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Strategy Results Changed

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    Strategy Results Changed

    I made a strategy about a month ago, which I tested quite a few times. This morning I reoptimized it with the same parameters, time frame etc. and my results were way different than last month. My cum. profit dropped by 1/3, profit factor went down by almost 1/2 and my drawdown went up. I tried the same thing on another computer I use for backup and I got the same results. The only thing that I have changed is my data provider. I have been using IB,live account, zen fire, and cqg demos. I didn't record which data provider was used for the initial testing. Has anybody ever run into this before? I know data from different providers can differ, but by this much?

    #2
    Hello snotrag12,

    Thank you for your post.

    It is possible to see different results based on the historical data from different data feed providers. Have you tried running the test while connected to each provider separately? This will give you a better idea if it is truly one data provider over another that is providing such a difference in historical data.
    Last edited by NinjaTrader_PatrickH; 06-19-2013, 05:36 AM.
    Patrick H.NinjaTrader Customer Service

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      #3
      No, I haven't that's a good idea.

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        #4
        How do I erase data

        Hi Patrick,

        I am going to try to pinpoint what data is affecting my results. I went to the Data box and hit reset DB, and unchecked save chart data and record for market replay, but I still had data going back to February. How can I delete all the data so I can start fresh? Also, I notice that I might be able to backtest or optimize on a 15 min. chart, but cannot pull up a 15 min. chart. I can usually pull up a 60 min. or daily chart. Does NT not use the same data for charts and testing?

        Thanks

        Comment


          #5
          Hello snotrag12,

          Thank you for your response.

          You can delete data by going to Tools > Historical Data Manager > Edit. For information on the Historical Data Manager please visit the following link: http://www.ninjatrader.com/support/h...ta_manager.htm

          If you are able to backtest a 15 minute chart you should have data for that period of time and should be able to open that chart as well. If you are still unable to do this after deleting the data and downloading the data once more please let me know.
          Patrick H.NinjaTrader Customer Service

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