Chart Backtesting VS Portfolio Backtesting: Difference between revisions
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Chart Backtesting VS Portfolio Backtesting (view source)
Revision as of 10:23, 11 July 2019
, 11 July 2019→Portfolio Trader specific settings
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MultiCharts and [[Portfolio_Trader|Portfolio Trader]] serve for different purposes and backtesting on charts and in Portfolio is not supposed to match. Still there some recommendations that can help bringing the backtesting on charts and in Portfolio as close to each other as possible. | |||
==Instrument settings== | ==Instrument settings== | ||
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<br><div style="background-color: #E3FBE5;">'''Important:''' Portfolio workspace should contain only 1 symbol in the [[Data_Numbers|'''Data 1''']] column!</div> | <br><div style="background-color: #E3FBE5;">'''Important:''' Portfolio workspace should contain only 1 symbol in the [[Data_Numbers|'''Data 1''']] column!</div> | ||
# [[Changing_Symbols| | # [[Changing_Symbols|Only one symbol]] from one [[:Category:Built-in_Data_Sources|data source]] must be used and they must be identical in both the MultiCharts Chart and the Portfolio Trader; | ||
# The following parameters should be set identically: | # The following parameters should be set identically: | ||
#* Chart type - regular or [[:category:Non-Standard_Chart_Types|non-standard]]; | #* Chart type - regular or [[:category:Non-Standard_Chart_Types|non-standard]]; | ||
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#* [[Bar Magnifier]] and [[Precise_Backtesting|Extended backtesting]] are unavailble for Portfolio, so on the chart it is required to disable these options. | #* [[Bar Magnifier]] and [[Precise_Backtesting|Extended backtesting]] are unavailble for Portfolio, so on the chart it is required to disable these options. | ||
==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 [[Portfolio_Settings|'''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. | |||
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<div style="background-color: #ff9999;"> '''NOTE:''' Even with all of these recommendations implemented there’s a possibility that the backtesing results in both applications will not match. This is related to the code’s specific and one should review the strategy’s code to find the reason for the discrepancy. An example of how to do that can be found [[Why_an_Order_Was_or_Was_Not_Executed|'''here''']]. </div> | |||
[[Category:FAQ]] | [[Category:FAQ]] |