Chart Backtesting VS Portfolio Backtesting: Difference between revisions
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Chart Backtesting VS Portfolio Backtesting (view source)
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When backtesting one | When backtesting one strategy that is the same on a chart and in [[Portfolio_Trader|Portfolio Trader]] a user may encounter some discrepancies in the [[Using Performance Report|Strategy Performance Reports]]. To achieve similar results in both applications one needs to verify the following: | ||
==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]]; |