Chart plotted ok, but Portfolio results in all 0s

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2haerim
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Chart plotted ok, but Portfolio results in all 0s

Postby 2haerim » 25 Feb 2009

With the current settings of QM edit symbol(Min Move 5, Big Point value 500000), chart plotting is normal.

However, running backtesting/optimization by Portfolio tester results in all 0s.

Next, when I change the QM's symbol settings (Min Move 1, and Big Point Value to 1) suddenly generates some figures.

Once I can plot a chart with a symbol setting, I should be able to run Portfolio testing with the same setting.

MC V5 Beta3 shows the same problem.

Please check this abnormality.

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Andrew Kirillov
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Postby Andrew Kirillov » 16 Mar 2009

It is not correct to compare chart and portfolio, because portfolio backtesting has capital constrains. If you set correct big point value it will work. It is not a bug.

2haerim
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Postby 2haerim » 16 Mar 2009

If you set correct big point value it will work. It is not a bug.


Please tell me where to set the big point value(BPV).

If you are talking about setting BPV in QM, I know the portfolio tester would result in meaningful values. But the problem is that I have to change the QM symbol's setting everytime I run portfolio tester because I plot charts with different BPV setting.

What I want is that I want to use the single BPV setting (that is in QM's setting) to make both charts plotted ok and portfolio work ok.

Currently, I use BPV as 500000 to plot charts, but to make portfolio work, I have to change it to 1.

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Andrew Kirillov
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Postby Andrew Kirillov » 17 Mar 2009

Big point value couldn’t be different for charts and portfolio backtesting. It is clear that Big point value is a parameter that is specified by the exchange. So why do you need different bpvs?
As a cheat you can set very large capital in portfolio settings and it will work the way you want, but it is not a good idea.

2haerim
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Postby 2haerim » 17 Mar 2009

The BPV set by the exchange is 500000 for the symbol I tried to portfolio testing, but the portfolio tester gave all 0's. The only way to make the portfolio tester generate some non-zero figures is to change the BPV to 1 before running the portfolio tester.

For your reference, some people set BPV to 1 to get the performance results in terms of Points, and others set BPV to 500000 to get the performance results in terms of the currency(KRW).

If BPV is set to 1, the portfolio tester should give the results in terms of Points, and it it is set to 500000, the result should be in terms of KRW.

I would show the problem via QuickHelp.

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Andrew Kirillov
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Postby Andrew Kirillov » 18 Mar 2009

There is no need to show the issue on the helpdesk. It is clear.
You try to make things that will not work in MultiCharts.
The program uses an absolute value as a unit, not a point. So BPV must be in dollars or other currency.
Increase portfolio’s initial capital proportionally and it will work.


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