When a colleague and I have independently backtested the same strategy, NT spits out significantly different results. On one occasion, we both downloaded the data from FXCM and on another, we both imported third party data. Each test produced varying results. Furthermore, an analysis of the data from FXCM showed an average difference of 1pip for each row of data.
1. If we are both using the same strategy, parameters and data, why are we receiving different strategy results?
2. If we both import the same data for the same time frame from the same source (FXCM), why is the date in the files themselves different from one another?
3. If this is the case throughout, how can any backtesting in NT be considered reliable?
Thanks to all in advance.
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