I have been in hardcore development mode for the better part of 6 weeks now. I have built, tweaked, optimized, and tuned the final set of algos I was planning on using (probably 300 hours worth of effort). I uninstalled and reinstalled NT8 today to get the new version, imported the export of my addon, verified everything is the same.
Now, I am getting COMPLETELY different results, and I'm losing my mind. All of these algos were running and live.
After 2-3 hours of troubleshooting I restored from a NT8 backup on a different computer, and I am now getting the results that I expect, however when I run the strategy analyzer, I am seeing different numbers of trades in total, and trades executing on wholly different days.
Here is a snapshot of one strategy for certain periods of 2011:
New install of NT8
Period | # | Cum. net profit | Net profit | Commission | Cum. max. drawdown | Max. Drawdown | Avg. MAE | Avg. MFE | Avg. ETD |
2/3/2011 12:30 PM | 1 | $250.00 | $250.00 | $0.00 | $0.00 | $0.00 | $62.50 | $750.00 | $500.00 |
3/4/2011 2:30 PM | 2 | ($225.00) | ($475.00) | $0.00 | ($475.00) | ($475.00) | $550.00 | $475.00 | $950.00 |
3/23/2011 12:30 PM | 3 | ($325.00) | ($100.00) | $0.00 | ($575.00) | ($100.00) | $712.50 | $562.50 | $662.50 |
3/30/2011 3:30 PM | 4 | $325.00 | $650.00 | $0.00 | $0.00 | $0.00 | $37.50 | $750.00 | $100.00 |
Old install of NT8 | |||||||||
Period | # | Cum. net profit | Net profit | Commission | Cum. max. drawdown | Max. Drawdown | Avg. MAE | Avg. MFE | Avg. ETD |
2/3/2011 12:30 PM | 1 | $246.36 | $246.36 | $3.64 | $0.00 | $0.00 | $62.50 | $750.00 | $503.64 |
3/4/2011 2:30 PM | 2 | ($232.28) | ($478.64) | $3.64 | ($478.64) | ($478.64) | $550.00 | $475.00 | $953.64 |
3/21/2011 12:30 PM | 3 | $389.08 | $621.36 | $3.64 | $0.00 | $0.00 | $62.50 | $712.50 | $91.14 |
3/30/2011 3:30 PM | 4 | $1,035.44 | $646.36 | $3.64 | $0.00 | $0.00 | $37.50 | $750.00 | $103.64 |
I literally dont understand WTF happened. i hate to think that hundreds of hours of my work are now literally utter garbage. I dont understand why NT8 would suddenly decide on a clean install to not execute a trade on the 21st, and to execute it on the 23rd instead for some reason
Please help!!! what the heck do I do? and how do I know which is correct?
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