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Open Feature request MC-1455

MC Portfolio Backtester 'real-time history matching'

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Description

Andrew Shuvlenov wrote:
Hello Andrei,
 
Our engineers have studied the case and the reason of the issue is that though the sessions are identical, the actual close of daily bars of the 2 instruments are different. Last tick of data series 1 is at 15:00, while the last tick of data series 2 is at 23:59:'¦ The thing is that when the script is calculated at close of data 1 it cannot access the close of data 2 because technically it is not available according timestamp. The solution would be to make such session template, so the data series1 and data series 2 last tick time match or data 1 last tick time is after data 2 last tick time. In regular MultiCharts there a feature called 'real-time history matching', this would help you, but unfortunately it is not available in Portfolio Backtester at the moment.
 
Best Regards,
Andrew Shuvlenov
Customer Care Specialist
1-888-340-6572
Ashuvlenov@multicharts.com

Steps to reproduce this issue

FR

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Issue basics
  • Type of issue
    Feature request
  • Category
    Usability
  • Targeted for
    MultiCharts 9.0 (RELEASED)
  • Status
    Released
User pain
  • Type of bug
    Not triaged
  • Likelihood
    Not triaged
  • Effect
    Not triaged
Affected by this issue (2)
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  • Last updated
Issue details
  • Resolution
    Not determined
  • Severity
    Normal
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