vancouver canada
Experience: Intermediate
Platform: multicharts, ninjatrader
Trading: forex
Posts: 53 since Jul 2012
Thanks Given: 14
Thanks Received: 6
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Hi,
Does anyone know why when I run a strategy in Multichart's Portfolio Backtester the results are coming out completely different from when I run an optimization on the chart in multicharts with the same parameters as in the portfolio backtester?
The only think I can think of is that I can't figure out how to turn on bar magnification in the portfolio backtester, so maybe the results are a bit different because of that but that doesn't account for the substantial difference I am seeing, especially given that the strategy is fairly long term in nature.
I have intrabarordergeneration set to true within the strategy code so that should mean that the portfolio backtester runs the strategy with IOG on.
Any other ideas? Has anyone else had this issue?
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