Bug Report: Portolio Backtester

I'm really liking the portfolio backtester, but I discovered a bug the developers should know about.

The backtester allows you to set a "Max Percent of Capital at Risk per Position" which is essentially not functioning, because regardless of what % you set the backtester will buy positions greater than your max capital will allow.

Example:
You have $100,000 and you set the "Max % of Capital per position to 25%" and "Max Exposure %" to 100%. This means you could hypothetically put on 4 positions consisting of $25,000 each.

The backtester WILL buy positions consisting of 25% of your capital, but it will buy many more than 4 positions. In one case, the backtester went long 12 positions simultaneously for a total of 300% capital exposure.

My strategy doesn't use margin, so this obviously skews my backtesting results.

FYI.

Hi elaskaris,

It would be best if you could contact us via LiveChat at http://messenger.providesupport.com/mes ... pport.html to demonstrate the situation on-line. We would have a look at the specific example you're talking about and see if there really is a bug or if there are some factors in the behavior that might have been overlooked.

Thank you for your assistance!

Regards.