Search found 4 matches

by YanickB
16 Jul 2014
Forum: MultiCharts .NET
Topic: Multicharts.NET v9 beta 2 - Currency conversion question
Replies: 3
Views: 923

Re: Multicharts.NET v9 beta 2 - Currency conversion question

Thanks for your answer.

What is this rate(close, typical price)? Where does it come from(data feed)?
by YanickB
15 Jul 2014
Forum: MultiCharts .NET
Topic: Multicharts.NET v9 beta 2 - Currency conversion question
Replies: 3
Views: 923

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...
by YanickB
22 Apr 2014
Forum: MultiCharts .NET
Topic: Monthly returns and Sharpe ratio in backtest
Replies: 4
Views: 1360

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...
by YanickB
18 Apr 2014
Forum: MultiCharts .NET
Topic: Monthly returns and Sharpe ratio in backtest
Replies: 4
Views: 1360

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...

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