I read somewhere on the forum that the portfolio backtester is designed for equity back testing and doesn't satsifactorily on futures.
Is that still the case now with Beta 4?
Portfolio backtester
Re: Portfolio backtester
Hi glam_100,I read somewhere on the forum that the portfolio backtester is designed for equity back testing and doesn't satsifactorily on futures.
Is that still the case now with Beta 4?
A few issues were improved in the new beta and a few issues were added. But it still is not capable of backtesting futures. The last major thing to be fixed is margin calculation. Marina promised somewhere in the forum to get it right in one of the coming betas.
Regards
- Marina Pashkova
- Posts: 2758
- Joined: 27 Jul 2007