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Chart Backtesting VS Portfolio Backtesting

No change in size, 16:25, 9 May 2019
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# Portfolio should contain only 1 trading symbol (Data 1).
# [[Signal_Settings#Intra-Bar_Order_Generation|Intra-Bar Order Generation]] and [[Bar Magnifier]] have to be disabled on charts, because these modes are not available for Portfolio.
# [[Precise Backtesting|Extended backtesting|Precise Backtesting]] is also not available in Portfolio Trader, therefore it is required to disable it in MultiCharts.# All instrument settings ([[resolutionChart_Resolution|Chart_ResolutionResolution]], [[quote fieldQuote Field]], [[data rangeData 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.
# 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 [[Portfolio_Settings|Money Management Settings|Portfolio_Settings]] section Max % of Capital at Risk per Position should be 100%. #* In the [[Portfolio_Settings|Money Management Settings|Portfolio_Settings]] section Initial Portfolio Capital should be set to maximum $1 000 000 000.
#* No [[Portfolio_Trader#Understanding_Portfolio_Money_Management_Signals|Money Management signal]] should be used.
# [[Strategy_Properties#Setting_Maximum_Bars_Back|Maximum number of bars study will reference (Max Bars Back)]] setting should also coincide in both.

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