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Same Strategy - different results
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Same Strategy - different results

  #1 (permalink)
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Same Strategy - different results

Has anyone ever encountered an error like this?

I have two strategies, that yield 2 different results in backtest, however the two strategies are the same text - I checked them in a program that checks text files. The results are similar but it appears that one strategy is missing some trades and if I rerun it the # of trades for each is somewhat different.

How do I fix?

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  #2 (permalink)
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  #3 (permalink)
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elitetradernyc View Post
Has anyone ever encountered an error like this?

I have two strategies, that yield 2 different results in backtest, however the two strategies are the same text - I checked them in a program that checks text files. The results are similar but it appears that one strategy is missing some trades and if I rerun it the # of trades for each is somewhat different.

How do I fix?

@elitetradernyc: Computers are pretty dull. If you feed them with something, they will just process it the way you ask them to do. If there are differences they are either data related, or they are produced by a different code. There are a few other things that may have an impact, such as NinjaTrader and chart settings.

Now tell me, why you wish to use two identical strategies.

If you wish some help, you will have to post your strategies.

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  #4 (permalink)
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elitetradernyc View Post
Has anyone ever encountered an error like this?

I have two strategies, that yield 2 different results in backtest, however the two strategies are the same text - I checked them in a program that checks text files. The results are similar but it appears that one strategy is missing some trades and if I rerun it the # of trades for each is somewhat different.

How do I fix?

Unless they are genuinely still buggy and in need of fixing and only you can find that out, then I wouldn't worry too much as the same stategy when live will also give different results on different vandors' datafeeds anyway, simply due to data and timing differences supplied.

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  #5 (permalink)
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Exit NinjaTrader

Delete the Documents\NinjaTrader 7\db\cache directory.

Reload and repeat test.

Check error log tab. If using the 32-bit version of NT7, out of memory errors will produce random and incorrect results. Use the 64-bit version instead for backtests, assuming you have more than 4GB of memory (hopefully)

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  #6 (permalink)
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Hey, this is weird, the problems seems to have cleared up thanks to your advice. I noticed something before I deleted the cache - NT was giving me phantom trades, for example telling me I made 7 trades in EA but when you click on the detail level it only showed 1 - strange for sure!

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Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

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Fat Tails View Post
@elitetradernyc: Computers are pretty dull. If you feed them with something, they will just process it the way you ask them to do. If there are differences they are either data related, or they are produced by a different code. There are a few other things that may have an impact, such as NinjaTrader and chart settings.

The reason isn't so much that computers are dull, as is the fact that it's treating the strategy as a black box. If you were to backtest or optimize by hand as a human, you'd do the same thing - you'd see where the strategy took and exited trades and record PNL, instead of concerning yourself with the implementation/code/logic.

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