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Different results in same backtest

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    Different results in same backtest

    Hi,
    I run Ninja Desktop on two different computers. Each computer is giving me different results for the same backtest. I deleted the cache on both computers, however, the results are the same on each computer and still differ from one another. Any help to understand why this is or to fix the discrepancy would be greatly appreciated.
    Last edited by nt3221; 01-22-2024, 11:06 AM.

    #2
    Hello nt3221,

    Thank you for your post and welcome to the NinjaTrader forum community!

    Several items could affect backtest results, as described in the following post:


    You could add prints to the strategy to better understand where the discrepancy lies and what needs to be fixed in order to get the same results on both PCs. My colleague has created an example script that demonstrates this concept here:
    Citizens of the NinjaTrader Community, A common question we hear from clients is 'why are results from backtest different from real-time or from market replay?'. Live orders are filled on an exchange with a trading partner on an agreed upon price based on market dynamics. Backtest orders are not using these market dynamics.


    Please let us know if we may be of further assistance.

    Comment


      #3
      Thanks for the reply.
      I've deleted the cache and reset the databases on both computers, but still no change. I've compared the results and there are 13 out of some 500 trades that differ.

      Comment


        #4
        Originally posted by nt3221 View Post
        Thanks for the reply.
        I've deleted the cache and reset the databases on both computers, but still no change. I've compared the results and there are 13 out of some 500 trades that differ.
        So I may assist you more accurately, please answer all of the following questions:
        • What version of NinjaTrader are you using on each PC? Please provide the entire version number. This can be found under Help -> About (Example: 8.?.?.?)
        • Do you see similar/unexpected results when running the same test on the SampleMaCrossOver strategy in NinjaTrader with the same settings as your strategy?
        • Who are you connected to? This is displayed in green in the lower-left corner of the Control Center window.
        • Are you connected to your data feed provider when running this test?
        • What instrument(s) (and expiry if applicable) have you selected?
        • What Data Series Type have you selected? Example: Tick, Minute, Day
        • What From and To date is selected?
        • If you open a chart for the same instrument(s) and the same date range, then right-click the chart and select 'Reload all historical data' is the historical data showing on the chart?
        • Is your strategy a multi-instrument or multi-time frame strategy?
        • Do you receive an error on the screen? Are there errors on the Log tab of the Control Center? If so, what do these errors report?
        Thanks in advance; I look forward to further investigating this item.​

        Comment


          #5
          Both computers are using 8.1.2.1.
          Yes, I am receiving different results when I run the SampleMaCrossOver strategy.
          Both computers are connected to Simulation.
          Yes, I believe I am connected to my data feed provider... when I select Connections, there is a green circle next to Simulation on both computers.
          I am testing NQ MAR24.
          I have selected Minute for the Data Series Type.
          I am testing from Jan 1, 2020 - Dec 31, 2023.
          Yes, when I load a chart with the same instrument and date range and right click on the chart and select "Reload all historical data", the historical data is showing on the chart.
          No, I don't believe my strategy is a multi-instrument or multi-time frame strategy.
          No, I am not receiving any errors.

          Comment

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