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admin
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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.
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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..
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admin
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Sept 09 2019, build with auto update (no installer). See top of thread.
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coccigelus
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Thank You Peter!
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admin
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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.
Thanks received (1):
+1 coccigelus at 2019-09-18 00:52:59
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Bruce
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Hi Peter,
Any chance we could incorporate a management fee and profit share on the monthly profit as done with hedge funds?
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admin
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| 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
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Bruce
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| 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 |
Have attached an example in excel spreadsheet, I hope that helps.
Thanks.
Attachment: Login to view the details
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admin
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Hi Bruce,
I think that can be done, need to speak to the programmer. But it likely not done in a great hurry
Thanks received (1):
+1 Bruce at 2019-09-18 19:28:49
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saycem
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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
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admin
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| 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 |
copy files from this over your old files
PortfolioAnalyst_autoupdate.zip
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coccigelus
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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!?
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admin
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| 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!? |
If you want that, you would be better off with some of the other functions. I t hink there was some under water metrics. Ive found ave 5 and worst dd
useful by them selves and looking at them both
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karta1940995
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How can I have a trial for PA ?
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.
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admin
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can you send a screen shot?
There is a 14?? day trial on pa, which you dont need paypal for.
For purchase you can go here via paypal, https://trademaid.info/gsbhelp/PAProLicensing.html
or bank xfer
Peter
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karta1940995
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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.
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admin
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| 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.
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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.
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karta1940995
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| 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.
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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
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admin
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| 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.
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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
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Hi Vincent,
thats an old version. New versions auto update to the most recent build.
First think would be fix the expired rego, or use your second machine.
Best email me teamviewer details if you need it looked at.
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admin
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this is whats new in the latest PA pro
will release next week via auto update
Thanks received (2):
+1 Bruce at 2020-04-01 01:04:33 +1 moresi522 at 2020-03-12 12:12:53
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jasonp
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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. |
I would very much like this script possible.
Thanks
Thanks received (2):
+1 Bruce at 2020-04-01 01:04:33 +1 moresi522 at 2020-03-12 12:12:53
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RandyT
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| 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 |
Not sure what post from Peter this references, but I can share what I am currently using for WritePA. Been meaning to send this to Peter to build
from. Not perfect, but working for me as a "signal".
I've taken what Peter shared with me awhile back and made two changes.
1. Added folder configuration and file name configuration.
2. Changed it to first delete and rewrite the file whenever the signal is enabled. Letting it continually append was creating problems.
Attachment: Login to view the details
Thanks received (2):
+1 admin at 2020-03-31 16:45:15 +1 jasonp at 2020-03-31 14:10:41
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jasonp
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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
Thanks received (2):
+1 admin at 2020-03-31 16:45:15 +1 jasonp at 2020-03-31 14:10:41
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RandyT
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| 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
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JasonP, are you using this for Stocks or Futures?
I'm not having an issue with this for Futures. That is the only think I can think of as possibly causing a problem. PA not liking the header. Which
reminds me that one other minor change I made to that script was to generate symbol in header off of 'symbolroot()' since I personally use custom
contracts and PA will not recognize these contract names unless using 'symbolroot()'.
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RandyT
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Updated WritePA for Multicharts
Wanted to upload latest version of this MultiCharts script for generating PA files.
This has only been tested on futures contracts. I am not sure what it will do with stock trades.
Fixes in this version include:
- Write actual entry and exit names
- Fix data alignment for exits so they show exits the day of trade and not the day following.
- Write symbolroot to allow using custom futures names that PA will not recognize.
Attachment: Login to view the details
Thanks received (3):
+1 Manfred at 2022-11-19 11:05:23 +1 Daniel UK1 at 2020-04-10 01:22:32 +1 admin at 2020-04-09 18:24:08
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RandyT
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Another update to WritePA: version 0.8
A couple more bugs fixed in this version:
- Write valid times for trade exits
- Size of trade should be a positive integer
Attachment: Login to view the details
Thanks received (3):
+1 jasonp at 2020-04-11 06:23:31 +1 Daniel UK1 at 2020-04-11 05:45:24 +1 admin at 2020-04-10 17:26:26
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