Hi Guys,
I've got the MC Portfolio Backtester program up and want to run a backtest on Renko bars but it doesn't give me the option to customise the data to read it as a Renko bar.
Please can you let me know how I can achieve this?
Thanks,
Z
Renko Backtesting
- Andrew MultiCharts
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Re: Renko Backtesting
Hello Zhorny,
Unfortunately it is not possible to use non-standard chart types in Portfolio Backtester. However, you can do this in MultiCharts itself. For this you will need to plot a renko chart of the desired symbol, apply your strategy to it and right after you do this, it will be backtested. You can find more information here.
Unfortunately it is not possible to use non-standard chart types in Portfolio Backtester. However, you can do this in MultiCharts itself. For this you will need to plot a renko chart of the desired symbol, apply your strategy to it and right after you do this, it will be backtested. You can find more information here.
- Smoky
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Re: Renko Backtesting
+1Any chance that this will become available? I'd love to test my renko strats along with my regular data based strats alongside each other in the MC portfolio.
But i think that as the backtest don't use the ticks/ticks databases all irregular bars will not be ok on backtest. The only way to have a realy true accurate backtest is to replay the stategy in tick/tick even with limit orders !
note that irregular bars (Renko) are only irregular for MC
- Andrew MultiCharts
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Re: Renko Backtesting
It is not yet scheduled for any particular version of MultiCharts. Please vote for the respective feature request.
Re: Renko Backtesting
Checking in with this topic. Any talk among the developers about this?
It would be great to have the ability within the portfolio back-tester/trader to access strategies based on unique bar types.
It would be great to have the ability within the portfolio back-tester/trader to access strategies based on unique bar types.
- Andrew MultiCharts
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Re: Renko Backtesting
MAtricks, thank you for checking back on this. As soon as there is any news on this one, the feature request in PM will be updated.