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
Unexpected informational data series effect in Portfolio Trader [SOLVED]
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Henry MultiСharts
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Re: Unexpected informational data series effect in Portfolio Trader [SOLVED]
Hello darob,
Adding an extra data series may change the starting point of the calculations. Please check the first calculation bar in your Portfolio.
Adding an extra data series may change the starting point of the calculations. Please check the first calculation bar in your Portfolio.