Recent Posts

31

Portfolio Management / more than 10 pairs in one portfolio?

« Last post by don martin on February 25, 2023, 02:13:52 am »

Hi

I seem to be unable to have more than 10 pairs in one stratregy.
How can I increase this number?
(slots = 100)
from database query - search - more - more - more - add to profile -->> only 10 are added....

Thanks 

Don

32

Models, Algorithms & Approaches / Calculate the Sharpe Ratio of one pair while multiple ones are in the portfolio?

« Last post by JackBeach on February 05, 2023, 05:33:00 am »

Hello all,

Is it possible to calculate the Sharpe Ratio of one pair while multiple ones are present and active in the portfolio?

Say (For the sake of example) I'm having 2 pairs in my portfolio: F/GM and PEP/KO.
I want to calculate the Sharpe Ratio of PEP/KO only.

Is that possible to do so, since both pairs are somewhat linked to my portfolio result?
I don't see a way to do what I want, except having only 1 pair in my portfolio so that it's possible to calculate the Sharpe Ratio since I will know exactly the performance of that said pair because it's going to be straightforward by using the Net Liquidity value, which of course, is suicidal.

By the way, the idea is to calculate the Sharpe Ratio using the paper/live trading account, not using the back tester.

Thanks for your help.

33

Technical Details / Re: Problem with the platform

« Last post by Roman Osmanov on February 02, 2023, 12:34:49 am »

Hello! Unfortunately, PTL Trader does not support fractional shares trading. At least not at the moment. Sorry.

pls fix that, you need to go along with the progress))))

34

Technical Details / Re: Problem with the platform

« Last post by JackBeach on January 30, 2023, 05:06:44 am »

You need to use IB Gateway 10.17 instead of 10.19.

The latest 10.19 has a bug.

35

Questions & Answers / Re: Engine Status: waiting on shortability

« Last post by Ralph Lamberti on January 28, 2023, 11:47:34 pm »

After a couple of years using PTL, I have determined that this may happen after updating the portfolio.  Closing and opening the PTL software has always fixed it.

36

Questions & Answers / Re: Do you need to fetch PTL's data through its API? I'm here to help

« Last post by Ralph Lamberti on January 28, 2023, 11:44:59 pm »

Hello. Please contact me at ralph@mezzoware.com

37

Questions & Answers / Do you need to fetch PTL's data through its API? I'm here to help

« Last post by JackBeach on January 25, 2023, 02:53:31 am »

Hi,

If you want to get PTL's data through its API, I would like to help you and propose my services.

Don't hesitate to contact me if needed.

38

Questions & Answers / Do you need to fetch PTL's data through its API? I'm here to help

« Last post by JackBeach on January 25, 2023, 02:52:44 am »

Hi,

If you want to get PTL's data through its API, I would like to help you and propose my services.

Don't hesitate to contact me if needed.

39

Questions & Answers / Autotrading on IB paper account shows all stocks not shortable

« Last post by Jeff Stryer on January 21, 2023, 01:01:40 am »

My live account is also opened and I tried to short a stock there and it didn't object to the order.  However that stock, and all others, say they are not shortable in the Autotrader.  Can anyone please help me explain why.  Thanks.

40

Questions & Answers / Engine status remained waiting for hist data

« Last post by Caspar Lee on January 19, 2023, 12:11:27 pm »

In the log below, it shows that it is unable to retrieve historical data. Does anyone knows the solution to this problem? Thanks for helping out!!!