Reply

Portfolio of strategies different currency

3 replies

lbmo77

Customer, bbp_participant, community, 1 replies.

Visit profile

6 years ago #231062

Hi

I am studying a bit QA.
I use multicharts and have many strategies.

I have some initial problems:
-I found the code for the tradestation function but it uses tradestation proprietary functions, it doesn’t work OK multicharts.. Anybody has rewritten it for multicharts… It is simple as the problem is only on date conversion… Just want to avoid redoing things.

-my portfolio is made by several strategies in several markets so I have US Dollars and Euro strategies. Is there any way to import and manage 2 currencies in portfolio? If not it makes QA useless to me.. It would be a pity.

-is there any manual or tutorial for QA in general and all the code customization? It look very nice and interesting but with no manual it is not easy at all

-today I have imported a symbol from a xls file.. In symbol name i get a?…. Where can I specify a symbol list?

-is there any problem if I import strategies which operates on different exchange times? Eurex and cbot for example?

I apologize for the basic questions. Thanks in advance for the support.

0

tomas262

Administrator, sq-ultimate, 2 replies.

Visit profile

6 years ago #232073

Hello,

  • which function do you refer to?
  • when you import a strategy report you define the point value in USD so you better convert using current Fx rate
  • you can edit ” QuantAnalyzer4/settings/PredefinedSymbols.csv ”  and add the instrument or missing data to the list and the problem will go away. But you are right it would have been easier to have this done automatically when it pops up.
  • exchange timezone does not matter suppose you use the same “timestamps” for all market data

0

lbmo77

Customer, bbp_participant, community, 1 replies.

Visit profile

6 years ago #232442

Hi,

all clear about currency and exchange time.

I have solved the tradestation code and made it compatible with powerlanguage of multicharts. It works fine now.

Ok now what I would like to do, using quanteditor extensions, is:

-build my own equity control strategy (i have several in multicharts that i use on each single system)

-create a portfolio which ranks the systems and shows the system controlled with equity control …

I think QA has the potential to be customised like this but I really need a first start manual for quant editor …. i couldn’t really find much documentation and it’s quite cryptic.

0

tomas262

Administrator, sq-ultimate, 2 replies.

Visit profile

6 years ago #232445

Ok,

what is the rule for your equity control?

Now you can optimize a portfolio based on NetProfit or Ret/DD. The equity controlo is not available for this but could be added in some future version

0

lbmo77

Customer, bbp_participant, community, 1 replies.

Visit profile

6 years ago #232447

I use several filters.

Based on a daily equity curve (is this possible or only close to close in QA?) i use vertical, horizontal and statistic checks.

So at the moment there is no way to create a portfolio based on filtered (EQ controlled) equity curves?

Indeed this would be a fantastic feature!

0

Viewing 4 replies - 1 through 4 (of 4 total)