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IOG support on Portfolio Trader

Posted: Nov 26 2019
by champski
Hi,

When is support for IOG planned to be rolled out for Portfolio Trader and how is it possible to give it higher priority?

The difference of backtesting with vs without IOG enabled is huge.

Regards
Champski

Re: IOG support on Portfolio Trader

Posted: Dec 06 2019
by Svetlana MultiCharts
champski,

Portfolio Trader does not support IOG and BarMagnifier for signals. IOG is supported for the money management signal only.
We understand the importance and demand of this functionality and we are considering adding it in the future. We cannot provide any ETA for it, as this is not a trivial functionality. It requires development of the new complex algorithms for synchronous multi data stream processing in backtesting and realtime on a portfolio level.

Re: IOG support on Portfolio Trader

Posted: Dec 06 2019
by champski
Hi

What do you mean by "IOG is supported for the money management signal only."?

Regards
Champski

Re: IOG support on Portfolio Trader

Posted: Dec 09 2019
by Svetlana MultiCharts
Champski,

In Portfolio Trader one can use Money Management Signals. Please refer to the following article for more information:
https://www.multicharts.com/trading-sof ... nt_Signals
Money Management Signals work in IOG mode by default.

Re: IOG support on Portfolio Trader

Posted: Dec 10 2019
by champski
Hi,

Do you have any more information on the Money Management Signals as I really have really have no idea what it is used for and how to use it.
Is it used for backtesting or forward testing or both?

Would my code need to change to use it?

Regards
Champski

Re: IOG support on Portfolio Trader

Posted: Dec 10 2019
by Svetlana MultiCharts
Champski,

You can find Money Management (MM) Signal examples in this article:
https://www.multicharts.com/trading-sof ... y_Examples

If a MM signal is included in your portfolio, it is used during all operations (back and forward testing, auto trading). It is not required for everyone to use it, so you can decide for yourself whether you need it or not.