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Significant Differences between NT 6.0 and 6.5 Backtest Results

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    Significant Differences between NT 6.0 and 6.5 Backtest Results

    In migrating to NT 6.5 I have found a significant difference in the backtest results of the same strategies.

    To validate this I took the "SampleMACrossOver" strategy provided with the NT install and ran it against the same backtest historical data on NT 6.0 and 6.5.

    It was run in the Strategy Analizer from 01/01/2007 to 03/14/2008 on USDEUR with a 60 minute interval.

    The SampleMACrossOver strategy was changed for 6.5 in order to submitt the same quanity (10000) on entering a position.

    The results were quite different as illistrated in the attached images (NT6.0 and NT6.5 respectively).

    Can someone explain why this would be so.

    Thanks!
    Attached Files
    Last edited by kgillis23; 03-15-2008, 10:16 AM.

    #2
    Please ensure all your settings are the same and that your data set is indeed the same. Reload your data on both versions to ensure you have the same data. Also, check things like commission rates set. When you compare Excel reports of the Executions tab you will see that everything is actually still exactly the same.
    Josh P.NinjaTrader Customer Service

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