Last day not included in Strategy Performance Report?

Questions about MultiCharts and user contributed studies.
konrad7
Posts: 3
Joined: 02 Aug 2010

Last day not included in Strategy Performance Report?

Postby konrad7 » 19 Mar 2011

I run my strategies on daily bars, and have noticed that the Strategy Performance Report never includes the last day bar. When I go to Daily Period Analysis to see the day-by-day performance of the strategy, it always stops at the day before the last day.

This happens with every strategy and instrument I've tried, and with both MultiCharts and the Portfolio Backtester. Is this a bug or is there some setting I need to change? I'd really like to be able to see a strategy's performance for the most recent day.

konrad7
Posts: 3
Joined: 02 Aug 2010

Re: Last day not included in Strategy Performance Report?

Postby konrad7 » 23 Mar 2011

After further studying this issue, it seems that MultiCharts is combining the last day of the chart and the day before the last day and reporting them both together in the Strategy Performance Report under the day before the last day. So if I have a chart with daily bars through today, 3/22/11, the Daily Period Analysis of the Strategy Performance Report will show the gains/losses for 3/21/11 and 3/22/11 combined as the gain/loss for 3/21/11. And there will be no entry for 3/22/11.

This seems like a bug to me. Has anyone else noticed this?

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Dave Masalov
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Re: Last day not included in Strategy Performance Report?

Postby Dave Masalov » 29 Mar 2011

Dear konrad7,

The issue has been confirmed. It will be fixed in MC7 Beta.


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