I'm trying to assist a client who is having major issues obtaining consistent backtest results. The user does extensive work running backtests on tick data for a variety of stock and futures. Most frequently these backtests are in the range of 10 - 20 days of data. What happens is the user will start noticing double trades (two trades where it should only be one), then resets the db.
Obviously, this is rather worrisome from the point of view of the user. But what is really frustrating is that when the db is reset, every strategy is deleted from every chart. And the strategies have upwards of 50 - 70 parameters, so many hours are lost each day just resetting up charts.
Also, the following odd behavior is noticed when running performance reports. Let's say today is Wednesday. A performance report is run for the past 10 days. In particular, we note Tuesdays performance and trades. Come Thursday morning, we run another 10 day report. The performance and trades for Tuesday, between the two reports, do not match; and obviously they should.
You should know that on this computer there has been a corrupt database, foreign key errors, needs to reset the db on an almost daily basis, gets out of memory errors, freezes, etc. This is a pretty newish Win7 computer with 6 gig of ram. The running software typically includes IB TWS, Ninja 7, a browser and excel. I sometimes work on this computer via TeamViewer.
I'm a bit perplexed as how to start resolving these issues. Thanks in advance for your help.
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