Chart Backtesting VS Portfolio Backtesting: Difference between revisions
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Chart Backtesting VS Portfolio Backtesting (view source)
Revision as of 16:33, 12 September 2022
, 12 September 2022→Instrument settings
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#* [[Quote_Field|Quote Field]]; | #* [[Quote_Field|Quote Field]]; | ||
#* [[Sessions]]; | #* [[Sessions]]; | ||
#* [[Chart_Resolution#Build_Volume_On_Selector|Build volume on]] (if the strategy uses volumes in | #* [[Chart_Resolution#Build_Volume_On_Selector|Build volume on]] (if the strategy uses volumes in its calculations); | ||
#* [[Data_Range|Data Range]]* - should be specified as From…To and not Days/Bars Back; | #* [[Data_Range|Data Range]]* - should be specified as From…To and not Days/Bars Back; | ||
#* [[Time_Zone|Time Zone]]*. | #* [[Time_Zone|Time Zone]]*. |