Buy and Hold Returns

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TraderWalrus
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Buy and Hold Returns

Postby TraderWalrus » 23 Feb 2017

Normally the chart of the instrument looks identical to the Buy & Hold returns as they are displayed in the Strategy Performance Report.

I found out this is not the case with AUDCAD. There is a very big difference between the chart of this pair and the Buy and Hold returns.

I started a new simple strategy to test it. The only code in the strategy is:

Code: Select all

if marketposition(0) = 0 then
buy next bar at market;
This should simulate buy and hold.

I attach Chart, Equity Curve (those two look the same, as expected), Buy & Hold Return (looks significantly skewed downward for some reason) and settings.
Attachments
SETT.png
(18.98 KiB) Downloaded 476 times
EQ.png
(227.88 KiB) Downloaded 476 times
CHART.png
(69.09 KiB) Downloaded 476 times
BH.png
(179.32 KiB) Downloaded 476 times
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Angelina MultiСharts
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Re: Buy and Hold Returns

Postby Angelina MultiСharts » 23 Feb 2017

Hello TraderWalrus,

We haven't been able to reproduce this issue on our end. Please send us your workspace to support@multicharts.com.
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