Support Board
Date/Time: Fri, 09 May 2025 22:11:42 +0000
Post From: ACSIL study - inconsistent results with replay back test
| [2014-02-25 14:37:37] |
| dominikos - Posts: 106 |
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I'm backtesting a custom trade study with futures data from CTS saved to a file. To eliminate variation, I hard coded the period for the chart. The same test executed produced multiple times produces slightly different results, in order of tens of dollars. My strategy does not use time and only calculates once the bar is completed. Is there any reason why the test results should be different when run on the same data set with the same strategy?
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