I have some strategy and want to test is let say for 1 day 1/1/2019 to 1/2/2019. I set all and run, let say I get X number of execution, and XX profit/lose. Now I want to run the same strategy, but "just" change dates 1/1/2019 to 2/1/2019 - 1 whole mth. I would expect different result for number of executions at least. BUT no, I have the same number. This is multi-timeframe strategy involved tick and minute bars. I exit NT, clean DB cache, try again, same.
What am I doing wrong, and what might be possible ways to "fix" backtest.
--PNF
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