Bug Report: Portolio Backtester

Questions about MultiCharts and user contributed studies.
Posts: 17
Joined: 31 Mar 2008

Bug Report: Portolio Backtester

Postby elaskaris » 12 Jun 2008

I'm really liking the portfolio backtester, but I discovered a bug the developers should know about.

The backtester allows you to set a "Max Percent of Capital at Risk per Position" which is essentially not functioning, because regardless of what % you set the backtester will buy positions greater than your max capital will allow.

You have $100,000 and you set the "Max % of Capital per position to 25%" and "Max Exposure %" to 100%. This means you could hypothetically put on 4 positions consisting of $25,000 each.

The backtester WILL buy positions consisting of 25% of your capital, but it will buy many more than 4 positions. In one case, the backtester went long 12 positions simultaneously for a total of 300% capital exposure.

My strategy doesn't use margin, so this obviously skews my backtesting results.


User avatar
Marina Pashkova
Posts: 2758
Joined: 27 Jul 2007

Postby Marina Pashkova » 19 Jun 2008

Hi elaskaris,

It would be best if you could contact us via LiveChat at http://messenger.providesupport.com/mes ... pport.html to demonstrate the situation on-line. We would have a look at the specific example you're talking about and see if there really is a bug or if there are some factors in the behavior that might have been overlooked.

Thank you for your assistance!


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