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Open Feature request MC-2141

Add Extended Backtest option in the Portfolio Signal's backtesting

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Currently the Signals in the Portfolio are available for backtesting only in "Classic Mode". There is no way to backtest a signal in the Portfolio, using both Ask and Bid data, because the "Extended Backtest" is not actually available in the Portfolio.

This is a serious lack in the reliability of the simulations of the strategies, especially if we are intraday short term spot Forex traders. Using only the Classic Backtest for such trading approaches, leads to erroneous performance results and conclusions, because the live trading is significantly much more closer to the Extended Backtest.

While the Classic Backtest is the only available in the Portfolio, we can't rely on it for such trading systems, because of the loss of reliability in the results. From this point of view, the implementation of the Portfolio with the Extended Backtest, would be really a great update and would motivate its use, for all those traders who have already chosen MultiCharts, as their platform because. of its Precise Backtesting features.

Comments (3)
user-offline.png  Stratman (Stratman)
Nov 23, 2016 - 18:57

Of course, this is a feature I have been asking for so many years, that I lost all hope of seeing it appear in a future release ....

user-offline.png  zfsamzfsam (zfsamzfsam)
Feb 07, 2017 - 07:26

Bar Magifier,IOG for Portfolio Trader.

user-offline.png  orad (orad)
Jun 05, 2019 - 01:54

Yes, this feature is missing. Portfolio Trader is supposed to do more detailed calculations and generate more accurate backtesting results and in this it should be at par or better than chart windows, not more limited.

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