Chart Backtesting VS Portfolio Backtesting: Difference between revisions
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Chart Backtesting VS Portfolio Backtesting (view source)
Revision as of 16:25, 9 May 2019
, 9 May 2019no edit summary
Abeloglazova (talk | contribs) (Created page with "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 Performa...") |
Abeloglazova (talk | contribs) No edit summary |
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# Portfolio should contain only 1 trading symbol (Data 1). | # Portfolio should contain only 1 trading symbol (Data 1). | ||
# [[Signal_Settings#Intra-Bar_Order_Generation|Intra-Bar Order Generation]] and [[Bar Magnifier]] have to be disabled on charts, because these modes are not available for Portfolio. | # [[Signal_Settings#Intra-Bar_Order_Generation|Intra-Bar Order Generation]] and [[Bar Magnifier]] have to be disabled on charts, because these modes are not available for Portfolio. | ||
# [[Extended backtesting | # [[Precise Backtesting|Extended backtesting]] is also not available in Portfolio Trader, therefore it is required to disable it in MultiCharts. | ||
# All instrument settings ([[ | # All instrument settings ([[Chart_Resolution|Resolution]], [[Quote Field]], [[Data Range]]) should be the same in both applications. On the chart the Data Range should be specified as From…To and not Days/Bars Back. | ||
# MultiCharts has no money management, therefore it is necessary to configure the Portfolio so that it imposes no money management limits for orders: | # MultiCharts has no money management, therefore it is necessary to configure the Portfolio so that it imposes no money management limits for orders: | ||
#* In the [[Money Management Settings | #* In the [[Portfolio_Settings|Money Management Settings]] section Max % of Capital at Risk per Position should be 100%. | ||
#* In the [[Money Management Settings | #* In the [[Portfolio_Settings|Money Management Settings]] section Initial Portfolio Capital should be set to maximum $1 000 000 000. | ||
#* No [[Portfolio_Trader#Understanding_Portfolio_Money_Management_Signals|Money Management signal]] should be used. | #* No [[Portfolio_Trader#Understanding_Portfolio_Money_Management_Signals|Money Management signal]] should be used. | ||
# [[Strategy_Properties#Setting_Maximum_Bars_Back|Maximum number of bars study will reference (Max Bars Back)]] setting should also coincide in both. | # [[Strategy_Properties#Setting_Maximum_Bars_Back|Maximum number of bars study will reference (Max Bars Back)]] setting should also coincide in both. |