Chart Backtesting VS Portfolio Backtesting: Difference between revisions
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Chart Backtesting VS Portfolio Backtesting (view source)
Revision as of 14:10, 23 May 2019
, 23 May 2019→Strategy settings
Abeloglazova (talk | contribs) |
Abeloglazova (talk | contribs) |
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#* [[Limit_Order_Execution_Assumptions|Backtesting assumptions]]; | #* [[Limit_Order_Execution_Assumptions|Backtesting assumptions]]; | ||
#* [[Realtime-History_Matching|Realtime-history matching]]; | #* [[Realtime-History_Matching|Realtime-history matching]]; | ||
#* [[Bar Magnifier]] and [[Precise_Backtesting|Extended backtesting]] are | #* [[Bar Magnifier]] and [[Precise_Backtesting|Extended backtesting]] are unavailble for Portfolio, so on the charts it is required to disable them. | ||
With all these recommendations met the backtesting results of Portoflio and charts should coincide. | With all these recommendations met the backtesting results of Portoflio and charts should coincide. |