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portfolio123
Feature Request: Make Portfolio() work point-in-time for simulations

See this thread for the discussion

https://www.portfolio123.com/mvnforum/viewthr...924_lastpage,yes#lastpost


View the feature request here .

Dec 7, 2016 10:24:19 AM       
Edit 1 times, last edit by portfolio123 at Dec 7, 2016 10:25:21 AM
WalterW
Re: Feature Request: Make Portfolio() work point-in-time for simulations

The cherry on top would be support for a user option to return True for new buys (sells) when used in as a buy (sell) rule. Just sayin'

Walter

EDIT: That's in addition to looking at the current holdings without regard to their age.

Dec 7, 2016 11:03:06 AM       
Edit 2 times, last edit by wwasilev at Dec 7, 2016 11:05:34 AM
davidbv
Re: Feature Request: Make Portfolio() work point-in-time for simulations

Would we have to set a rebalance precedence order to use this?
I have 6 ports I balance weekly and run into this problem all the time.
I have set a regular order of precedence to decide when to decline the purchase of a stock and buy something else when I run into a currently-owned situation.

Without a precedence order, wouldn't this simulation potentially just go into a do loop?

David

Dec 7, 2016 1:18:51 PM       
Jrinne
Re: Feature Request: Make Portfolio() work point-in-time for simulations

David,

At worst, you would have to decide the order of sims that you run and even rerun some sims after running the other sims—doing it manually. With the latest sim referencing the sims you ran previously.

Your are right that maybe it could not be solved for 6 sims (kind of like the 3 body problem in physics). But if we cannot determine an algorithm for an order on the sims we write then it is hard to expect P123 to be able to do it.

Then again--once this feature is available--you may be able you might find things about the ordering of the ports you never thought of.

You won't know unless you vote yes! Edit: We have 5 votes. Thank you!

-Jim

Great theory, "and yet it moves."
-Quote attributed to Galileo Galilei (1564-1642) gets my personal award for the best real-world use of an indirect proof or reductio ad absurdum.
`

Dec 7, 2016 1:50:12 PM       
Edit 4 times, last edit by Jrinne at Dec 7, 2016 2:48:56 PM
davidbv
Re: Feature Request: Make Portfolio() work point-in-time for simulations

Jim, what is the link for the request? I will vote for it but could not find the link.
thanks.

David

Dec 7, 2016 2:03:14 PM       
Jrinne
Re: Feature Request: Make Portfolio() work point-in-time for simulations

On the first post of this thread the underlined here: "View the feature request here "

Great theory, "and yet it moves."
-Quote attributed to Galileo Galilei (1564-1642) gets my personal award for the best real-world use of an indirect proof or reductio ad absurdum.
`

Dec 7, 2016 2:12:50 PM       
Edit 6 times, last edit by Jrinne at Dec 7, 2016 2:33:46 PM
davidbv
Re: Feature Request: Make Portfolio() work point-in-time for simulations

voted for it

David

Dec 7, 2016 2:37:57 PM       
WalterW
Re: Feature Request: Make Portfolio() work point-in-time for simulations

Is Portfolio() now point-in-time for simulations?

Walter

Feb 19, 2017 9:21:03 AM       
aschiff
Re: Feature Request: Make Portfolio() work point-in-time for simulations

The point-in-time functionality is now live. There is a noncritical issue with it outputting an error if the portfolio has no holdings in the backtest period (or date if screen), but that will be resolved by tomorrow.
PortfolioOpen and PortfolioClose are also available (not yet documented), and are the cross-system equivalents to NoDays and LastSellDays (undocumented).

PortfolioOpen behaves as such:
If the current stock is held in the portfolio(s), it will yield a non-negative number indicating the number of days since the most recent open date for the current stock for a single portfolio or the minimum thereof if multiple portfolios are provided.
Otherwise, it will yield NA .

PortfolioClose behaves as such:
If the current stock is held in the portfolio(s), it will yield -1 .
If the current stock was closed within the past six months, it will yield a non-negative number indicating the number of days since the most recent close date for a single portfolio or the maximum thereof if multiple portfolios are provided.
Otherwise, it will yield NA .

Aaron
Portfolio123 Staff

Mar 16, 2017 4:51:32 PM       
primus
Re: Feature Request: Make Portfolio() work point-in-time for simulations

Sounds cool. But I'm fairly new to portfolios. Can someone break down some use cases of this new functionality for me?

Thanks!

"The world is. The world is. Love and life are deep maybe as his eyes are wide." - Rush, "Tom Sawyer"

Mar 16, 2017 5:51:21 PM       
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