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.
Broker/Data: Interactive Brokers, MB Trading, Tradestation for data
Favorite Futures: FX, Equities
Posts: 39 since Oct 2012
Thanks: 44 given,
Only a couple of years late, but just in case someone else is looking for this answer: Multichartsportfolio manager does not currently support bar magnification.
I enquired about this, and Multicharts replied to me that this feature is planned for a future release. I wouldn't hold my breath though, since my enquiry was a couple of years ago, and the functionality is still not implemented.