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Inconsistent Backtesting Results - Different Results on Different Machines

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    Inconsistent Backtesting Results - Different Results on Different Machines

    Hello all,

    I am working with a colleague on developing an automated strategy, but we're running into a very basic problem where we're unable to replicate backtesting results across our two computers - we're both running NT8, referencing the same custom-built strategy, using the same variables on the same instrument, timeframe, backtest period, and the results from the strategy analyzer are vastly different - at times, one machine will output a very profitable result, while the other shows an unprofitable result - we've tried clearing the [db] cache folders, reloading historical data, re-starting/re-installing NT, but the results are still very different - both on time-based and tick-based charts.

    Any help in reconciling these differences would be greatly appreciated, as the current results make progress essentially impossible - the machines produce results consistent to themselves, but not to each other - thank you.

    #2
    Hello Daveman0,

    My guess would be the data is different.

    To know for sure, you will need to output the data and condition information the script is processing.

    Below is a link to a forum post that demonstrates.
    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.
    Chelsea B.NinjaTrader Customer Service

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