• Registered: 2021-05-28
  • Posts: 120

Topic: Possible bug in Portfolio Chart

Hi Popov,

I just used the portfolio tab to compile a portfolio for three open strategies in FSBpro.

Each strategy is using the same data source with the horizon set to start at 06/01/21 which is what is shown on the strategy tab in each. BUT when I use the portfolio feature the chart shown (and the excel file) starts from the 01/03/2022 for some reason?  I have attached a screenshot, looks like a bug

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2 Reply by sammjacks (edited by sammjacks 2022-08-13 10:46:42)

  • Registered: 2021-05-28
  • Posts: 120

Re: Possible bug in Portfolio Chart

Another screenshot. This one shows the portfolio compared to the single strategy when only that strategy is selected. Graph looks to match and the net profit is very close. But the start date of the graph is very different?

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  • Popov
  • Popov
  • Lead Developer
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  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 7,885

Re: Possible bug in Portfolio Chart

"01/03/2022" is the label of the vertical grid line.

The actual portfolio start is not shown.

If I remember correctly, the Portfolio is composed of the deals list of each included strategy. It doesn't do backtest and doesn't use historical data. The Portfolio starts from the earliest deal of all strategies and ends with the latest deal.

Portfolio simply aggregates the deals log of all strategies.

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