Chart Backtesting VS Portfolio Backtesting: Difference between revisions
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Chart Backtesting VS Portfolio Backtesting (view source)
Revision as of 13:22, 23 May 2019
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When backtesting one and the same strategy on a chart and in [['''Portfolio Trader''']] a user might encounter some discrepancies in the [[Using Performance Report|'''Strategy Performance Reports''']]. To achieve similar results in both applications one needs to verify the following: | When backtesting one and the same strategy on a chart and in [[Portfolio_Trader|'''Portfolio Trader''']] a user might encounter some discrepancies in the [[Using Performance Report|'''Strategy Performance Reports''']]. To achieve similar results in both applications one needs to verify the following: | ||
==Instrument settings== | ==Instrument settings== | ||
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The following strategy settings should also match: | The following strategy settings should also match: | ||
# on the | # on the '''Properties''' tab: | ||
#* [[Strategy_Properties#Setting_Costs.2FCapitalization|Commission Rule]]; | #* [[Strategy_Properties#Setting_Costs.2FCapitalization|Commission Rule]]; | ||
#* [[Strategy_Properties#Setting_Costs.2FCapitalization|Slippage]]; | #* [[Strategy_Properties#Setting_Costs.2FCapitalization|Slippage]]; |