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.
Backtest with Cumulative Delta
- Anna MultiCharts
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Re: Backtest with Cumulative Delta
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.
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.
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Re: Backtest with Cumulative Delta
Hello Anna,
This is not correct, in the Portfolio Backtest there is no such thing as the "Show Delta" as you suggested.
This is not correct, in the Portfolio Backtest there is no such thing as the "Show Delta" as you suggested.
- Anna MultiCharts
- Posts: 560
- Joined: 14 Jul 2017
- Has thanked: 42 times
- Been thanked: 140 times
Re: Backtest with Cumulative Delta
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.
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.