Difference between revisions of "Chart Backtesting VS Portfolio Backtesting"

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#* [[Limit_Order_Execution_Assumptions|Backtesting assumptions]];
 
#* [[Limit_Order_Execution_Assumptions|Backtesting assumptions]];
 
#* [[Realtime-History_Matching|Realtime-history matching]];
 
#* [[Realtime-History_Matching|Realtime-history matching]];
#* [[Bar Magnifier]] and [[Precise_Backtesting|Extended backtesting]] are also unavailble for Portfolio, so on the charts it is required to disable them.
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#* [[Bar Magnifier]] and [[Precise_Backtesting|Extended backtesting]] are unavailble for Portfolio, so on the charts it is required to disable them.
  
 
With all these recommendations met the  backtesting results of Portoflio and charts should coincide.
 
With all these recommendations met the  backtesting results of Portoflio and charts should coincide.

Revision as of 14:10, 23 May 2019

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:

*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:
  2. on the Backtesting tab:

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