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When I run the same strategy in Portfolio Maestro and the chart I found discrepancies between them. It appears that Portfolio Maestro misses certain trades for some unknown reason to me. And we are talking about one strategy and one instrument only. All parameters set the same. I have rechecked in Multicharts and its Portfolio trader for my own sanity check, and charts look the same and no trades are missed (I used TS quotes exported to MC as ASCII).
Has anyone come across similar problems with Portfolio Maestro? At this point I cannot even trust this software anymore (Portfolio Maestro only I hope).
Can you help answer these questions from other members on NexusFi?
I noticed the same thing -- PM missing trades which makes me question all the results i'm seeing when i look at things in a portfolio context -- how can i trust the data coming out?
Thanks for replying - I sent them a note today and said the following (summarizing).
I have a strategy that works well in a chart window -- I'm seeing trades occuring where they should be occuring (great, so far so good). Then i throw them into PM against a "universe" of let's say 400 stocks. Only about 200 of them are generating trades. So then i iterate through it and remove the 200 securities with trades. Then I re-run... now it's doing trades on maybe 30 stocks (out of 200). And eventually i just test on a "universe" of one stock - no trades. WTF is going on??
Anyway, very frustrating. if they give me a response that fixes this issue, i'll post the results here.
I don't see any sale? Shows up as $1500 or so... I was actualy going to try out AmiBroker but the fact that MC supports easy language would mean i wouldn't' have to convert my code to the AmiBroker Query Language which is appealing...
