Unexpected informational data series effect in Portfolio Trader  [SOLVED]

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darob
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Unexpected informational data series effect in Portfolio Trader

Postby darob » 25 Feb 2019

Hi, I’ve found that introducing a 2nd data series (in this case 60 min SPY) to Portfolio Trader affects backtesting even when the data series isn’t referenced in the code. There's no MMS being used. Also toggling Realtime-History Matching on/off makes no difference.

What would account for this?

Many thanks

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Henry MultiСharts
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Re: Unexpected informational data series effect in Portfolio Trader  [SOLVED]

Postby Henry MultiСharts » 28 Feb 2019

Hello darob,

Adding an extra data series may change the starting point of the calculations. Please check the first calculation bar in your Portfolio.
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