Stratgey Data discrepency

Questions about MultiCharts and user contributed studies.
User avatar
master.aurora
Posts: 33
Joined: 21 Jan 2013
Location: Islamabad
Has thanked: 6 times
Been thanked: 3 times
Contact:

Stratgey Data discrepency

Postby master.aurora » 04 Feb 2013

Hi,

I have recently started using multicharts. I am facing a very basic problem. When I backtest my strategy on historical data the starting date of strategy becomes 3 months plus the day which i have set. e.g if i have set the starting date of strategy at 3/16/2012 it will start the execution from 5/29/2012.

It seems that the data coming in to the strategy is always 2 and a half months ahead from the starting date of data.

Is there any backfill setting inside Multicharts that is enforcing this?

Best Regards,
Umer

[EDIT]
Sorry, i posted this in the wrong section by mistake.

User avatar
Andrew MultiCharts
Posts: 1587
Joined: 11 Oct 2011
Has thanked: 931 times
Been thanked: 559 times

Re: Stratgey Data discrepency

Postby Andrew MultiCharts » 04 Feb 2013

Hello master.aurora,

Most likely you are talking about MaxBarsBack parameter. Each script requires a particular number of bars to be calculated and give you any first result on chart. This number of bars depends on your script.

User avatar
master.aurora
Posts: 33
Joined: 21 Jan 2013
Location: Islamabad
Has thanked: 6 times
Been thanked: 3 times
Contact:

Re: Stratgey Data discrepency

Postby master.aurora » 04 Feb 2013

Thank you for your reply.

Actually i am having this issue in the portfolio backtester. I havent ben able to find this property in the Portfolio backtester.

Regards,
Umer

EdL
Posts: 39
Joined: 18 Feb 2013
Has thanked: 22 times
Been thanked: 11 times

Re: Stratgey Data discrepency

Postby EdL » 27 Feb 2013

Hi master.aurora,

I was having the same issue. The MaxBarsBack param is set by right clicking on the "Strategy" in the "Portfolio Tree" within the Portfolio Backtester. I had been clicking on the Signal itself and couldn't find it there!

I found this post that clarified it:

viewtopic.php?f=1&t=7863&hilit=MaxBarsBack


Ed


Return to “MultiCharts”