[FAQ] Portfolio Trader / Portfolio Backtester

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TJ
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[FAQ] Portfolio Trader / Portfolio Backtester

Postby TJ » 18 Aug 2014

1. Start with the Wiki:

Portfolio Trader Documentation:
https://www.multicharts.com/trading-sof ... lio_Trader

Portfolio Trader Strategy Examples:
https://www.multicharts.com/trading-sof ... y_Examples

Portfolio Money Management Keywords:
https://www.multicharts.com/trading-sof ... M_Keywords



Advanced Readings

Understanding Portfolio Backtesting
https://www.multicharts.com/trading-sof ... acktesting

Wiki Category:Portfolio Trading Topics
https://www.multicharts.com/trading-sof ... io_Trading

All Wiki Articles on Portfolio
https://www.multicharts.com/trading-sof ... olio&go=Go




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2. [FAQ] Portfolio Trader / Portfolio Backtesting

Postby TJ » 19 Aug 2014

To find for more information on Portfolio Trader and Portfolio Backtesting:

Search the support forum for all the past discussions on "Portfolio":
https://www.multicharts.com/discussion/s ... ulticharts

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3. [FAQ] Portfolio Trader / Portfolio Backtesting

Postby TJ » 21 Aug 2014

Updated Manuals

Portfolio Trader Manual: Wiki, PDF.
Portfolio Trader Strategy Examples: Wiki, PDF

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4. [FAQ] Portfolio Trader / Portfolio Backtesting

Postby TJ » 22 Aug 2014

Henry MultiСharts wrote:
Re: Global Variables.

There are new prebuilt reserved words that allow sharing information between the strategies similar to Global Variables.


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5. [FAQ] Portfolio Trader / Portfolio Backtesting

Postby TJ » 10 Jan 2015

Code Example

PRINT
viewtopic.php?f=1&t=46997

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6. [FAQ] Portfolio Trader / Portfolio Backtesting

Postby TJ » 03 Apr 2015

[FAQ] Results Difference for Backtest in Portfolio Backtester and MultiCharts

viewtopic.php?f=1&t=9794

viewtopic.php?f=1&t=49396

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7. [FAQ] Portfolio Trader / Portfolio Backtesting

Postby TJ » 25 Aug 2015

[FAQ] Multi-core/Multi-thread for Portfolio Backtester ?


https://www.multicharts.com/discussion/v ... =1&t=48843


Henry MultiСharts wrote:
There is no way to multithread these processes. Please study how Portfolio Calculation is done:



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8. [FAQ] Portfolio Trader / Portfolio Backtesting

Postby TJ » 24 Nov 2015

[FAQ] IOG and BarMagnifier

Henry MultiСharts wrote:
Portfolio Trader does not support IOG and BarMagnifier for trading signals.
IOG is supported and is always On for the money management signal only.

viewtopic.php?f=1&t=49134&p=118362#p118362


Henry MultiСharts wrote:
Portfolio trader does not support IOG and BarMagnifier for signals. IOG is supported for the money management signal only.

We understand the importance and demand of this functionality and we are considering adding it in the future. We cannot provide any ETA for it, as this is not a trivial functionality. It requires development of the new complex algorithms for synchronous multi data stream processing in backtesting and realtime on a portfolio level.

Your script should generate the same results in MultiCharts and Porfolio Backtester if the settings are the same.
You need to have 1 instrument in your portfolio for the results to match with the chart. 1 trading instrument (data 1). 
You need to have IOG and bar magnifier disabled for your strategy in MultiCharts. 

Extended backtesting is also not available in Portfolio backtester, therefore you need to disable it in MultiCharts

All instrument settings (resolution, quote field, data range ) should be the same in both applications. On the chart the Data Range should be specified as From_To and not Days/Bars Back. 
MultiCharts has no money management, therefore you need to configure the portfolio to have no money management limits for orders.      

In the Money Management Settings section Max % of Capital at Risk per Position should be 100%.  
In the Money Management Settings section Initial Portfolio Capital should be set to maximum  $1 000 000 000
https://www.multicharts.com/discussion/viewtopic.php?f=1&t=49318&view=unread#p119106


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