Hi,

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.

Any other ideas? Has anyone else had this issue?

Only a couple of years late, but just in case someone else is looking for this answer: Multicharts portfolio 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.