Portfolio Forward testing RESET and Lose previos decision  [SOLVED]

I have two license from MC .NET
I have work very hard in the last 3 years to develop strategy’s witch can be profitable. And I start to test them on live feed (Lamx) .. we change the data feed to Oanda .. same issue ..
Scenario = Weekend/ you need to stop and restart your server / PC for adjustment …load template ..MC .NET is losing previous decision (buy/sell /Close / ) on the most simple strategy
Issues I tested two different Strategy's one default (21 days data in history ) by MC. NET (RSI / SL / TP) the most simple and I let the strategy run for 1D... all ok... I have save the results then I restart the MC...Loading the same template and portfolio... results was different... is losing the previous decision... in this case the only option...is to execute the decision based on DB candle /close value / bar ( we don’t take any decision inside the bar ) for this 21 days data in history (necessary to calculate the entry).
I made the many test over other 14 days in two different computers different version from 9.0 to latest 9.1.12064... Results different... For me look is impossible to trust and trade... I have load all available data I have check (see pictures) witch / without. Download / check / un-check / close internet connections before restart.. Same issue always is starting from a different values.. I understand if this is just as one time but as many time we run the test.. we have the same errors = losing previous decision
What I believe:
After restart MC.. is mismatching the data inside data base ..

Do you know any way to solve this problem?
Thanks
Aurel Ispas

Hello Aurel,

Do you use From-To data range in your Portfolio Settings?
What is the resolution of the instruments in your portfolio?
Do you have QuoteManager open while you are running the Forward testing?
Are the instruments you are using in the Portfolio connected in the QuoteManager?
Why there are different settings for "Select fields you want to collect" option on your screenshots?

Thanks for fast reply


1.Do you use From-To data range in your Portfolio Settings? - Yes
2.What is the resolution of the instruments in your portfolio? - 1 hour regular chart (on close executions / no inside the bar)
3.Do you have QuoteManager open while you are running the Forward testing? - No
4.Are the instruments you are using in the Portfolio connected in the QuoteManager? - No
5.Why there are different settings for "Select fields you want to collect" option on your screenshots? - I made 2 tests, with different settings

*** We perform diferent test on diferent version of MC .. with same conditions diferent setings (colecting / or not all data )

Aurel Ispas

Hello Aurel,

If you have debugged your code and narrowed down the case to data difference then please be aware that most data vendors adjust historical data on their servers, that is why it can be different from the realtime stream. That is possible to have the bars formed in realtime saved to the database by disabling the "Download missing historical data" in MultiCharts -> Preferences-> Data Server Mode / Portfolio trader -> Data tab-> "Download data before backtesting" or using the "Collect RT data without plotting" feature of QuoteManager. To learn more regarding this functionality please refer to the following page:
https://www.multicharts.com/trading-sof ... s_Database

Hello .. i was expecting a different solutions ....we have perform all this test one by one ..on tick ,on minute ,on hour , on day charts candle .. before restart all are ok when we restart .. is possible that data is missing because MC don't update in real time ..and because of the last bar close conditions .. we never trade any test with DEMO data since 2 years .. all are live and real accounts .. what next ?
As you can see from result and first post .. we have performed a very simple test with just "scripts" made by MC SL / TP and entry made by MACD .. i am sure you understand that we are talking about portfolio forward testing ..

Before same time we have a long similar debate with MC specialists about conversion way in portfolio and after 4 months MC modify and was ok .. I am sure that this is a similar issue ..
I am waiting for a solution
Thanks
Aurel Ispas

Hello Aurel,

I was under impression that you have narrowed down the case to the realtime - historical data discrepancy. If you want us to study your case in details - please send us the following information to support@multicharts.com:
- Portfolio Trader workspace you are using;
- in QuoteManager select the symbols you are using, make a right click on the selection->Export data->Export instruments (with data). Send us the QMD export file for analysis;
- in PowerLanguage .NET editor->File->Export->export the studies you are using for replicating this behavior; send us the pln file;
- step by step instructions for replicating this behavior on our end.

If the file size is >10 mb please upload it to any file sharing hosting and send us the download link.

Hello Henry
I find where is the error .. example
time of STOP 11:30 ..MC is set by 1H ..and he is "printing" on report 12:00 .. ..and we the "way" you give (not to be check on forward "download data before Back-testing ) ..errors remain in report .. but the starting time of the trade is correct .. the think is that you have to "make " your changes as fast you can than .. is a problem ...but let say is ... not so big problem .. in any case if there will be more issue i will save all and send toy you
GRID TRADING


Now I am testing the direct "grid trading" {on demo account / with live data feed from real account} ..is like "martingale" and I want to see if is loosing the multiple orders open in the same pair..after stop and go..

Thanks
Aurel Ispas