Portfolio Backtester performance report keeps changing

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wilkinsw
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Portfolio Backtester performance report keeps changing

Postby wilkinsw » 14 Oct 2013

Hi,

I've been suffering a very frustrating problem the last few days and would appreciate some help.

I have been running a portfolio backtest consisting of 7 strategies. Multiple instruments and timeframes.

Sometimes the performance report will produce a result that doesn't look right at all. Then i rerun it and the results keep changing each time. Note I don't call up realtime data and use a historical end date. Usually if I restart the program then the issue stops and the wierd results no longer come up.

However, today, even when I restart this issue keeps coming up. Every time I hit "backtest" the results are different!!

Has anyone had similar issues? Is there a solution?

Can someone advise on the settings that have to be used under "portfolio settings" so that there is absolutely no interferance from the portfolio backtester regarding lot allocation? I want to run all 7 strategies without any risk controls, simply showing the net result as if they were the simple addition of each invidual strategy.

Many thanks.
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wilkinsw
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Re: Portfolio Backtester performance report keeps changing

Postby wilkinsw » 14 Oct 2013

And I've tried this on two computers and still have the same issue.

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Henry MultiСharts
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Re: Portfolio Backtester performance report keeps changing

Postby Henry MultiСharts » 17 Oct 2013

wilkinsw,

Do you use Random reserved word or ComputerDateTime?
Do you use "Bars Back" data request instead of "From - To"?
Please try to minimize the amount of strategies and instruments you are using in backtesting and provide the following information:
1) What exact version and build number of MultiCharts are you running? (in MultiCharts go to Help tab-> About);
2) workspace you are using;
3) in QuoteManager select the symbol you are using, make a right click on it->Export data->Export instrument (with data). Send me the Qmd export file for analysis;
4) in PowerLanguage editor->File->Export->export with dependent functions the studies you are using in the workspaces you are providing. Send me the study export file.


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