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Multicharts Portfolio Trader - Using Global Variables for Volatility Filters

In our previous post, "Three Volatility Filters for E-mini Nasdaq Futures Trading Systems" we analyzed three volatility filters from within the Portfolio Calculator. In this video we take a look at applying one of those single filter from the Portfolio Calculator as a Global Variable/Global Rule in the Multicharts Portfolio Trader. Since the portfolio includes all Nasdaq strategies and we set it up so that all strategies are one-minute bars on data1, we can apply the Zig Zag Count < 25 rule with our CAPSTONE_ZZC function to all strategies at once with the Global Variable/Rule.



In the video we remove the strategy that has the worse performance in recent trading - Viper 2025 v2. The results are better overall if we keep Viper 2025 v2. The hypothetical performance summary for the Stock Index Portfolio 11 E-mini Nasdaq is below with all 11 strategies and applying the filter so that if the Zig Zag Count > 25 at 4:15 pm EST then there will be no trades the next day.


Stock Index Portfolio 11 with the Zig Zag Count Volatility Filter Only Trades if the previous days Zig Zag Count < 25

7/1/2019 - 4/11/2025

Inclusive of $25 round turn slippage and commission



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U.S. Government Required Disclaimer - Commodity Futures Trading Commission. Futures and options trading has large potential rewards, but also large potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures and options markets. Don't trade with money you can't afford to lose. This website is neither a solicitation nor an offer to Buy/Sell futures or options. No representation is being made that any account will or is likely to achieve profits or losses similar to those discussed on this website. The past performance of any trading system or methodology is not necessarily indicative of future results.

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CFTC RULE 4.41 - HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY, SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFIT OR LOSSES SIMILAR TO THOSE SHOWN.

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