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Here is a sequence of actions that will be performed during calculation:
# Before a portfolio is calculated, data from all instruments contained in the Instrument List are either gathered from MultiCharts database or downloaded from a data provider's server. The first instrument’s data range start date determines the start date for all instruments. The strategy is then applied to every instrument in the Portfolio Tree.
# During backtesting, a single bar of each symbol's data series is evaluated by the strategy's signal scripts, starting with the first (oldest) bar. The series’ bars are evaluated in the order that the symbols appear in the symbols table of Portfolio Trader. Based on evaluation of each series’ bar, a set of one or more orders may be generated by the scripts for each of the symbols. Order sets are generated in the same sequence as the series’ bars are evaluated.
# This process is illustrated in the Raw Order Generation section of the [[Portfolio Script Calculation Diagram|diagram]]: the first bar for symbol 1 is evaluated first, and a set of orders is generated based on that bar. Then the first bar for symbol 2 is evaluated, and a set of orders is generated based on that bar. The process is repeated until the first bar for the last symbol (Symbol N) is evaluated.
