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Open Feature request MC-1332

Backtesting and trading in Portfolio with Renko charts

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Description

Portfolio backtester does not offer the possibility to backtest strategies with Renko charts

Steps to reproduce this issue

this feature does not exist

Comments (2)
#0
user-offline.png  trdrbl (trdrbl)
Jul 22, 2014 - 16:42

This is a very important feature, because diversified portfRenko bars are an excellent tool to remove the timing component and make decisions based on the price movement only. Creating a custom sampling algorithm that mimics the Renko behavior, while feasible, is very complex at the same time. The different timing scale that does not match the data resoulution is what makes hard to implement it without MC's native support.

#0
user-offline.png  JoeTrader (Guest)
Oct 21, 2014 - 15:39

The unique features of Renko bars to easily trigger calculations on both price movement and tick or time intervals are critical to my best performing trading strategies, but the inability of the Portfolio Backtester to utilize Renko bars to validate and optimize the strategies is a big gap in the product that I really hope can be addressed soon. Thanks for all of the great improvements in MC9!

History
Issue basics
  • Type of issue
    Feature request
  • Category
    Not determined
  • Targeted for
    MultiCharts 11.0 (RELEASED)
  • Status
    Released
User pain
  • Type of bug
    Not triaged
  • Likelihood
    Not triaged
  • Effect
    Not triaged
Affected by this issue (2)
People involved
Times and dates
  • Posted at
  • Last updated
Issue details
  • Resolution
    Not determined
  • Severity
    Normal
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Duplicate issues (0)
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