If I'm using Market Replay to test a strategy, and I'm making a bunch of changes, and then rerun the strategy over and over across different days, I could get consistent results on a particular day multiple times. However, after disconnecting from MR and then reconnecting I don't get the same results. The data hasn't change, the strategy hasn't changed. Nothing has changed except disconnecting and reconnecting from MR. The results can sometimes be drastically different.
Is there anything that would explain this? It is pretty frustrating.
Thanks
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