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Date/Time: Sat, 04 May 2024 12:12:58 +0000



Post From: Replay (back-testing) from V2123 to 2200 is different

[2020-11-26 09:10:52]
Ernie Doo - Posts: 46
Hello User657945,

I have found out after a couple of years of using SC that it is very accurate during back-testing. The speed I run my replays is at the highest speed 30720 and SC has always been accurate, meaning that I would run the same test twice and I will always get the same result; and I am talking about 2-3 years back-testing with in between 1,000 and 8,000 trades within that time, and as I said before, the results were always accurate.

So, if you are not getting accuracy and repeatability in your results then you should check what might be the problem. As a note, I do not have any other studies loaded into my charts, just my algorithms. I found out that the more studies you add the more difficult and slower it is for SC to replay tests. This makes sense as SC would have to consider a lot more information than if you had no studies.

It takes me about 1.5 hours to run a test from 2018 until today. It depends which market you are testing. In my case the duration of the test varies depending on the market I use. It also depends on the capacity of your computer. I tried some tests on a weaker computer and it just took forever.

Having explained all of the above, this is why I need SC's team response, because this is the first time I am getting different results with the same code and I don't know why. I would like to know if the changes they made to the Replay function has something to do to it.

SC team, whenever you are ready :)
Thanks

PS. @ SC Team: I am also reading the posts regarding the symbols new format. Could this have something to do with my problem? I ran the test I am talking about for the mini S&P 500 (symbol ES)
Date Time Of Last Edit: 2020-11-26 10:09:36