Buy and Hold Returns

Questions about MultiCharts and user contributed studies.
TraderWalrus
Posts: 63
Joined: 13 Sep 2016

Buy and Hold Returns

Postby TraderWalrus » 23 Feb 2017

Normally the chart of the instrument looks identical to the Buy & Hold returns as they are displayed in the Strategy Performance Report.

I found out this is not the case with AUDCAD. There is a very big difference between the chart of this pair and the Buy and Hold returns.

I started a new simple strategy to test it. The only code in the strategy is:

Code: Select all

if marketposition(0) = 0 then
buy next bar at market;
This should simulate buy and hold.

I attach Chart, Equity Curve (those two look the same, as expected), Buy & Hold Return (looks significantly skewed downward for some reason) and settings.
Attachments
SETT.png
SETT.png (18.98 KiB) Viewed 429 times
EQ.png
EQ.png (227.88 KiB) Viewed 429 times
CHART.png
CHART.png (69.09 KiB) Viewed 429 times
BH.png
BH.png (179.32 KiB) Viewed 429 times

User avatar
Angelina MultiСharts
Posts: 260
Joined: 28 Dec 2016

Re: Buy and Hold Returns

Postby Angelina MultiСharts » 23 Feb 2017

Hello TraderWalrus,

We haven't been able to reproduce this issue on our end. Please send us your workspace to support@multicharts.com.


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