Chart Backtesting VS Portfolio Backtesting

When backtesting one and the same strategy on a chart and in Portfolio Trader a user might encounter some discrepancies in the Strategy Performance Reports. To achieve similar results in both applications one needs to verify the following:

Instrument settings

Important: Portfolio workspace should contain only 1 symbol in the Data 1 column!

1. One and the same symbol from one and the same data source should be chosen in both MultiCharts and Portfolio;
2. The following parameters should be set identically:
   • Chart type - regular or non-standard;
   • Resolution;
   • Quote Field;
   • Sessions;
   • Build volume on (if the strategy uses volumes in it’s calculations);
   • Data Range* - should be specified as From…To and not Days/Bars Back;
   • Time Zone*.

*Data Range and Time Zone for Portofio are specified in the common Data settings.

Signal settings

1. Signals’ inputs on the chart should match those in Portfolio precisely;
2. Intra-Bar Order Generation has to be disabled on charts, because this mode is not available in Portfolio.

Strategy settings

The following strategy settings should also match:

1. on the Properties tab:
   • Commission Rule;
   • Slippage;
   • Init Capital (for Portfoio this parameter is specified in the common Portfolio Settings);
   • Maximum number of bars study will reference;
   • Position limits;
   • Trade size;
2. on the Backtesting tab:
   • Backtesting assumptions;
   • Realtime-history matching.

With all these recommendations met the backtesting results of Portoflio and charts should coincide.