To demonstrate the issue I've modified the default SampleMACrossOver strategy.. The ONLY modifications I made is, I've just added 2 lines of code in the OnBarUpdate (lines 60 & 61) (Conditional Check for first Sunday or return) and then have Hard Coded the SMA Fast and Slow values in the State.Config to the default settings of 10 & 25 (lines 42 && 43) ..
With the hard coding of the SMA values, I would now expect any optimization across either the Fast or Slow values to return the exact same results... But they don't...
Stick this strat in the analyzer and optimize across a Fast of 10;25;1 .. (Remember this is now hard coded to 10, so ultimately any optimization here shouldn't make any different at all in the results).. I used CL 08-15, 1min chart, keeping 25 results, with pretty much everything else default (But it doesn't really matter what instrument/dataseries/settings you use, except you'll prob need 15-25 results).. The number of trades and profit results will end up being different..
Seems also dependent on the computer/processor/cores as to the # of different results as well.. I tend to get around 7-8 of the same and then the rest different using an I7, where as another beta tester using the same strat tends to get between 4-5 and then the rest different using an I5.. This also seems a bit strange..
Could someone explain to me why this is happening?
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