Different results after Backtests
Author: Neopolix
Creation Date: 11/30/2014 1:37 PM
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Neopolix

#1

11/30/2014 1:37 PM

Good Morning,

I have a big problem with my EOD System. The results in real trading showed me -18 %, but the Backtest with Yahoo Data + 46%. Another Cross Check with Bloomberg Data, the Code was the same with a fix Priority, showed -33%. In a second run there was a result of -13%
Have anyone an idea what the problem is and could help me?

Thanks a lot!

kr
Carsten.
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Eugene

#2

11/30/2014 2:13 PM

I already replied to you in a ticket (and you did not respond). Duplicating my answer here:

Obviously your system does not have Position.Priority assigned so its results will vary on every execution when there's not enough capital to take all signals.

FAQ: Every time I run a Strategy I get a different result. What am I missing?
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