Chart Backtesting VS Portfolio Backtesting: Difference between revisions
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Chart Backtesting VS Portfolio Backtesting (view source)
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MultiCharts and [[Portfolio_Trader|Portfolio Trader]] serve | MultiCharts and [[Portfolio_Trader|Portfolio Trader]] serve different purposes, and backtesting on charts and in Portfolio is not supposed to match. Still there are some recommendations that can help bringing the backtesting on charts and in Portfolio as close to each other as possible. | ||
==Instrument settings== | ==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]]*. | ||
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The following settings are unavailable on charts, therefore they need to be configured so that they don’t influence Portfolio backtesting. In the [[Portfolio_Settings|'''Money Management Settings''']] section: | The following settings are unavailable on charts, therefore they need to be configured so that they don’t influence Portfolio backtesting. In the [[Portfolio_Settings|'''Money Management Settings''']] section: | ||
* | * Exposure = 100% | ||
* | * Max % of Capital at Risk per Position = 100% | ||
* Margin value = 0 | |||
* Max Potential Loss = 0 | |||
<br> | <br> | ||
<div style="background-color: #ff9999;"> '''NOTE:''' Even with all of these recommendations implemented there’s a possibility that the | <div style="background-color: #ff9999;"> '''NOTE:''' Even with all of these recommendations implemented there’s a possibility that the backtesting results in both applications will not match. This is related to the code’s specific and one should review the strategy’s code to find the reason for the discrepancy. An example of how to do that can be found [[Why_an_Order_Was_or_Was_Not_Executed|'''here''']]. </div> | ||
[[Category:FAQ]] | [[Category:FAQ]] |