Please have a look at the Picture.
I do not understand why the last trade is different.
(Same symbol source, same system and settings)
Thank you for your advise.
LRP
Signal Comparison Chart vs Portfolio Backtester
- LRP
- Posts: 153
- Joined: 07 Apr 2008
- Location: Switzerland
- Has thanked: 96 times
- Been thanked: 15 times
Signal Comparison Chart vs Portfolio Backtester
- Attachments
-
- Comparison.png
- (122.24 KiB) Downloaded 469 times
- Andrew Kirillov
- Posts: 1589
- Joined: 28 Jul 2005
- Has thanked: 2 times
- Been thanked: 31 times
- Contact:
Your question is not clear.
1. Your screenshot indicates an open position that has been initiated in March. What do you expect to see?
2. I’m not sure I understand what is a role of portfolio Backtester in this issue? The screenshot you attached is an individual backtester, not a portfolio backtester.
1. Your screenshot indicates an open position that has been initiated in March. What do you expect to see?
2. I’m not sure I understand what is a role of portfolio Backtester in this issue? The screenshot you attached is an individual backtester, not a portfolio backtester.
- LRP
- Posts: 153
- Joined: 07 Apr 2008
- Location: Switzerland
- Has thanked: 96 times
- Been thanked: 15 times
Thank you for the quick response.Your question is not clear.
1. Your screenshot indicates an open position that has been initiated in March. What do you expect to see?
2. I’m not sure I understand what is a role of portfolio Backtester in this issue? The screenshot you attached is an individual backtester, not a portfolio backtester.
1. The last bar on the chart should be an ExitShort like the Backtester shows. Or vice versa just an open Short position at the backtester. I do not know what is the correct answer. I only asumed, that the signals should be the same.
2. Yes, it is the single result of one symbol from the portfolio, made by "Breakdown by Symbols" within the "Porfolio Performence Report"
Cordially,
LRP
- Andrew Kirillov
- Posts: 1589
- Joined: 28 Jul 2005
- Has thanked: 2 times
- Been thanked: 31 times
- Contact:
- LRP
- Posts: 153
- Joined: 07 Apr 2008
- Location: Switzerland
- Has thanked: 96 times
- Been thanked: 15 times
Dear AndrewDear LRP,
There is misunderstanding. There is no Short Exit on March, 17. Our strategy report shows open positions and update it each bar. You can see "open" status in the signal field that means that there is no signal that closed the existing position and it is still open.
Great, that is absolut correct what you say! Thank very much for clarification.
Kind regards,
LRP
- Andrew Kirillov
- Posts: 1589
- Joined: 28 Jul 2005
- Has thanked: 2 times
- Been thanked: 31 times
- Contact: