Strategies giving different results on VPS

[LightWeight]

Hello LightWeight,

Can you utilize the same method with the sample indicator on both the "good" and "bad" servers so we can compare the historical data?

I ran this again on the Euro contract using 15 min bars, the SampleMACrossover, and backtest from 1-1-09 to 12-17-15, files attached.

[NinjaTrader_ChelseaB]

Hello LightWeight,

These two files do not seem to match at all (instead of the data missing from one).

I'd like a little further information and I have made a few edits to the StreamWriter indicator that I would like you to import and add to a 1 minute chart on each computer.

On these 1 minute charts, set the Load data based on to Custom Range, Set the Start date and End date to the dates you have used in your backtest.

(When you open the 1 minute chart on each computer do the 1 minute charts look the same?)

(edit)
After running the script on both computers, please attach the output files to your next post. This will give me information so that I may check out the data on my end and see when and where data is missing or if something about the charts are set differently.

[LightWeight]

Hello LightWeight,

These two files do not seem to match at all (instead of the data missing from one).

I'd like a little further information and I have made a few edits to the StreamWriter indicator that I would like you to import and add to a 1 minute chart on each computer.

On these 1 minute charts, set the Load data based on to Custom Range, Set the Start date and End date to the dates you have used in your backtest.

(When you open the 1 minute chart on each computer do the 1 minute charts look the same?)

(edit)
After running the script on both computers, please attach the output files to your next post. This will give me information so that I may check out the data on my end and see when and where data is missing or if something about the charts are set differently.

Okay I did that, the charts do look the same except that the "bad server" has one extra day of data at the beginning, for 12/31/08, and the "good server" has an extra day for today since I ran it today while the other was run yesterday. But the 1 min bars/prices for the days are the same between charts for the days they both have. I've attached the 1 min txt files again for both, but as far as I can tell giving them a cursory look the price data matches. However when I backtest our Euro strategy on both with the same settings, I still get dramatically different results. The SampleMA Crossover strategy is more in line in terms of results, but still different, by over 1000 trades I believe (even though the profit factor comes out the same).

Edit -- I'm unable to upload the txt files, it tells me a 'security token' is missing. I'm not sure if that means they're too large or there is some other issue.

[NinjaTrader_ChelseaB]

Hi LightWeight,

Any changes in data, including a missing day are going to dramatically change the results.

Unless the data is exactly the same the results will not be exactly the same.

I'd like to schedule a call with you so we can find out why there is a missing day of data on one machine.

Please send an email to platformsupport [at] ninjatrader [dot] com. In the email please include a link to this forum thread.

[LightWeight]

Hi LightWeight,

Any changes in data, including a missing day are going to dramatically change the results.

Unless the data is exactly the same the results will not be exactly the same.

I'd like to schedule a call with you so we can find out why there is a missing day of data on one machine.

Please send an email to platformsupport [at] ninjatrader [dot] com. In the email please include a link to this forum thread.

I'm not sure the day is missing, it's just that the chart (and the txt file) display price data for 12/31/2008 on the "bad server" when I use the start date of 1/1/2009, while on the "good server" it only shows from 1/1/2009. If I set the date back earlier then I would assume it would include that date as well. I also don't know why an extra day of price data would so dramaticlly skew the results on my custom algo, especially if it doesn't take any trades on that day.

At any rate I'm leaving for the holidays for 2 weeks so I'll have to address this when I get back unfortunately, but will pick it back up then.

[NinjaTrader_ChelseaB]

Hello LightWeight,

Are both computers using the same time zone?

[LightWeight]

Hello LightWeight,

Are both computers using the same time zone?

Yes, same time zone (PST), same session templates.

[NinjaTrader_ChelseaB]

Hi LightWeight,

If the computers are the same time zone, same instrument, same session template, same data source, and the data that appears is different, then likely data is missing.

I would like to schedule a call with you to assist. Please send an email to platformsupport [at] ninjatrader [dot] com. In the email add a link to this forum thread.