Backtesting Assumptions in Portfolio Backtester: Fill limit  [SOLVED]

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kingmins
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Backtesting Assumptions in Portfolio Backtester: Fill limit

Postby kingmins » 22 May 2013

This can be done in Charts. Would like to be able to do this in Portfolio Backtester

This is really a big priority for me, i trade with 'limit' orders on a basket of stocks, now without price trading through my limit order in backtesting there is no way i can get a accurate backtest.
Portfolio backtester logic is to fill all limit orders when touched, this is very harmful to any strategy and the odds of replicating backtesting performance 'live' will be close to impossible.

Is there any way i can code my strategies to still perform an accurate backtest without this feature in portfolio backtester - the only other alternative would be to test each stock individually on chart and create excel spreadsheet, this will be very time consuming. I don't want to use market orders - i just want accurate backtesting results. Any help will be greatly appreciated.

If you are using 'limit' orders in your strategies and testing on portfolio backtester be warned that this is not an accurate prediction on how your strat will perform, in you are working intra-day strats then odds are the strat will perform far worse than ever expected.

Please vote for this feature:
https://www.multicharts.com/pm/viewissu ... no=MC-1236
This feature is a must, can't believe this only has 1 vote!

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Henry MultiСharts
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Re: Backtesting Assumptions in Portfolio Backtester: Fill li  [SOLVED]

Postby Henry MultiСharts » 23 May 2013

kingmins, thank you for your suggestions.

We are going to add this functionality in one of the future versions of MultiCharts. Please follow the corresponding feature request to get the latest updates.


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