when i change my backtesting settings from classic to extended, the results of the backtest do not change, why?
also im getting drastically different results from portfolio backtester and backtesting within mc, the settings are exactly the same, portfolio backtester 'misses' trades, why is this?
the trades that do match up have the same execution prices, so its not because of the spread.
all these questions of course would not have to be answered by support if you just provided more comprehensive documentation with your product.
backtesting settings
- Stan Bokov
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Re: backtesting settings
Dear zumthor,when i change my backtesting settings from classic to extended, the results of the backtest do not change, why?
Make sure you add the Ask and Bid series to your chart, and then choose the appropriate data series in the drop-down menus in the Extended Backtesting section. You may also wish to use the Bar Magnifier to make your results more accurate.
Portfolio Backtesting and individual chart backtesting are different tools, which achieve different goals. The key difference in the Portfolio Backtester is the ability to 'remember' what it bought and sold across multiple securities, and to enter and exit positions on multiple securities. However, if you were to compare individual chart backtesting with portfolio backtesting when there is only one symbol in your portfolio, and ALL settings are the same, you should see identical results.also im getting drastically different results from portfolio backtester and backtesting within mc, the settings are exactly the same, portfolio backtester 'misses' trades, why is this?
the trades that do match up have the same execution prices, so its not because of the spread.
We are working on releasing more up-to-date documentation.all these questions of course would not have to be answered by support if you just provided more comprehensive documentation with your product.
Re: backtesting settings
thanks for the reply. i think you have a product with potential here, its just that if your whole edge is the fact that you make automated trading easier, then you need to have significant documentation to explain your software. most of the people buying mc are not computer programmers or IT people, those individuals will probably use MT.
thanks again and i will try your suggestions.
thanks again and i will try your suggestions.
- Stan Bokov
- Posts: 963
- Joined: 18 Dec 2009
- Has thanked: 367 times
- Been thanked: 302 times
Re: backtesting settings
Thanks very much, zumthor. We will try our best to get it out as soon as possible.