Back testing but 2 sets of results?

jimmy1 · Sep 22, 2004

Hi,
I have a system i am testing on tradestation 2000i,
i decided last night i would just use 2 identical charts with exactly the same strategy on it, and guess what? each set of results were different how can this be if the charts were the same and the strategys?? any ideas??? i checked max bars back brokerage commissions and no of days back on the chart? but the p&l and % correct / wrong are different?

Trader333 · Sep 22, 2004

Can you post a screenshot of both charts and both Strategy Screens ?

Paul

jimmy1 · Sep 22, 2004

Trader333 said:
Can you post a screenshot of both charts and both Strategy Screens ?

Paul

i can this evening, im at work at the moment, it just wrankles me how this happens i tried it on 3 charts then took the strategy of one chart and then back on and it produced differing results!

TWI · Sep 22, 2004

Maybe you were optimising one for one criteria and one for another e.g. one for max profit one for min drawdown. Other than that, if all you mention is identical, I have no idea.

jimmy1 · Sep 22, 2004

twalker said:
Maybe you were optimising one for one criteria and one for another e.g. one for max profit one for min drawdown. Other than that, if all you mention is identical, I have no idea.

its weird as both have a set stop and a set profit target, i used to have tradestation 4 and it didnt do this but just speaking to a freind he has the same problem too!

TWI · Sep 22, 2004

Have you checked individual signals if the variables are set to the same values? are they the same?

jimmy1 · Sep 22, 2004

twalker said:
Have you checked individual signals if the variables are set to the same values? are they the same?

sorry twalker what do you mean by individual signals?
like make sure the moving average is the same i.e. set at 10 on each strategy etc?

a_gnome · Sep 28, 2004

I would recommend going through the two sets of results trade by trade (a pain I know). This way you will definitely find the discrepancy. TS can be rather sensistive (especially for some strategies) to some parameters such as MaxBarsBack and the number of days of data loaded in for example.

fowkesp · Sep 28, 2004

Jimmy1,

My experience is that the most common cause for your problem, provided dates etc are the same, is using different strategy testing resolutions (under Properties->Backtesting Settings). Check that they are the same.

Paul

jimmy1 · Sep 28, 2004

fowkesp said:
Jimmy1,

My experience is that the most common cause for your problem, provided dates etc are the same, is using different strategy testing resolutions (under Properties->Backtesting Settings). Check that they are the same.

Paul

hi and thanks both for your help much appreciated i will look into

Back testing but 2 sets of results?

jimmy1

Active member

Trader333

jimmy1

Active member

TWI

Senior member

jimmy1

Active member

TWI

Senior member

jimmy1

Active member

a_gnome

Well-known member

fowkesp

Active member

jimmy1

Active member

Similar threads