sync portfolio trader backtesting with auto order execution  [SOLVED]

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darob
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sync portfolio trader backtesting with auto order execution

Postby darob » 04 Aug 2016

Hi, I'm trading shares as a percentage of equity and in backtesting Portfolio Trader is reporting more shares traded than actually occurs. I have the initial portfolio capital set lower than what is available (if it were higher I'd assume that was the problem). No errors are being reported ie I'm not getting feedback from the broker that the shares requested exceed what's available or anything.

It's more than a few off, about 50%.

How do I get this to sync?

Many thanks

darob
Posts: 207
Joined: 20 Nov 2014
Has thanked: 57 times
Been thanked: 33 times

Re: sync portfolio trader backtesting with auto order execut  [SOLVED]

Postby darob » 05 Aug 2016

I'll take a stab at answering my own question. The backtest starts at the initial capital setting and with an effective strategy that increases over the backtest (duh). So of course the shares purchased goes up. I was still thinking in terms of a fixed share buy. Slowly getting there.. :)


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