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Strategy analyzer half hour results not matching

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    Strategy analyzer half hour results not matching

    Hello

    I optimized a strategy on NQ 9-19 from 3/1/2018 to 6/19/2019 the strategy time was filtered to Thursday 6.40am to 1.00pm the optimizer trading hours were set to use instrument settings
    based on entry time by half hour the results were $5070.00 net profit on 50 trades with average trade $101.40 Attachment 1

    When I put the same exact optimized settings into a "standard" strategy analyzer the results are not the same. The only difference in settings is the time filter in the strategy was set to Thursday 8.00am to 8.29am

    The results are $3925 net profit on 49 trades with an average trade of $80.10 Attachment 2
    an additional 2 trades appear for 8.30am - $105 net profit with an average trade of $52.50

    I can understand how there could be trades at 8.00am and 8.30am with slightly different results.

    But the large difference in total net profit and average trade makes no sense.

    any insight would be appreciated
    Attached Files

    #2
    Hello sdauteuil,

    As you are comparing two different tests I would expect different results depending on how the logic equates. To understand why the results are different would require that you look at the individual trades and fills to understand the differences. If your logic is not happening in the exact same way and allows for more or less orders at different prices or times, the result could be very different. The highlighted results may contain a few different orders or orders at different prices which change the average fill price and net profit for that time period.



    I look forward to being of further assistance.
    JesseNinjaTrader Customer Service

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