Portfolio with history
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- This topic has 5 replies, 4 voices, and was last updated 4 years ago by Vonasi.
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01/22/2020 at 3:45 PM #117523
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 #117606Hello,
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 #119183Hi Sander
For back tests or live trading results?
02/10/2020 at 3:44 PM #119188hi 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 #119200Hi 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
02/10/2020 at 7:37 PM #119233ie 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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