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 apart from confirming that all symbol’s, signals’ and strategy’s settings are identical in both cases it is required to meet the following requirements:

1. Portfolio should contain only 1 trading symbol (Data 1).
2. Intra-Bar Order Generation and Bar Magnifier have to be disabled on charts, because these modes are not available for Portfolio.
3. Extended backtesting is also not available in Portfolio Trader, therefore it is required to disable it in MultiCharts.
4. All instrument settings (Resolution, Quote Field, Data Range) should be the same in both applications. On the chart the Data Range should be specified as From…To and not Days/Bars Back.
5. MultiCharts has no money management, therefore it is necessary to configure the Portfolio so that it imposes no money management limits for orders:
   • In the Money Management Settings section Max % of Capital at Risk per Position should be 100%.
   • In the Money Management Settings section Initial Portfolio Capital should be set to maximum $1 000 000 000.
   • No Money Management signal should be used.
6. Maximum number of bars study will reference (Max Bars Back) setting should also coincide in both.