+1 888 340 6572
MultiCharts Project Management
previous_open_issue.png
Go to the previous open issue
previous_issue.png
Go to the previous issue (open or closed)
star_stroke.svg
Please log in to bookmark issues
bug_report_small.png
Open Bug report MC-2972

Portfolio Trader Risk Capital wrong for Binance
minus.svg
Please log in to vote
0
Votes
 pluse.svg
Please log in to vote
next_issue.png
Go to the next issue (open or closed)
next_open_issue.png
Go to the next open issue
Description

From your website the definition:
Risk Capital shows the amount invested into the current position.

In Portfolio Trader this column of the Forward Performance Testing shows correctly for futures from IB but gives the wrong result for crypto from Binance.US.

For crypto spot trading on Binance.US, the Risk Capital should be the same as the position size in base currency units.
Shown below is a Litecoin/USDT position of 154416 contract units worth $100 USDT. The Risk Capital column shows only 1 cent.
PT-Risk-Capital

Steps to reproduce this issue
  1. Open Portfolio Trader.
  2. In the Portfolio Tree select Binance.US Spot as the broker plugin.
  3. Select any crypto instrument on a minute time scale.
  4. Apply a signal that will buy contracts or currency amount on next bar.
  5. Enter into Forward Testing.
  6. Wait for position entry and check the Risk Capital column of Forward Performance Testing.
Comments (1)
settings.svg
#1
user-offline.png MultiCharts Support
Sep 19, 2024 - 06:39
Hello rrams,

Risk Control is another restriction in the order’s “path”. For this option to start working, the strategy should generate an order with a volume exceeding the permissible Risk Capital value (by cost). It appears that it does not happen in your setup.
Most likely you have other restrictions, or the strategy does not generate enough volume for orders.
We have tested it with the settings below and it works fine on our end. wfull

Changes:
  •   icon_status.svgStatus changed: Under Review => Not a bug
History
arrow_left.svg arrow_right.svg
Issue basics
  • Type of issue
    Bug report
  • Category
    Not determined
  • Targeted for
    Not determined
  • Status
    Not a bug
  • Priority
    Not determined
User pain
  • Type of bug
    Not triaged
  • Likelihood
    Not triaged
  • Effect
    Not triaged
People involved
  • Posted by
    user-offline.png rrams
  • Owned by
    Not owned by anyone
  • Assigned to
    Not assigned to anyone
  • Subscribers
    2 subscriber(s)
    Click here to show the list of subscribers
Times and dates
  • Posted at
  • Last updated
Issue details
  • Reproducability
    Not determined
Commits (0)
There are no code checkins for this issue