clarification about backtest with 2 data streams  [SOLVED]

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auato
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clarification about backtest with 2 data streams

Postby auato » 15 Dec 2018

Hi,

is it possible to backtest a strategy which runs with two data streams? I tried to look into this topic reading some threads but it is not clear at all for me. My code works with two data streams: once is with regular Japanese candles and used for the real trading, the second is the same with the same time resolution but based on Heikin Ashi candles and it is only used to trigger entries and exits. Precisely what do I add under "instruments" in Portfolio Trader? both the charts? (I mean the real trading chart and the Heikin Ashi chart)?

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Svetlana MultiCharts
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Re: clarification about backtest with 2 data streams  [SOLVED]

Postby Svetlana MultiCharts » 26 Dec 2018

Hello, auato,

In Portfolio, the trading instruments shall be inserted under Data1 column, informational symbols must be listed in the Data2 through Data10 columns, in the same row as the tradable symbol for which they are intended. Here is how to add symbols in the Instrument List table:
https://www.multicharts.com/trading-sof ... List_table:
Please note that in Heikin-Ashi chart type, the timestamp of bars corresponds to that of the regular chart type, while the Last price doesn’t match to regular charts. The Heikin-Ashi technique uses a modified formula describe in this article:
https://www.multicharts.com/trading-sof ... eikin-Ashi

auato
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Re: clarification about backtest with 2 data streams

Postby auato » 30 Dec 2018

Great! Thanks Svetlana. Happy new Year!


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