×

Sign up and get MultiCharts free

Use its powerful simulation mode with data included out of the box. Just fill out the form and start honing your trading skills with a few clicks.

Changes - MultiCharts
Open main menu

Changes

Chart Backtesting VS Portfolio Backtesting

163 bytes added, 16:47, 23 May 2019
no edit summary
When backtesting one and strategy that is the same strategy on a chart and in [['''Portfolio_Trader|Portfolio Trader''']] a user might 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==
<br><div style="background-color: #E3FBE5;">'''Important:''' Portfolio workspace should contain only 1 symbol in the [[Data_Numbers|'''Data 1''']] column!</div>
# [[Changing_Symbols|One and the same Only one symbol]] from one and the same [[:Category:Built-in_Data_Sources|data source]] should must be chosen used and they must be identical in both the MultiCharts Chart and the PortfolioTrader;
# The following parameters should be set identically:
#* Chart type - regular or [[:category:Non-Standard_Chart_Types|non-standard]];
The following strategy settings should also match:
# on the [[Strategy_Properties|'''Properties''']] tab:
#* [[Strategy_Properties#Setting_Costs.2FCapitalization|Commission Rule]];
#* [[Strategy_Properties#Setting_Costs.2FCapitalization|Slippage]];
# on the '''Backtesting''' tab:
#* [[Limit_Order_Execution_Assumptions|Backtesting assumptions]];
#* [[Realtime-History_Matching|Realtime-history matching]];#* [[Bar Magnifier]] and [[Precise_Backtesting|Extended backtesting]] are unavailble for Portfolio, so on the chart it is required to disable these options.
With all these recommendations met the backtesting results of Portoflio and charts should coincide.