Changes in portfolio backtester?

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evdl
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Changes in portfolio backtester?

Postby evdl » 07 May 2012

If I am not mistaken there are some changes in the portfolio performance report. In the trade analysis there are only the "List of Trades" and the "Total Trade Analysis". There used to be the same info like "drawdown P/L" and much more, as there still is in the strategy performance report from the "view" tab when using the chart.

And if you export the portfolio performance report to excel, the settings of your own input values are not in the excel file. If you check the excel sheet at an later moment, you don't remember the settings of your inputs and you must figure out what settings you used.

The strategy performance report from the chart has not changed, but can't be used for backtesting if your are trading on the chart.

Was this intentionally to leave info out of the portfolio performance report, and if so, is it possible to change this back to the original state?

Oh, I use MC 8.0 beta 3.

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Henry MultiСharts
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Re: Changes in portfolio backtester?

Postby Henry MultiСharts » 07 May 2012

Hello Evdl,

No changes were applied to the Portfolio Performance Report. Portfolio Performance Report and Strategy performance report of MultiCharts always contained slightly different parameters.

Please vote for this feature request if you want the settings of your own input values to be exported into the excel file.

evdl
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Re: Changes in portfolio backtester?

Postby evdl » 08 May 2012

Thanks Henry for the explanation. My mistake. In the portfolio performance report, you can click on breakdown by symbols and then click overview. You then see the symbol(s) you are backtesting. Click on the symbol and you get the strategy performance report. With all the info I thought was missing. But obviously it is not missing. That's why I thought I saw the info earlier in the porfolio performance report. Solved and no need for additional feature request! ;)


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