Operating Portfolios
Portfolios can be created in MultiCharts Portfolio Trader.
Starting Portfolio Trader
To start MultiCharts Portfolio Trader:
- Click Portfolio Trader
icon on the Main toolbar, or
- In the Main menu select File, then point to New and click Portfolio Trader, or
- Select the Portfolio Trader icon on the computer's desktop or on the Quick Launch bar, or
- In Windows Start menu, select MultiCharts folder, and click Portfolio Trader.
Creating Portfolios
To create a new Portfolio:
- Click the New Portfolio
icon on the toolbar, or
- Select File in the main menu and then select New Portfolio, or
- Press Ctrl+N to use the keyboard shortcut.
Saving Portfolios
A Portfolio, complete with the strategy and all settings, is saved as a file with a .pws extension.
To save a Portfolio:
- Select the Save Portfolio
icon on the toolbar, or
- Select File in the main menu and then click Save Portfolio, or
- Press Ctrl+S to use the keyboard shortcut.
To save an already named Portfolio under a new name, select File in the main menu and select Save Portfolio As.
Loading Saved Portfolios
To load a saved Portfolio:
- Open the Open file window:
- Select the Load Portfolio
icon on the toolbar, or
- Select File in the main menu and then click Load Portfolio, or
- Press Ctrl+O to use the keyboard shortcut.
- To open one of the 10 recently used portfolio workspaces use Ctrl+ [0…9].
- Select the Load Portfolio
- Navigate to the portfolio file (*.pws) and select it.
- Press the Open button.
Renaming Portfolios
Portfolios can be renamed by two different methods:
- Save a copy of the Portfolio under a different name (see Saving Portfolios), or
- Use Windows Explorer or another program to rename a Portfolio file as you would any other Windows file.
Deleting Portfolios
Use Windows Explorer or another program to delete the Portfolio file as you would any other Windows file.
Understanding the Symbols Table
A table of portfolio symbols is displayed in the Symbols section. The symbols are displayed under two categories: Tradable Symbols and Information Symbols.
Tradable Symbols
Tradable symbols are the symbols for which the orders are generated. Tradable symbols are listed in the first column of the table, Data1.
Unless PortfolioEntriesPriority
function is specified within a strategy, the order in which the symbols are listed in the Symbols Table determines the entry priority for the symbols, with the symbols at the top of the table having a higher priority.
Informational Symbols
Informational symbols are the symbols that may be required by the strategy logic to make trading decisions.
For example, if the strategy's logic references S&P 500 Index to make trading decisions for 3M, the S&P 500 Index symbol must be listed as an informational symbol, in addition to the 3M symbol being listed as a tradable symbol. Up to nine informational symbols can be used for each tradable symbol; informational symbols must be listed in the Data2 through Data10 columns, in the same row as the tradable symbol for which they are intended.
Adding Symbols to the Symbol List table
To add a symbol:
- Select the cell where the symbol is to be added.
- Open the Select Symbol window:
- Double-click the cell, and then click the
button, or
- Right-click the cell, and then click Format Instruments.
- Double-click the cell, and then click the
- Select a data feed from the Data Source drop-down list box.
- Select a symbol from the list of available symbols in the All Symbols tab, or use the category tabs to list only a particular category of symbols.
The list can be sorted by any column, in ascending or descending order, by clicking on the column header.
If the symbol isn't in the list, please see Adding Symbols to Symbol List for more information. - Click OK to add symbol(s) to the table.
Symbols can also be entered directly into each cell. Symbols that are already in the QuoteManager database will show up in blue.
Unrecognized symbols will show up in red, indicating that they must to be added to the Symbol List.
Working with Symbol List table
To delete a row,
- Right-click on any cell in the row.
- Select Delete Row.
A symbol can be copied from a cell using the Ctrl+C keyboard shortcut, and pasted to a cell using Ctrl+V keyboard shortcut.
The symbol can also be pasted to all cells of a column. To paste a symbol to all cells of a column, select the entire column by clicking the column header, and then use Ctrl+V shortcut.
Importing Instruments List
Via Portfolio Tree it is also possible to import a list of tradable symbols from a .csv file:
- Right-click the Instruments menu → Import Instruments List.
- Select the required .csv file and click Open.
The symbols will be added to the Instrument List.
Data Series Properties
Data Series Properties consist of Resolution, Quote Field, Session, Build Volume On, and Time Zone settings.
Global Settings
Global settings are located in the Data section. To access global settings, select the Data tab in the main window.
Data Range
To backtest based on a specified number of bars back or days back:
- Select the first (upper) radio button in the Data Range section.
- Enter a number in the textbox
- Select Bars Back or Days Back in the drop-down list.
- In the From field, enter the date from which Bars Back or Days Back will start counting.
To backtest based on a specified date range:
- Select the second (lower) radio in the Data Range section.
- Enter the date range in the From and To fields.
Reload Data
Reload logic in Portfolio Trader is the same as in the main MultiCharts window (see Reloading Charts).
Set Reload Data to Disabled to re-use the previous downloaded price data, and only load any new/missing data. If any other option is selected from the Reload Data dropdown list – the corresponding period of data will be reloaded. The selected interval will be requested as historical data from the data source and saved to the local database if the data is received. It is applied to all data series in Portfolio Trader.
Time Zone
To set the timezone:
Select either Local or Exchange time zone from the drop-down list.
If you have multiple symbols, the Time Zone setting will work as following:
- If you change the Time Zone of the portfolio to Local, all instruments of this portfolio are set to Local.
- If you change the Time Zone of the portfolio to Exchange, all Instruments are changed to Exchange Time Zone only if the Time Zone settings of all the Instruments are identical. If the Time Zone settings are different, there will be a message indicating that it is not possible to set Exchange Time Zone for these Instruments and Local Time Zone should be selected.
Use symbol cache for backtesting
Using cache is an alternative method to load symbol data. If cache is used, data is not pulled from the data source and is not renewed automatically.
To refresh cache, press Clear cache and then run backtesting to upload the up-to-date data from the data source. The Clear cache button appears after the first backtesting in the current Portfolio instance, i.e. it is not displayed in a fresh Portfolio instance.
When the option Use symbol cache for backtesting is disabled, Portfolio Trader uploads real-time data for the symbols.
Symbol Specific Settings
Symbol specific settings consist of Resolution, Quote Field, Sessions, and Build Volume On.
To access symbol specific settings:
- Select the cell where the symbol is to be added.
- Open the Select Symbol window:
- Double-click the cell, and then click the
button, or
- Right-click the cell, and then click Format Instruments.
- Double-click the cell, and then click the
- Select the Settings tab:
Resolution
Resolution can be based on a Time interval (seconds, minutes, hours, days, weeks, months, or years), or on a Count interval (tick, volume, change, or range).
To set resolution,
- In the Resolution textbox, enter the number units for each bar.
- In the Resolution drop-down list, select the desired units.
To learn more about resolution, see Chart Resolution
Quote Field
It is possible to use trade data, bid data, or ask data by setting the Quote Field.
To set the Quote Field, select Ask, Bid, or Trade in the Quote Field list box.
To learn more about Quote Field, see Quote Field.
Sessions
To set sessions: Select the trading session of the symbol from the drop-down list.
To learn more about setting sessions, see this page.
Build Volume On
For volume-based resolution, it is possible to build the volume bars based on trade volume or tick count: Select Trade Volume or Tick Count from the drop-down list.
Data Server Mode
Data Server Mode settings affect the whole software (MultiCharts, Portfolio Trader and QuoteManager). This page determines whether the software has access to real-time data from a data provider server or it is limited to use only the data that is already stored in the database.
- Select Online to switch software to online mode and get access to data from data vendor servers.
- Check Download missing historical data to download the missing historical data from a data provider; clear the checkbox to work only with real-time data and locally stored data (no historical backfill from data vendor).
- Check Save real-time minute bars to the database to save real-time minute bars to the local database; clear the checkbox not to save this data to the database.
- Select Offline to work only with historical data that is already saved in the database. No additional data will be requested from the data provider in this case.
To learn how this setting affects data collected in MultiCharts, please read this article.