Portfolio backtester

Questions about MultiCharts and user contributed studies.
glam_100
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Portfolio backtester

Postby glam_100 » 14 Oct 2008

I read somewhere on the forum that the portfolio backtester is designed for equity back testing and doesn't satsifactorily on futures.

Is that still the case now with Beta 4?

Tresor
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Re: Portfolio backtester

Postby Tresor » 14 Oct 2008

I read somewhere on the forum that the portfolio backtester is designed for equity back testing and doesn't satsifactorily on futures.

Is that still the case now with Beta 4?


Hi glam_100,

A few issues were improved in the new beta and a few issues were added. But it still is not capable of backtesting futures. The last major thing to be fixed is margin calculation. Marina promised somewhere in the forum to get it right in one of the coming betas.

Regards

glam_100
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Postby glam_100 » 14 Oct 2008

Hi Tresor,

Thanks for the reply. Let's get our fingers crossed...

It's a much needed feature where TS wouldn't add for over a decade...

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Marina Pashkova
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Postby Marina Pashkova » 15 Oct 2008

Hi guys,

In 5.0 beta 1 which will be released a couple of weeks after the 4.0 official release will factor in margins in calculations.

Apart from that, the 5.0 beta 1 will have symbol by symbol breakdown in Portfolio Backtesting.

Regards.

glam_100
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Postby glam_100 » 15 Oct 2008

You guys are really moving forward... Looking forward to beta 5


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