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Backtest results inconsistent

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    Backtest results inconsistent

    I have only been using NT7 for a few days and I noticed that every so often I get results in backtesting that are dramatically different. Generally by adjusting a parameter slightly but tonight I noticed something very strange. I conducted an optimization, got good results and subsequently copied the results and parameters to excel. After 1 hour I returned (without changing anything) ran the optimization again and the strategy traded 13 times (1 month), where my optimized traded 149 times.

    I can clearly see the generated report from NT and I have followed the parameters exactly, but nothing I can adjust gets me close to @ least the 149 trades??

    I realize NT is trying to please everyone, however some use NT fulltime and think that stability is of the highest priority. To date I am very pleased with the functionality of NT6.5 but as a spectator of NT7, I am very concerned.

    For now NT7 is waste of time for my purposes (Automated) and now the backtester is either wrong or it has too many moving parts, the only question I have is how long before NT stops supporting it's 6.5 platform?
    Last edited by rightcoast; 06-07-2010, 07:19 PM.

    #2
    Hi rightcoast, thanks for reporting in - it would be great if you could let me know what steps needed to be taken to reproduce this issue on our end with for example our installed SampleMACrossOver strategy, this way we can further look into and iron this out - were for example optimizing with the exact same goal / target in place?

    Unfortunately I would not have any 'hard' numbers, but NT 6.5 will be supported for a good amount of time still.
    BertrandNinjaTrader Customer Service

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