Backtest with Cumulative Delta

Questions about MultiCharts .NET and user contributed studies.
rien
Posts: 7
Joined: 25 Apr 2019

Backtest with Cumulative Delta

Postby rien » 04 Jun 2019

I would like to know if it is possible to backtest a strategy with cumulative delta as supportive data series.

I cannot find this option in the backtest as resolution but can i build this in the strategy somehow?

Thanks alot.

User avatar
Anna MultiCharts
Posts: 405
Joined: 14 Jul 2017
Has thanked: 28 times
Been thanked: 103 times

Re: Backtest with Cumulative Delta

Postby Anna MultiCharts » 06 Jun 2019

Hello, rien!

Yes, you can reference a cumulative delta data series in your strategy.
Cumulative delta is no longer a separate chart type, but it is an option for any other chart type. To enable it open the Format Instrument window -> Settings tab. In the lower part you’ll find “Show Delta”. Check this option and select Cumulative Delta for Delta type.
Attachments
Cumulative delta.png
Cumulative delta.png (31.61 KiB) Viewed 141 times

rien
Posts: 7
Joined: 25 Apr 2019

Re: Backtest with Cumulative Delta

Postby rien » 12 Jun 2019

Hello Anna,

This is not correct, in the Portfolio Backtest there is no such thing as the "Show Delta" as you suggested.

User avatar
Anna MultiCharts
Posts: 405
Joined: 14 Jul 2017
Has thanked: 28 times
Been thanked: 103 times

Re: Backtest with Cumulative Delta

Postby Anna MultiCharts » 13 Jun 2019

Rien,

You haven’t initially specified that this is for Portfolio Trader. You can use DataLoader or CustomInstrument functionality to load the cumulative delta values even if there's no such settings for the instruments in Portfolio.

rien
Posts: 7
Joined: 25 Apr 2019

Re: Backtest with Cumulative Delta

Postby rien » 17 Jun 2019

Thanks, i will check the DataLoader :)


Return to “MultiCharts .NET”