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Open Feature request MC-787

Bar Magnifier and IOG for the Portfolio Backtesting and Trading

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It would be great if MC make the Bar Magnifier option for the portfolio backtest.
If you use the "setStop..." in your strategy so the BT will be more accurate with the BM option and it is a GREAT option.
But once you develop 2 or 3 strat and you want to put them alltogether, no way because the portfolio BT doesn't propose the BM option and the results can be dramatically different...
It's a pity because the portfolio bt is GREAT!
Thank you for your software again.

Steps to reproduce this issue

Take two or more backtest strat' with BM option, and put them in portfolio backtest tool;

Comments (17)
user-offline.png  txls (txls)
Feb 10, 2012 - 07:12

This would indeed be a welcome addition to Portfolio Backtester, especially since we'll be able to analyse much more data with MC x64.

user-offline.png  JoshM (Jura)
Aug 11, 2012 - 09:40

Any update on this issue MultiCharts?

user-offline.png  evdl (evdl)
Aug 13, 2012 - 10:10

If you have IOG = true in your strategy. You can backtest your strategy in main MC program. If you backtest IOG strategies with the portfolio backtester it will cause different outcome compared to the backtest in the main MC program. Because IOG and also barmagnifier is not supported in portfolio backtester. This makes the portfoliobacktester useless with IOG strategies (all my strategies are IOG with minute data) if you want to test an portfolio of symbols which you already backtested in the main MC program. Please make the portfolio backtester capable of using IOG/Bar magnifier otherwise I can not backtest a portfolio of symbols. Which is the purpose of the portfolio backtester. Thanks!

user-offline.png  MC_Prog (MC_Prog)
Oct 22, 2012 - 08:37

For many strategies (though not all) a test run without Bar Magnifier
and IOG is just flat-out wrong (incorrect both conceptually and in
comparison with the real world).
Reliability and correctness are the primary capabilities needed by successful real traders from a trading platform.
"checklist" features are useless to serious successful traders.  Any
feature, if not correct and reliable, is worse than useless, and the
program is better off without such.
I'm not saying the
whole PB is useless, because it is useful for the small subset of
strategies intended to be "at bar-closure only" strategies - but that's
it!   For all other strategies the PB is either useless (best case, if
the trader is saavy enough to ignore it), or actually harmful (for
anyone who naively assumes that the test results returned by the PB have
some actual relationship with reality).
This is the kind of fix which should be given an extremely high priority, over and above the constant addition of new "features" (which may or may not be reliably and correctly implemented themselves).

user-offline.png  EdL (EdL)
Mar 31, 2013 - 09:56

Without them the portfolio backtester is simply inaccurate!
Please add them ASAP.

user-offline.png  moses (moses)
May 04, 2013 - 03:35

Please, MC must give this issue priority.
The portfolio backtester is rendered useless without it, and as someone mentioned already, it can be very harmful to people not understanding its significance.

user-offline.png  t-rader (t-rader)
Jul 10, 2014 - 07:00

Imo and for my use portfolio backtester is useless without support for bar magnify, would appreciate this feature request.

user-offline.png  FastLane (Enalmada)
Jul 13, 2014 - 15:41

Not being able to do accurate portfolio backtesting with stops and targets has been a big dissapointment. I know that this feature has been put off for many years because "it is difficult to implement" but please Multicharts, your customers deserve bar magnify in portfolio backtesting.

user-offline.png  FastLane (Enalmada)
Jul 13, 2014 - 15:46

+1. Portfolio bt would go from almost useless to amazing with bar magnifier. I would not recommend Multicharts until this essential feature is resolved. Without it, results using stops and targets are just fantasy.

user-offline.png  mrticks (mrticks)
Oct 16, 2014 - 05:04

+1. Both bar magnifier and IOG would be great to have in the portfolio trader, not only for backtesting but also for live trading. It would be a very welcome and beneficial addition to the MC suite, until then I will stick with backtesting and running strats in the main MC chart window.

user-offline.png  jimpe (jimpe606)
Feb 10, 2016 - 18:58

Really need Bar Magnifier and IOG in portfolio trader and for back test. It is key functionality.

user-offline.png  sersansistemas (sersansistemas)
Apr 06, 2017 - 04:01

I think it is unfortunate that bar magnifier has not yet been implemented for portfolio backtesting.
This should be a priority!

user-offline.png  Nick (nfisher11)
Apr 18, 2017 - 17:25

While a tick-by-tick portfolio live trader would be very cool, I personally would appreciate just the ability just to backtest ideas using Intrabar Order Generation enabled--even if the initial release does not include the ability to have Bar Magnification enabled as well. That would be very useful for me personally, and I (would guess, since I didn't write any of the platform) think that would be much more manageable to include (i.e. probably wouldn't require a complete overhaul of the logic in the background). It would make testing ideas over multiple symbols and mashing the results together easier than, say, testing a ton individually and tallying up the results.

Appreciate you guys!

user-offline.png  Will (wilkinsw)
Aug 08, 2017 - 12:50

Any updates. Keep getting to this bottleneck in my research process. It's desperately needed.

user-offline.png  sersansistemas (sersansistemas)
icon_reply.pngJul 18, 04:32, in reply to comment #3


'''Will wrote:'''

Any updates. Keep getting to this bottleneck in my research process. It's
desperately needed.

user-offline.png  Will (wilkinsw)
Feb 27, 2019 - 11:39

How about improving PT with the obvious and much needed feature requests (BM,IOG,Symbol commission rules) and create a new premium version of PT??

Whatever it takes, I'm sure users would be willing.

user-offline.png  sersansistemas (sersansistemas)
Sep 23, 2019 - 06:33

Any updates about that?

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