Portfolio with history

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  • 01/22/2020 at 3:45 PM #117523 quote
    verberkt40
    Participant
    New

    hello,

    Hopefully anybody can help me..,

    Is it possible to have a portfolio in PRT where it can be plotted as a chart, like a stock?

    So I can use all technical analysis tools on my portofolio?

    thanks! Sander

    01/23/2020 at 10:13 AM #117606 quote
    Maverick
    Moderator
    Average

    Hello,

     

    Following your request, unfortunately this feature is not yet available on ProRealTime but it is a good suggestion i will forward it.

    However you could use the spread tool to create an instrument from 2 stock for instance.

    Best regards

     

    Victor from ProRealTime

    02/10/2020 at 3:23 PM #119183 quote
    deletedaccount100622
    Participant
    New

    Hi Sander

    For back tests or live trading results?

    02/10/2020 at 3:44 PM #119188 quote
    verberkt40
    Participant
    New

    hi Robo Future Trader,

    thanks for reply;

    specially to track my portofolio as the same way as a stock, so chart, relative strength vs. benchmark, macd etc.

    so basically my portofolio is a personal ETF, but without an isin.

    By the way, your suggestion of backtesting triggers me, what do you mean?

    tx sander

    02/10/2020 at 5:16 PM #119200 quote
    deletedaccount100622
    Participant
    New

    Hi Sander

    You can do this externally as from the tables in PRT you can drag and drop the data into Excel (or get data from your platform but this doesn’t have the strat codes), I have attached examples of dragging the results of a back test/live strat from the performance report or the order list (filtered for auto trading)

    From there I do two things:

    Use Edgewonk and the custom statistics to monitor live Strats you can see some images here https://robofuturestrader.com/alpha-portfolio-results-week-8/ and links on the site take you to their product page

    I use the raw data in Excel and combine it with a position size multiplier, so back test the strat at one point then use the position size controls for the individual strats combined with a graph to examine how combinations of strats and position size interact. You need to look at margin requirements etc but it provides a good basis

    You don’t get MACD etc but with the raw data and a bit of excel you can do a lot with both back and forward testing ie taking your results to date and say what if I had also run strat x? What if Strat Y was at 2 points rather than one

    Back-test-or-single-Strat-results.png Back-test-or-single-Strat-results.png Live-Results-Extract.png Live-Results-Extract.png
    02/10/2020 at 7:37 PM #119233 quote
    Vonasi
    Moderator
    Master
    Robo Futures Trader wrote:

    ie taking your results to date and say what if I had also run strat x? What if Strat Y was at 2 points rather than one

    Yes I often want to know what my equity would look like if I’d bought a brand new E-Type Jag in the 60’s and just left it in a garage. Can it tell me that too?

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Portfolio with history


Platform Support: Charts, Data & Broker Setup

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verberkt40 @verberkt40 Participant
Summary

This topic contains 5 replies,
has 4 voices, and was last updated by Vonasi
6 years ago.

Topic Details
Forum: Platform Support: Charts, Data & Broker Setup
Language: English
Started: 01/22/2020
Status: Active
Attachments: 2 files
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