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Open Bug report MC-2044

Loading symbols into Data2 generates different results even though Data2 not referenced in the strategy code

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Description

I don't know if there is a bug (and if so, if it is known), or there is a setting I am missing. I am running a strategy in Portfolio Trader. Daily Bars, Australian stocks. It works how I want it to.I want to reference the Australian index, so I have added that symbol (.AXJO) to Data2 and coded accordingly in my strategy. HOWEVER, here is the problem: When I load the index symbol into Data2 but DO NOT reference Data2 in the strategy code, it yields drastically different results to when there is NO Data2 symbols and still no reference to Data2 in the code. So I tried a different random symbol in Data2, still with no reference to Data2 in the code. And again, completely different results. I have engaged ABC Trading, and he believes there is a bug. Or a setting he is unaware of. Their guess is that because a symbol is placed in Data2, (even though Data2 is not referenced in the code) means that because of the maxbarsback setting (currently set to 200), it is running on different data and thus yields different results.

Steps to reproduce this issue

Load all Australian Stocks. Daily bars.
Select random entry and random exit.
Backtest 500bars back with maxbars back 200 days.
Then load a symbol into Data2 for all symbols in Data1.
Run the test again.

Comments (1)
#1
user-offline.png  Alex MultiCharts (Alex MultiCharts)
Apr 17, 2017 - 09:15
We have tested it on our end and it was not reproduced.
Please send us the Workspace, where the issue is reproduced, export data in .qmd file and the strategy, that can be used to reproduce the issue to support@multicharts.com
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