BackTesting Emulation data in Order and Position Tracker

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lavalampmj
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BackTesting Emulation data in Order and Position Tracker

Postby lavalampmj » 19 Nov 2013

It seems that back test simulation fill engine cannot integrated with the Order and Position Tracker Window. It would really helpful to be able to configure the backtest engine to drop stats into these interfaces.

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Henry MultiСharts
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Re: BackTesting Emulation data in Order and Position Tracker

Postby Henry MultiСharts » 20 Nov 2013

At the moment that is not possible.
There is a feature scheduled for MC 9.1: https://www.multicharts.com/pm/viewissu ... no=MC-1497
With the help of this feature that will be possible to get the collection of orders that were generated, cancelled, filled etc by the strategy in backtesting.

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JoshM
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Re: BackTesting Emulation data in Order and Position Tracker

Postby JoshM » 20 Nov 2013

It seems that back test simulation fill engine cannot integrated with the Order and Position Tracker Window. (...)
At the moment that is not possible.
There is a feature scheduled for MC 9.1: https://www.multicharts.com/pm/viewissu ... no=MC-1497
With the help of this feature that will be possible to get the collection of orders that were generated, cancelled, filled etc by the strategy in backtesting.
That's great, but hopefully in a new OPT tab (i.e. "Backtest orders") to prevent cluttering?

Will this new AT and BT engine also comes with code breaking changes?

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Henry MultiСharts
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Re: BackTesting Emulation data in Order and Position Tracker

Postby Henry MultiСharts » 21 Nov 2013

That's great, but hopefully in a new OPT tab (i.e. "Backtest orders") to prevent cluttering?
At the moment we are going to add access to it from the code only.
Will this new AT and BT engine also comes with code breaking changes?
It won't break the old code. There will be new reserved words for the new engine.


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