View Full Version : Backtest gives different results day to day
06-29-2008, 03:37 AM
Yesterday, I ran a strat on historical data, not including current day data.
I have run it again today (all same settings) and got different results.
Is this possible because of the fill alogs.?
(I am working in a sim account using zen-fire data feed)
06-29-2008, 04:14 AM
If the data is truly exactly the same and the strategy is truly the same then there should be no discrepancies in a backtest with the same settings.
A possible reason for differences could be maybe your data got reloaded when you backtested again.
06-29-2008, 04:24 AM
Sorry Josh, what do you mean by reloaded? Zen-fire did something with it...?
Also for backtesting ES emini is there a procedure anywhere for combining contracts for backtesting over a longer period of time, or is that not typically done?
06-29-2008, 12:47 PM
Yes, under certain conditions it is possible that you retrieved data again from your data provider. I am not saying it changes your data set per se, but since there cannot be any reason for differences besides either different data, different strategy, or different settings it is one of the possible logical conclusions.
Please see the Merge data tool.