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MC Portfolio Backtester - DD


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  #1 (permalink)
no erocla
turin italy
 
Posts: 96 since May 2013
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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 ?

Regards
No Erocla


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  #2 (permalink)
 ABCTG   is a Vendor
 
Posts: 2,448 since Apr 2013
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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.

Regards,
ABCTG


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Last Updated on May 28, 2014


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