Portfolio backtester with MM signal - backtesting starts much later! - MultiCharts | futures io social day trading
futures io futures trading


Portfolio backtester with MM signal - backtesting starts much later!
Updated: Views / Replies:300 / 2
Created: by Gabriel123 Attachments:0

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 
Thread Tools Search this Thread
 

Portfolio backtester with MM signal - backtesting starts much later!

  #1 (permalink)
Elite Member
Stockholm
 
Futures Experience: Intermediate
Platform: ProRealTime
Favorite Futures: DAX
 
Posts: 39 since Jul 2015
Thanks: 6 given, 4 received

Portfolio backtester with MM signal - backtesting starts much later!

When adding a Money Management signal in portfolio trader backtester the backtesting suddenly starts at a much later date.

When using:
- Portfolio rotation entry signal - and using data range 2000-01-01 - 2016-08-25 - the backtest starts 2000-01-01.
- Portfolio rotation entry signal AND Portfolio rotation MM signal - and using data range 2000-01-01 - 2016-08-25 - the backtest starts 2012-04-13.

I have also tested with other MM signals. Same thing happens. Why? How do I fix this?

Thanks in advance.

Reply With Quote
 
  #2 (permalink)
Market Wizard
Hamburg Germany
 
Futures Experience: Advanced
Platform: Multicharts, Tradestation, Multicharts.NET, NinjaTrader, MetaTrader
Broker/Data: DTN IQ
Favorite Futures: ES
 
Posts: 1,407 since Apr 2013
Thanks: 220 given, 801 received
Forum Reputation: Legendary

Gabriel123,

the first symbol in your instruments is most likely the limiting factor here, as MC will compute the Money Management signal on the first instrument. If this has data going back only until 2012 (or so), this would explain the result you are seeing.
Unfortunately MC won't automatically apply the Money Management to all symbols or chose the one with the longest history, but will use the first instrument of the first active strategy within the Portfolio.

Change the portfolio instruments around by making one symbol the first in the list that gives you a trade in 2000 already (when you run the portfolio without the money management).

Regards,

ABCTG

Reply With Quote
 
  #3 (permalink)
Elite Member
shanghai
 
Futures Experience: Beginner
Platform: TradeStation
Favorite Futures: Emini ES
 
Posts: 1 since Aug 2016
Thanks: 0 given, 0 received





Sent from my iPad using futures.io mobile app

Reply With Quote

Reply



futures io > > > > Portfolio backtester with MM signal - backtesting starts much later!

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

July Journal Challenge w/$1100 in prizes from TopstepTrader

July
 

An Afternoon with FIO member Softsoap

Elite only

Battlestations: Show us your trading desks and win $750 in prizes

August
 

Extended Ask Me Anything w/Brett Steenbarger

Elite only

Prototyping Python Strategies (part 3) w/Ran Aroussi

Elite only

Brannigan Barrett w/Axia Futures

Elite only

Introduction to Phillip Capital futures brokerage services

Aug TBD

How Monte Carlo Analysis Can Help Your Trading w/Kevin Davey

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Multicharts Portfolio Backtester toddma MultiCharts 1 June 28th, 2014 08:18 AM
MC Portfolio Backtester - DD no erocla MultiCharts 1 May 28th, 2014 05:15 AM
Multicharts portfolio backtester Sector lists sweed73 MultiCharts 2 October 14th, 2013 02:57 AM
Portfolio backtester - instructions for all symbols moses MultiCharts 0 March 23rd, 2013 02:38 AM
Portfolio backtesting smartinek Traders Hideout 4 March 28th, 2011 09:29 AM


All times are GMT -4. The time now is 02:42 AM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-07-26 in 0.07 seconds with 19 queries on phoenix via your IP 54.198.106.21