Chart Backtesting VS Portfolio Backtesting

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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.