Chart Backtesting VS Portfolio Backtesting

When backtesting one strategy that is the same on a chart and in Portfolio Trader a user may 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. Only one symbol from one data source must be used and they must be identical in both the MultiCharts Chart and the Portfolio Trader;
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;
   • Bar Magnifier and 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.