Portfolio Analyst Pro exe file

PA cloud is coming. About 1 to 2 months away.
I hope to have your charts updating daily to PA cloud. Then automatic updates of your web site and or download updated report.

Quote: Originally posted by alvestjo

Hi, Is there a updated non-pro version too? Or is build 171205.2 the latest? //Jonas

new build
has criteria. ie allow max of x contracts on energy, max y contracts long only system. Very flexible and programmable.
Docs to come in a week or so.
In example shown, I wanted to allow only 1 system build on 30 minute bars, and the rest systems build on 25_35 minute bars.
see top post for exe file. No installer. Install all files, not just the exe file.

I am experimenting with the idea of trade say 2 contracts, but 7 systems. So if 3 systems trade at once, you dont take the third contract.
There are lots of issues.
If 3 systems trade at once, you many not know what systems will execute.
You will tend to get higher ration of loosing trades. This is due to big (winning) moves trigger all systems, choppy moves trigger a few systems.
I think this is a bad idea if you trade 2 or more systems on 1 contract. You get less profit that 2 systems with 1 contract each, but the same draw down.
Here is a comparison.
I suspect it will work best with say 3 contracts, and 6 or so systems.
One advance its it limits the risk on a specific day.

Quote: Originally posted by admin

I am experimenting with the idea of trade say 2 contracts, but 7 systems. So if 3 systems trade at once, you dont take the third contract. There are lots of issues. If 3 systems trade at once, you many not know what systems will execute. You will tend to get higher ration of loosing trades. This is due to big (winning) moves trigger all systems, choppy moves trigger a few systems. I think this is a bad idea if you trade 2 or more systems on 1 contract. You get less profit that 2 systems with 1 contract each, but the same draw down. Here is a comparison. I suspect it will work best with say 3 contracts, and 6 or so systems. One advance its it limits the risk on a specific day.

Quote: Originally posted by cotila1

cool! but how the 3 contracts would be choosen among the 6 systems?? Quote: Originally posted by admin   I am experimenting with the idea of trade say 2 contracts, but 7 systems. So if 3 systems trade at once, you dont take the third contract. There are lots of issues. If 3 systems trade at once, you many not know what systems will execute. You will tend to get higher ration of loosing trades. This is due to big (winning) moves trigger all systems, choppy moves trigger a few systems. I think this is a bad idea if you trade 2 or more systems on 1 contract. You get less profit that 2 systems with 1 contract each, but the same draw down. Here is a comparison. It will choose the best systems to give highest np/dd ratio. But if they trade at once, pa will choose randomly. I suspect it will work best with say 3 contracts, and 6 or so systems. One advance its it limits the risk on a specific day.

Quote: Originally posted by uhrbi

I would be very much interested. Speaking of TS only, can you please tell me where I can find it?

My trial expired but when I launch it also says: "Get prortfolio analyst for free. simply by trying an offer from one of our trusted partners" Same thing for EWfo
If click this option, it wants to login to my Paypal account

Of course I uninstalled it. Looks like it has a real virus that gets activated after trial period (It seems this is a fraudulent tactic using TrialPay. The advertiser, TrialPay company and software author make money without actually giving anything free to user)

Quote: Originally posted by Bruce

Hi Peter, any new developments with PA? Is this still the latest version; paprosetupv.20190105.1.1b_i9.exe

Hi Bruce
this is whats new, but not released.
If anything in the list is of interest, I will update the installer

Quote: Originally posted by coccigelus

Hello Peter, I am interested in the new version.

Quote: Originally posted by coccigelus

Hello Peter, I am interested in the new version.

Quote: Originally posted by admin

I am experimenting with the idea of trade say 2 contracts, but 7 systems. So if 3 systems trade at once, you dont take the third contract. There are lots of issues. If 3 systems trade at once, you many not know what systems will execute. You will tend to get higher ration of loosing trades. This is due to big (winning) moves trigger all systems, choppy moves trigger a few systems. I think this is a bad idea if you trade 2 or more systems on 1 contract. You get less profit that 2 systems with 1 contract each, but the same draw down. Here is a comparison. I suspect it will work best with say 3 contracts, and 6 or so systems. One advance its it limits the risk on a specific day.

Quote: Originally posted by Daniel UK1

Quote: Originally posted by admin   I am experimenting with the idea of trade say 2 contracts, but 7 systems. So if 3 systems trade at once, you dont take the third contract. There are lots of issues. If 3 systems trade at once, you many not know what systems will execute. You will tend to get higher ration of loosing trades. This is due to big (winning) moves trigger all systems, choppy moves trigger a few systems. I think this is a bad idea if you trade 2 or more systems on 1 contract. You get less profit that 2 systems with 1 contract each, but the same draw down. Here is a comparison. I suspect it will work best with say 3 contracts, and 6 or so systems. One advance its it limits the risk on a specific day. Im not doing work right now on this. Basically we just take all trades that occur if we are allowed. You cant really sort this as you just have to take the trade if it occurs. Should multiple trades occur in live trading, that comes down to execution method. In real terms trades are not likely to occur at the same time. They are mill seconds apart. Any ranking at this point would have to wait (delay) a trade to see if other trades occur at the same time. Thats complex to do, and I dont like the idea of any sort of delays in trades. As I have a custom execution app (iblink), I can program no more than x contracts to trade. Im not using the feature right now as my focus is still on methodology and building systems Hi Peter, have you gotten further with the research on the above "issue"? It is an interesting one. Have you tested with different ranking methods for prioritise the signals when its more than the amount of contract allowed? such as perhaps rank by average trade over x time, NP/DD, Sortino, etc.. You say that it would most likely best on 3 ctr and 6 or more systems, what is your logic with the above.. Thanks

Quote: Originally posted by coccigelus

Thank You Peter!

Your welcome.
A thank option has been added to the forum this week. Thats also inline with our family values of thankfulness and gratitude. Characteristic that help transform lives.

Quote: Originally posted by Bruce

Hi Peter, Any chance we could incorporate a management fee and profit share on the monthly profit as done with hedge funds?

Quote: Originally posted by admin

Quote: Originally posted by Bruce   Hi Peter, Any chance we could incorporate a management fee and profit share on the monthly profit as done with hedge funds? Just to clarify, can you give some examples. ie x% of new highes measured at end of month + y% of capital

Quote: Originally posted by saycem

Just to clarify updating PA Pro. Says there is no installer but there is a setup.exe file. What is best way to update. Copy new files into older folder or run setup? thx

Quote: Originally posted by coccigelus

hello, related to the section: "Contribution of Each System to Average 5 Worst Drawdowns" I am seeing really an high variance of the results when I add or subtract a new system. I wonder if There is a more meaningful number to use in this very interesting section!? Maybe 30 instead of 5!?

How can I have a trial for PA ?

Quote: Originally posted by karta1940995

How can I have a trial for PA ? I downloaded PA trail from: https://trademaid.info/pa.html But I cannot entering PayPal web page.

PA crash

I see "14 day trial " on the other computer.
But it will crash after I launch it about 10 seconds!

And this screenshot is the error computer, I think maybe I downloaded PA few months ago, but I forgot it.

Quote: Originally posted by karta1940995

I see "14 day trial " on the other computer. But it will crash after I launch it about 10 seconds! And this screenshot is the error computer, I think maybe I downloaded PA few months ago, but I forgot it.

Quote: Originally posted by admin

Quote: Originally posted by karta1940995   I see "14 day trial " on the other computer. But it will crash after I launch it about 10 seconds! And this screenshot is the error computer, I think maybe I downloaded PA few months ago, but I forgot it. I think you have used this before, and the trial expired. If you dont have enough use of PA to decide to buy it, either use your other computer, I will see see if I can extend the trial.

Thanks Peter.

Another question, I think my crash issue is same with this https://trademaid.info/forum/viewthread.php?tid=210.
But my PA version is 20190115 download from:https://trademaid.info/pa.html
(see the screenshot detail)

Vincent

Quote: Originally posted by karta1940995

Quote: Originally posted by admin   Quote: Originally posted by karta1940995   I see "14 day trial " on the other computer. But it will crash after I launch it about 10 seconds! And this screenshot is the error computer, I think maybe I downloaded PA few months ago, but I forgot it. I think you have used this before, and the trial expired. If you dont have enough use of PA to decide to buy it, either use your other computer, I will see see if I can extend the trial. Thanks Peter. Another question, I think my crash issue is same with this https://trademaid.info/forum/viewthread.php?tid=210. But my PA version is 20190115 download from:https://trademaid.info/pa.html (see the screenshot detail) Vincent

this is whats new in the latest PA pro
will release next week via auto update

MC indicator for PA

Quote: Originally posted by admin

I hope to have a MC indicator that writes .pa files. Anyone interested in this? It means you can have it on charts, and when the charts are opened it will write all the pa files. Faster human time than having to manually do this on each chart, and the files are a lot smaller. This feature has been on TS only.

Quote: Originally posted by jasonp

Quote: Originally posted by admin   I hope to have a MC indicator that writes .pa files. Anyone interested in this? It means you can have it on charts, and when the charts are opened it will write all the pa files. Faster human time than having to manually do this on each chart, and the files are a lot smaller. This feature has been on TS only. I would very much like this script possible. Thanks

Quote: Originally posted by jasonp

Thanks Randy Unfortunately I get the error: System.NullReferenceException: Object reference not set to an instance of an object. at PortfolioAnalyst.Data.ResultData.get_SystemOpenTradeDrawdowns() at PortfolioAnalyst.Data.ResultData.get_MaxSystemOpenTradeDrawdowns() at PortfolioAnalyst.Data.ResultData.AllocateCapital(Decimal initialCapital) at PortfolioAnalyst.Data.DataManager.ProcessData(String[] strategies, PortfolioSettings settings, SystemMarket[] systemMarkets) at PortfolioAnalyst.UI.Forms.MainForm.backgroundWorkerReport_DoWork(Object sender, DoWorkEventArgs e) when I use the files generated in PA. I will have a look at the script and compare results to TS when I get a chance. I sure its something simple as the files look very similar

Updated WritePA for Multicharts

Another update to WritePA: version 0.8

Quote: Originally posted by Daniel UK1

I question about PA PRO that i just started to play around with. Letting PA chose systems based on lowest negative correlation is something that several people do, i cant find an option for this though. Is there a way to chose a optimisation metric other than the existing in the bottom left cornet i GUI ? Creating portfolio by lowest correlation is good, but that demands that initial selection is all tradeable/preferred/acceptable. Chosing by Sortino is rather interesting, anyone done some testing on this ?

I think choosing by portfolio np/dd ratio is better as it leads to best bang for buck, and least corelated DD
Ive not used sortiono
In red is what I think is best, but very valid to make w >1 ie 2

This is the updates of late.
Some features are not yet documented.

Peter,

I am getting a discrepancy running the last version, where the Daily DD is higher than the intraday DD. I am running around 20 systems.

Quote: Originally posted by coccigelus

Peter, I am getting a discrepancy running the last version, where the Daily DD is higher than the intraday DD. I am running around 20 systems.

Quote: Originally posted by coccigelus

Peter, I will try to see If I can detect the issue for each system in order to give You already problematic systems. This will assume that DD sum between systems works ok though.. This will take a while..

There us a 20200701 update to PA pro to stop the message saying you must update.
The auto update will not work unless you run PA pro as windows adminstrator.
The reason is windows wont allow write access to anything under c:\program files unless your windows administrator

exe file is now digitally signed which will keep anti virus programs happier

Quote: Originally posted by coccigelus

Hello Peter, I would like to propose a feature. Say We have a strategy that trade a number of stocks. But We consider that strategy even if traded with a lot of charts (stocks) as just one. So I would like to group it (same a PA does). Then say just add it as just a single component to the NR of other strategies traded. Example: I have twenty strategies trading futures. Then just add the single component mentioned above. (which trade many stocks and so would be more meaningful consider it as a single component). It would need PA create the file and then load with the futures strategies.

Quote: Originally posted by coccigelus

Sorry Peter I try to explain once again. Let's say I have 10 strategy trading futures each with a stop of 2000$. PA offer great visualization of everything. Then I add a strategy that trade 20 stocks with a stop each of 100$ via position size . So for PA, in this case, would be thirty component total. Instead of that I would like PA group the strategy trading all the stocks, and consider this one as a single component. So the total visualization of DD correlation would be just as a single component when showed with the futures strategies. So I would add different component based exactly on this thing. Run first the first strategy run thje twenty stock make the grouping, and after that use that component with the futures strategies. EDIT: I am proposing feature for Portfolio Analyst Pro .

Yes. See the pic. updated. As U can see The 4 etf there are quite meaningless taken alone. Say I would like them grouped into one single component that I can evaluate together (the component) with other strategies. The component is just theoretically, how I have developed, a single strategy in my ideal world.( risk splitted across NR of etf or stocks) So for instance make the file of the 4 etf . And then use this file with the other strategies. Etc.

Then I make another strategy running on a basket of stock with the same risk of a single component. Group them make a single component/file and evaluate the component (which is composed of X strategies running on stocks) with the other strategies. etc

Quote: Originally posted by Bruce

Hi Peter, Just checking to see that I'm running the most recent iteration of PA, build_20200803.1? thx.

More has been done on the above feature, but its a manual process of choosing x max contracts, and it needs to be auto.
Here is my best gold system after 1 tick slippage and $2.40 commission per side.
Here is 8 systems, capped at one contract at any time.
note ave trade goes down, np up, longest flat period from 83 to 23 days, longest dd period is 1/2, drawdown is bigger but np/dd (recovery ratio) goes from 26 to 44

Quote: Originally posted by coccigelus

Also Periodical returns are wrong. You can check the equity to see the mismatch.

Quote: Originally posted by coccigelus

Both files have pyramiding. GLd does not import for me too. (but same system as goog) I have other couple of symbols that can't be imported. I have other files without pyramiding that show DD discrepancies between Strategy performance report AND PA. If You would like to get it let me know. THX!

Quote: Originally posted by coccigelus

Pls look at the periodical return as well. They are all wrong . This can be seen having a look at the equity graph which is correct.

pa pro 20200120 build is out.
Bug fixes, and
option to max ave of 5 worst drawdown soft coded.
(see misc option)
not documented yet, but option to have say this situation.
2 gold systems are on 1 chart (same session time used - (needed for TS, not for pa)
limit of 1 contract traded at any time, so if second trade occurs its ignored

Quote: Originally posted by admin

pa pro 20200120 build is out. Bug fixes, and option to max ave of 5 worst drawdown soft coded. (see misc option) not documented yet, but option to have say this situation. 2 gold systems are on 1 chart (same session time used - (needed for TS, not for pa) limit of 1 contract traded at any time, so if second trade occurs its ignored

this is very good indeed, Peter. thanks
2 questions:
* I made a test for 4 ES systems. in this case, I would expect that if set Max systems=4 and max N contracts=4, the auto-portfolio selection should return the same results of the original?
But As per screenshot it seems the result are different (the other 2 limit tabs (systems, symbols) are disabled)

* could this kind of test in PA give a rough indications even when I use in PA systems with different sessions time? In the above test the 4 ES systems have slightly different session times.

I have updated the PA docs with some current live examples of the real messy world, not just the hyperthetical
https://trademaid.info/gsbhelp/Arealworldexample.html

Next build will have symbol mapping.
Use for IQfeed etc

version 20210924.1 under testing.
It has the option to export into a html file that should be able to be read by all browsers.
ts reports can be read by internet explorer only. Not firefox, edge or chrome.
example is here.
https://trademaid.info/gsbhelp/reports/Swing3/index.html
If any one wants to test this build, let me know
You hit the zip button, unzip the file and click on index.html

The latest build is dec 2 2021.
Some features are not documented, like command line creation of html files.
This was needed as most browsers dont read ts 9.5 reports.

I will release next week the new build
Updating might not be smooth as all files were downloaded one at a time.
The new build downloads them as a single zipped file. But you need the new build for this feature

Correlation in PA

Hi,

Why isn't the correlation between two systems the same independent of the number of systems in the portfolio? If you take a look at the pictures below you will see that the negative correlation between NQ_day2 and NQ_day3 is increasing when you add more systems to the portfolio. What is the reason for that? Thanks.

@Peter,

I tried to launch PA as admin but Unfortunately I don't see any update process starting. Any idea? I have also checked the folder and the last zip is dated 9/2/21

Quote: Originally posted by Carl

Hi Peter, when I start PA 20210429.1 thw update process starts. Files are downloaded. But when starting this "new" version, PA 20210429.1 opens. Even when I start the portfolioanalyst.exe. The exe file is 1248 kB. The same size as the older version