Chart Backtesting VS Portfolio Backtesting

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Revision as of 09:56, 11 July 2019 by Abeloglazova (talk | contribs)
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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:

*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.

Portfolio Trader specific settings

The following settings are unavailable on charts, therefore they need to be configured so that they don’t influence Portfolio backtesting. In the Money Management Settings section:

  • Max % of Capital at Risk per Position should be set to 100%.
  • Initial Portfolio Capital should be set to maximum which is $1 000 000 000.