Strategy Group Settings

The Strategy Group Settings dialog allows you to view and modify settings for the current Strategy Group in Portfolio Maestro. The default values are based on the those in the Preferences dialog.

  • Access using the Strategy Group Settings button on the Strategy Group toolbar.

The following describes each of the tabs in the dialog and the settings they contain:

General Tab

Contains settings for specifying trade costs and general strategy trading preferences.

Costs/Capitalization

Allows you to set the Per Trade or Per Share/Contract costs for Commissions and Position Slippage for each asset type you might want to trade. You can also set the Initial Capital, and initial Interest Rate.

Back-testing resolution

  • Use Look-Inside-Bar back-testing - When checked, specifies default values for interval settings when using Look-Inside-Bar backtesting.
  • Maximum number of bars study will reference - The default MaxBarsBack setting for your strategies.

Position Limits (for pyramiding strategies only)

  • Allow up to NN entry orders - When checked, specifies the number (NN) of entry orders in the same direction you will allow.
  • Maximum position size - Indicates the maximum position size for Equities, Futures, and Forex positions.

Format

  • Commission/Slippage Decimal Places - Indicates the number of digits to the right of the decimal place for commission or slippage.

Sharp Ratio and K-Ratio Calculation

  • Calculation Period - The type of period (Daily, Weekly, Monthly) used in ratio calculations.

Quantity Tab

Contains settings for specifying the default trade size for each asset type based on either fixed quantities or dollars per trade.

Trade Size

Contains default quantities to use when the trade size is not specified in a strategy.

  • Fixed Amount - Specifies the default shares, contracts, or units to used for each asset type.
  • Dollars(s) per trade - Specifies the dollar amount to trade for each asset class along with additional parameters for rounding off trades and setting minimum quantities.

Backtesting Tab

Contains settings for backtesting defaults.

Limit Order Fill Assumptions- Used to specify how you want limit orders to be filled.

Market Order Fill Assumptions - Used to specify how you want market orders to be filled.

Strategy Inputs Tab

Allows you to review and change input settings for each Strategy in the current Strategy Group.

Strategy- Used to select the Strategy and inputs.

Value - Specifies the value that will be used for each input in the selected Strategy.