Portfolio_StrategyDrawdown works randomly, i.e. it works fine in 90+% of Portfolio Trader Backtesting runs, yet sometimes it doesn't give same results.
I run a 40-stock Portfolio from Jan 1st 2013 to date and it's initial ZERO-value starts reporting values from April 2013 in most/correct cases, but randomly it starts at later dates...
Anybody experiencing same random behaviour?
Thanks
Nick
Portfolio_StrategyDrawdown
- Svetlana MultiCharts
- Posts: 645
- Joined: 19 Oct 2017
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Re: Portfolio_StrategyDrawdown
Hello Nicola,
Please send us the following files so that we would be able to investigate the issue:
1. The portfolio workspace where the issue is reproduced.
2. Export of used symbols (with data) from QuoteManager in .qmd archive: http://www.multicharts.com/trading-soft ... rting_Data
3. The exported scripts with all dependent functions that are used on the workspace: http://www.multicharts.com/trading-soft ... ng_Studies
4. The screenshots demonstrating the issue.
5. Step-by-step instruction how to reproduce the issue.
Please specify from which moment you get incorrect PortfolioStartegyDrowdown values and why you find them incorrect.
Please send us the following files so that we would be able to investigate the issue:
1. The portfolio workspace where the issue is reproduced.
2. Export of used symbols (with data) from QuoteManager in .qmd archive: http://www.multicharts.com/trading-soft ... rting_Data
3. The exported scripts with all dependent functions that are used on the workspace: http://www.multicharts.com/trading-soft ... ng_Studies
4. The screenshots demonstrating the issue.
5. Step-by-step instruction how to reproduce the issue.
Please specify from which moment you get incorrect PortfolioStartegyDrowdown values and why you find them incorrect.
Re: Portfolio_StrategyDrawdown
Dear Svetlana, as per emails already reporting very detailed cases, the issue is very random and , when it occurs, it starts the correct Portfolio_StrategyDrawdown assessment at different dates.
Therefore, the only chance I see is to share on TeamViewer some 10 quick cases so to (likely...) reproduce one or two cases and understand how to better investigate it.
Whenever you are ready...
Thanks!
Nicola
Therefore, the only chance I see is to share on TeamViewer some 10 quick cases so to (likely...) reproduce one or two cases and understand how to better investigate it.
Whenever you are ready...
Thanks!
Nicola