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Chart Backtesting VS Portfolio Backtesting

273 bytes added, 13:51, 10 August 2023
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When backtesting one strategy that is the same on a chart MultiCharts and in [[Portfolio_Trader|Portfolio Trader]] a user may encounter serve different purposes, and backtesting on charts and in Portfolio is not supposed to match. Still there are some discrepancies in recommendations that can help bringing the [[Using Performance Report|Strategy Performance Reports]]. To achieve similar results backtesting on charts and in both applications one needs Portfolio as close to verify the following:each other as possible.
==Instrument settings==
#* [[Quote_Field|Quote Field]];
#* [[Sessions]];
#* [[Chart_Resolution#Build_Volume_On_Selector|Build volume on]] (if the strategy uses volumes in it’s its calculations);
#* [[Data_Range|Data Range]]* - should be specified as From…To and not Days/Bars Back;
#* [[Time_Zone|Time Zone]]*.
#* [[Realtime-History_Matching|Realtime-history matching]];
#* [[Bar Magnifier]] and [[Precise_Backtesting|Extended backtesting]] are unavailble for Portfolio, so on the chart it is required to disable these options.
 
With all these recommendations met the backtesting results of Portoflio and charts should coincide.
==Portfolio Trader specific settings==
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> <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 be set review the strategy’s code to 100%find the reason for the discrepancy. * An example of how to do that can be found [[Why_an_Order_Was_or_Was_Not_Executed|'''Initial Portfolio Capitalhere''' should be set to maximum which is $1 000 000 000]].</div>
[[Category:FAQ]]

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