Unexpected informational data series effect in Portfolio Trader  [SOLVED]

Questions about MultiCharts .NET and user contributed studies.
darob
Posts: 178
Joined: 20 Nov 2014
Has thanked: 48 times
Been thanked: 24 times

Unexpected informational data series effect in Portfolio Trader

Postby darob » 25 Feb 2019

Hi, I’ve found that introducing a 2nd data series (in this case 60 min SPY) to Portfolio Trader affects backtesting even when the data series isn’t referenced in the code. There's no MMS being used. Also toggling Realtime-History Matching on/off makes no difference.

What would account for this?

Many thanks
Screen Shot 2019-02-25 at 3.05.53 PM.png
Screen Shot 2019-02-25 at 3.05.53 PM.png (52.46 KiB) Viewed 285 times
Screen Shot 2019-02-25 at 3.07.26 PM.png
Screen Shot 2019-02-25 at 3.07.26 PM.png (54.76 KiB) Viewed 285 times

User avatar
Henry MultiСharts
Posts: 9093
Joined: 25 Aug 2011
Has thanked: 1258 times
Been thanked: 2923 times

Re: Unexpected informational data series effect in Portfolio Trader  [SOLVED]

Postby Henry MultiСharts » 28 Feb 2019

Hello darob,

Adding an extra data series may change the starting point of the calculations. Please check the first calculation bar in your Portfolio.


Return to “MultiCharts .NET”