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different results from backtesting

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    different results from backtesting

    I have developed an indicator and a strategy. My broker is FXCM. To test the strategy I load 15min Bars from 1/1/13 - to whatever todays date is. I backtest the strategy and get a result. When I export the indicator and strategy that I have developed onto another computer and I load the same chart from the same broker and run the same strategy I get completely different results. What could be the reason for this. Could the data being loaded on different computers be different or is something else going on. Anybody got any ideas. Thanks

    #2
    Hello supafactor,

    If you are wanting to see the exact same results on both computers, I would not include today's (or yesterday's) date with the backtest unless you are positive you have the exact same amounts of historical data and you are not connected to a data feed.

    By including today's date, you are including the most up-to-date data. When you tested on the second machine, NinjaTrader likely downloaded the most recent data which is more recent than the last test.

    If a session is open during midnight this causes a bleeding effect and will cause NinjaTrader to download data for everyday that session is open over. So if you include yesterday and the session bleeds over to today, then all of today's data will be included including the most recent data.

    Let me know if this does not resolve your inquiry.
    Chelsea B.NinjaTrader Customer Service

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      #3
      Originally posted by supafactor View Post
      I have developed an indicator and a strategy. My broker is FXCM. To test the strategy I load 15min Bars from 1/1/13 - to whatever todays date is. I backtest the strategy and get a result. When I export the indicator and strategy that I have developed onto another computer and I load the same chart from the same broker and run the same strategy I get completely different results. What could be the reason for this. Could the data being loaded on different computers be different or is something else going on. Anybody got any ideas. Thanks
      Where do the trades start going different? day 1?

      Are these with a live key on one machine, and a sim key on another?

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        #4
        Hi ChelseaB and Sledge

        Issue resolved, changed the dates so that it didnt take into account todays date thanks ChelseaB. Sledge when you say live key on one machine and sim key on the other? I installed NT on two machines and used the License Key sent to my email. I have not as yet been trading Live Forward only been testing. I understand that I cant have two machines running a live account with only 1 license key but I am just not sure what you mean by a sim key. Cant I just run 1 machine in live mode and the other in sim mode using the same licence key?

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