I am backtesting a portfolio of symbols but when comparing to Single Symbol backtest the results don't match. Maybe a portfolio setting? I have the same strategy, settings and data provider for both. (Obtain data from selected DataSet only ON) IQfeed for both. See image for symbol comparison and settings below. This happens for all symbols in portfolio. Please advice. Thanks.
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What is your NSF Position Count?
As Glitch, asked what is your NSF position count? Consider this from the WL help...
Then consider that you're trading what appears to be 25+ stocks at 10% of equity and 'changes to the overall portfolio equity level'. For lack of a better way of putting it, you're comparing apples and oranges. Consider that with a portfolio the equity is flexing because over time the open positions are changing. Its simply not the same thing as trading an individual stock. Think about what is stated in the WL help (quoted above).
QUOTE:
Percent of Equity
Lets you scale position sizes based on changes to the overall portfolio equity level. Specify the percentage of the total account equity that each position should take. Account equity is based on cash available plus the value of open positions on the Alert bar - the bar prior to the trade. Once this value is determined, position sizing proceeds along the same lines as the Fixed Dollar/Margin options above.
Then consider that you're trading what appears to be 25+ stocks at 10% of equity and 'changes to the overall portfolio equity level'. For lack of a better way of putting it, you're comparing apples and oranges. Consider that with a portfolio the equity is flexing because over time the open positions are changing. Its simply not the same thing as trading an individual stock. Think about what is stated in the WL help (quoted above).
Yes It was the NSF issue. I changed the settings to Shares and increased the Starting Capital so there is no Account Funding issue and magicly they match now. Thanks for the advice.
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