Backtesting single instruments?

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Splint
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Backtesting single instruments?

Postby Splint » 08 Apr 2012

Hi,

I want to backtest a system as a way of confirming big point value, min move etc. are correct. I have a document with the test results of individual symbols which was produced by the system vendor. I would like to see if Multicharts can replicate these reports.

What I'm unclear about is how I would do this in the Portfolio Backtester. From what I understand the system has all money management values built in and assumes sufficient funds to trade one contract and endure all drawdowns.

I dont know what settings to use in the Portfolio Backtester to simulate this. I also don't see where to enter a value for slippage and commision. Also, if I right click in the performance summary the click settings I get the rce Descriptor. What does that do?

Thanks
Splint

Splint
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Re: Backtesting single instruments?

Postby Splint » 08 Apr 2012

Just found the backtesting section in the strategy trading section of the help files. I should be able to work it out from there, although I don't see any reference to the rce Descriptor.

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Henry MultiСharts
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Re: Backtesting single instruments?

Postby Henry MultiСharts » 09 Apr 2012

Hello Splint,

You can find more information regarding Portfolio Money Management at this page.

You can set the slippage and commission in the Format Settings->Properties tab.
Right-click on the strategy in the portfolio Tree. Select Show Properties. The Format Settings window will appear. More information can be found at this page.

Please describe what do you mean by "rce Descriptor". Is this an error message?

Splint
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Re: Backtesting single instruments?

Postby Splint » 09 Apr 2012

If you right click in the performance summary window then click settings, the rce descriptor window opens. I'm not clear on what the smoothing option does of if it's important.
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rce descriptor.gif
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Henry MultiСharts
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Re: Backtesting single instruments?

Postby Henry MultiСharts » 10 Apr 2012

The smoothing improves the visual quality of the perfomance graph (Equity curve).
This option does not bring substantial visible results on Windows XP and 7.


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