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MultiCharts Project Management
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Open Feature request MC-1427

Portfolio Backtester - Multiple Improvements

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Description

1) Be able to add a list of symbols into the application from a csv, txt or xls file. Who would really want to add 500 symbols manually into the backtester ?
2) Ability to download data for all of them and export that into a csv, xls or text file.
3) Ability to add "aggregate" functions for all symbols (for example average all symbols on a daily bases, or comput the daily returns for each symbol and average that for all the portfolio). Such aggregate functions could include for example the sharpe ratio. Of course, the user should have the option to define their own formula.
4) Duration of a bar to be limited to the defined session length. Currently you have day, minute, tick data. You don't actually have SESSION data. Maybe you define your session to last for 4 hours and a half during the lunch break. Your bar should be only 4 hours and a half length.

Steps to reproduce this issue

FR

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Issue basics
  • Type of issue
    Feature request
  • Category
    Usability
  • Targeted for
    Not determined
  • Status
    Not Reviewed
User pain
  • Type of bug
    Not triaged
  • Likelihood
    Not triaged
  • Effect
    Not triaged
Affected by this issue (2)
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Issue details
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    Not determined
  • Severity
    Normal
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