Historical Data keeps changing under the same conditions

[Tidan2]

I have multiple SIM trading accounts. Each account has an automated strategy tied to it.

When I look at Strategy Performance - Historical for each of the strategies, it gives me data that never stays consistent between days. One day the numbers are one set of values and then 24 hours later those same days have different results. This should not be happening and is very worrying in regard to back-testing where inconsistent data is a nightmare. All of my strategies use "on bar close" so it's not a case of the historical data not know what the price was. I think I've had this problem in the strategy analyzer as well where the same backtests and optimizations suddenly pump out different results, but it's harder to confirm there whereas here it was quite easy to confirm all the numbers were different.

Any idea what the issue could be? Is there something in my strategy code that relies on something that doesn't remain consistent?

[NinjaTrader_Jesse]

Hello Tidan2,

Are you restarting the platform or restarting the strategies between viewing the results? Its possible more data was included if you restored the strategies which could result in different results. It is also possible this relates to your code, I would suggest trying the SampleMACrossOver and see if you see the same result.

[Tidan2]

Good suggestions, thanks.

I'll reset all the accounts and log the strategy performance data before turning them back on next week. And I'll add 1 or 2 that use the SampleMACrossOver strategy for comparison. Hopefully it's just me and they start aligning or at least it shows me more specifically where the issue is.