I'm just curious about one thing.
When I download all the data I'd like to backtest and optimize for my strategy (i'm now in Market Replay mode), is it necessary for me to replay ALL that data from start to end physically before running the optimize function on my strategy?
I'm only asking this because sometimes it appears as though the results change if I don't go through all those days' data. Eg. I initially had 2 weeks loaded, run my optimize and got my results. I then load another week and then jump to end of the last day in that new week, run optimizer, and get my results. When I then replay everything to ensure the results are correct, the results are different, and if I run the optimizer again after this, the results are different there as well now.
Please help with my understanding on this. Thank you
Comment