Thanks for your answer.
What is this rate(close, typical price)? Where does it come from(data feed)?
Search found 4 matches
- 16 Jul 2014
- Forum: MultiCharts .NET
- Topic: Multicharts.NET v9 beta 2 - Currency conversion question
- Replies: 3
- Views: 1633
- 15 Jul 2014
- Forum: MultiCharts .NET
- Topic: Multicharts.NET v9 beta 2 - Currency conversion question
- Replies: 3
- Views: 1633
Multicharts.NET v9 beta 2 - Currency conversion question
Hi, in the new feature description, it is mention the following about currency conversion: "To make the results as close to perfection as possible, we use actual currency rates for each day." Does that mean that you are using only one rate per trading day? If so, this feature cannot be use to backte...
- 22 Apr 2014
- Forum: MultiCharts .NET
- Topic: Monthly returns and Sharpe ratio in backtest
- Replies: 4
- Views: 3023
Re: Monthly returns and Sharpe ratio in backtest
Hello Henry, Thanks for your answer. It's great to know we can set a strategy to automatically re-invest money earned. However, when we are NOT reinvesting, monthly returns are incorrect. I attached a print screen of a strategy that show pretty well what I mean. Have a look at the returns of 03/2014...
- 18 Apr 2014
- Forum: MultiCharts .NET
- Topic: Monthly returns and Sharpe ratio in backtest
- Replies: 4
- Views: 3023
Monthly returns and Sharpe ratio in backtest
Hello, I'm realizing that percent monthly returns under 'Monthly Period Analysis' in backtest reports are calculated based on the equity evolution instead of on an allocated amount to the strategy. What's that means is that if a strategy is doing well over a period of time, percentage returns will g...