portfolio backtesting - comments

Questions about MultiCharts and user contributed studies.
ts2mc
Posts: 122
Joined: 12 Jan 2009
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portfolio backtesting - comments

Postby ts2mc » 12 Jul 2009

hello,
it seems, that portfolio backtesting does not allow to apply
different signals or same signal with different parameter values
to different symbols.
it seems, that portfolio backtesting simply applies 1 or all signals
to all symbols each with same parameters.
this is not very useful.
for instance, if you want to create a hedge strategy you need a method
to define the hedge-symbol. currently this is not possible as you would
apply the same hedge symbol (as parameter) to each symbol in
portfolio.

optimization:
when portfolio is optimized, you need to close all charts and quotemanager ? why that ?

please correct me, if i am wrong.

User avatar
Marina Pashkova
Posts: 2758
Joined: 27 Jul 2007

Re: portfolio backtesting - comments

Postby Marina Pashkova » 23 Jul 2009

hello,
it seems, that portfolio backtesting does not allow to apply
different signals or same signal with different parameter values
to different symbols.
it seems, that portfolio backtesting simply applies 1 or all signals
to all symbols each with same parameters.
this is not very useful.
for instance, if you want to create a hedge strategy you need a method
to define the hedge-symbol. currently this is not possible as you would
apply the same hedge symbol (as parameter) to each symbol in
portfolio.
We don't understand what it is you are describing. Can you please post a strategy to illustrate the case?
optimization:
when portfolio is optimized, you need to close all charts and quotemanager ? why that ?

please correct me, if i am wrong.
You don't need to close anything when a portfolio is optimized.

Dug
Posts: 31
Joined: 26 Aug 2009
Location: London

Postby Dug » 28 Aug 2009

Just as a side note.... I had the same issue, and occasionally receive a message saying that i need to close the chart or power language editor down.
I do so and then it all works.... I have no idea of the sequence of events that leads to this.
But generally it allows me with no problems. I initially thought it was just part of the way the system works.
Either way its not an issue.


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