Signal Comparison Chart vs Portfolio Backtester

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LRP
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Signal Comparison Chart vs Portfolio Backtester

Postby LRP » 18 Mar 2009

Please have a look at the Picture.
I do not understand why the last trade is different.
(Same symbol source, same system and settings)
Thank you for your advise.
LRP
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Andrew Kirillov
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Postby Andrew Kirillov » 18 Mar 2009

Your question is not clear.
1. Your screenshot indicates an open position that has been initiated in March. What do you expect to see?
2. I’m not sure I understand what is a role of portfolio Backtester in this issue? The screenshot you attached is an individual backtester, not a portfolio backtester.

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LRP
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Postby LRP » 18 Mar 2009

Your question is not clear.
1. Your screenshot indicates an open position that has been initiated in March. What do you expect to see?
2. I’m not sure I understand what is a role of portfolio Backtester in this issue? The screenshot you attached is an individual backtester, not a portfolio backtester.


Thank you for the quick response.
1. The last bar on the chart should be an ExitShort like the Backtester shows. Or vice versa just an open Short position at the backtester. I do not know what is the correct answer. I only asumed, that the signals should be the same.
2. Yes, it is the single result of one symbol from the portfolio, made by "Breakdown by Symbols" within the "Porfolio Performence Report"
Cordially,
LRP

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Andrew Kirillov
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Postby Andrew Kirillov » 19 Mar 2009

Dear LRP,
There is misunderstanding. There is no Short Exit on March, 17. Our strategy report shows open positions and update it each bar. You can see "open" status in the signal field that means that there is no signal that closed the existing position and it is still open.

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LRP
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Postby LRP » 19 Mar 2009

Dear LRP,
There is misunderstanding. There is no Short Exit on March, 17. Our strategy report shows open positions and update it each bar. You can see "open" status in the signal field that means that there is no signal that closed the existing position and it is still open.


Dear Andrew
Great, that is absolut correct what you say! :shock: Thank very much for clarification.
Kind regards,
LRP

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Andrew Kirillov
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Postby Andrew Kirillov » 20 Mar 2009

You're always welcome!


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