Changes

Jump to navigation Jump to search

Chart Backtesting VS Portfolio Backtesting

163 bytes added, 16:47, 23 May 2019
no edit summary
When backtesting one and strategy that is the same strategy on a chart and in [['''Portfolio_Trader|Portfolio Trader''']] a user might may encounter some discrepancies in the [[Using Performance Report|'''Strategy Performance Reports''']]. To achieve similar results in both applications one needs to verify the following:
==Instrument settings==
<br><div style="background-color: #E3FBE5;">'''Important:''' Portfolio workspace should contain only 1 symbol in the [[Data_Numbers|'''Data 1''']] column!</div>
# [[Changing_Symbols|One and the same Only one symbol]] from one and the same [[:Category:Built-in_Data_Sources|data source]] should must be chosen used and they must be identical in both the MultiCharts Chart and the PortfolioTrader;
# The following parameters should be set identically:
#* Chart type - regular or [[:category:Non-Standard_Chart_Types|non-standard]];
The following strategy settings should also match:
# on the [[Strategy_Properties|'''Properties''']] tab:
#* [[Strategy_Properties#Setting_Costs.2FCapitalization|Commission Rule]];
#* [[Strategy_Properties#Setting_Costs.2FCapitalization|Slippage]];
# on the '''Backtesting''' tab:
#* [[Limit_Order_Execution_Assumptions|Backtesting assumptions]];
#* [[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.

Navigation menu