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.
Portfolio Backtester performance report keeps changing
Portfolio Backtester performance report keeps changing
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Re: Portfolio Backtester performance report keeps changing
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.
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.