64bit vs 32bit

[AnotherTrader]

Are there any intrinsic reasons why a backtest using NT7 64-bit could differ from the same backtest (i.e. same instrument, dates, parameters and strategy code) using NT7 32-bit?

[NinjaTrader_AdamP]

AnotherTrader,

I am not aware of any reason there would be a difference. Have you found any differences between backtesting results in 32-bit vs. 64-bit?

[AnotherTrader]

AnotherTrader,
I am not aware of any reason there would be a difference. Have you found any differences between backtesting results in 32-bit vs. 64-bit?

Yes, I have a difference between results.

I have been trying to eliminate other differences that might also be present.

What is different?
- two different machines (one, 32-bit running Windows Vista Home Premium; the other, 64-bit running Windows 7 Home Premium)
- 64-bit machine is in Central European Time, 32-bit machine is in Eastern Standard Time

What is the same?
- same strategy and indicator code
- same strategy and indicator Parameters (and instrument and dates, etc)
- same datasets (the one is a direct disc copy of the other ... i.e. I deleted the ~/Documents/Ninja Trader 7 folder in the Windows 7 case, then copied into place the ~/Documents/Ninja Trader 7 folder from the Windows Vista case, then opened up NT7 again in the Windows 7 case ... I have eyeballed the data and it's the same)
- same version of NT7 (64-bit 7.0.1000.10, and 7.0.1000.10)

But the results are quite different ...

Does code break between 32-bit and 64-bit? All the code was written in 32-bit.

Any ideas?

[NinjaTrader_AdamP]

AnotherTrader :

- 64-bit machine is in Central European Time, 32-bit machine is in Eastern Standard Time

This may explain why results are different. All bars are usually time stamped according to your local PC time zone.

[AnotherTrader]

AnotherTrader :

This may explain why results are different. All bars are usually time stamped according to your local PC time zone.

I don't think that was the problem; but it's sorted now. I re-installed NT7 on the 64-bit machine, and the results seems fine now (i.e. in good agreement).

So, just needed a reinstall.

[NinjaTrader_AdamP]

AnotherTrader,

If you happen to have or find replication steps on a single PC between 64-bit and 32-bit we would be interested in knowing more about it, and it would be appreciated if you send it to us.

Unfortunately I am not sure why this happened, but my best guess would be the differences in time-zones. I am not saying that was the cause, just an initial guess.

Please feel free to contact us any time.

[AnotherTrader]

AnotherTrader,
If you happen to have or find replication steps on a single PC between 64-bit and 32-bit we would be interested in knowing more about it, and it would be appreciated if you send it to us...

I think the steps I needed to follow for the 64-bit set-up were the following:

- Download NT7 installer and remove NT7 from 64-bit machine
- Re-download NT7 installer and re-install NT7 on 64-bit machine
- Open up NT7
- Close NT7
- Delete /NinjaTrader 7 folder from ~/Documents
- From a Windows backup of the 32-bit machine, restore /NinjaTrader 7 folder to 64-bit machine
- Copy restored /NinjaTrader 7 folder to location ~/Documents
- Open NinjaTrader 7
- Open any strategy or indicator
- Place mouse pointer in strategy, and right click, select References
- Delete the wrong references to ~\NinjaTrader.Core.dll and ~\WilsonORMapper.dll, and Add the correct references in ~\Program Files\NinjaTrader 7\bin\...
- Add the missing reference to ~\NinjaTrader.Vendor.dll in ~\Documents\NinjaTrader 7\bin\Custom\...
- Hit <f5> to compile
- Repeat the backtest ...