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MC Portfolio Backtester - DD
Started:May 27th, 2014 (08:07 AM) by no erocla Views / Replies:371 / 1
Last Reply:May 28th, 2014 (05:15 AM) Attachments:0

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MC Portfolio Backtester - DD

Old May 27th, 2014, 08:07 AM   #1 (permalink)
Trading for Fun
turin italy
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MC Portfolio Backtester - DD

Hello all,

anyone have tryed to test with excel the accuracy of MC portfolio backtester ? The DD calculation is correct for you ? and the others indexes ?

No Erocla

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Old May 28th, 2014, 05:15 AM   #2 (permalink)
Hamburg Germany
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No Erocla,

I have checked some metrics and found them to be correct. One thing I noted though is that the performance related reserved words from time to time can't access the latest results where the report can. This will lead to some discrepancies. Multicharts is aware of this and I hope it will fixed at some point in MC 9.


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