strategies reference these Global Variable, it can be quickly tested in the Multicharts Portfolio Trader. It would probably take me a solid week to test a global idea using my Excel Portfolio Calculator method (even if I had the Global Variables in Easylanguage for Tradestation, exporting all the data and re-importing into Excel would be a multi-day job). With the Multicharts Portfolio Trader, if I have 10 ideas to test, I can test them in the evening using this method. (once it has been setup in the Portfolio Trader and the code is setup to use Global Variables) For our portfolio setups, it is good to have some clarity on why our strategies have gone through this drawdown. The market is extremely biased to long only trades after 11 am EST. Avoiding the first hour and avoiding all shorts is an extreme bias. We can see this in a longer term backtest.  The results are clear, since mid 2022, when the stock market thought the Fed was about to pivot, the market has been bid up and biased to the long side (even though the Fed still hasn't lowered rates as we approach the two year mark of when the market thought the Fed would lower rates). https://www.capstonetradingsystems.co... _________________________________________________________________________ U.S. Government Required Disclaimer - Commodity Futures Trading Commission. Futures and options trading has large potential rewards, but also large potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures and options markets. Don't trade with money you can't afford to lose. This website is neither a solicitation nor an offer to Buy/Sell futures or options. No representation is being made that any account will or is likely to achieve profits or losses similar to those discussed on this website. The past performance of any trading system or methodology is not necessarily indicative of future results CFTC RULE 4.41 - HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY, SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFIT OR LOSSES SIMILAR TO THOSE SHOWN.