Different strategy results despite not changing any variables
Author: Creighton
Creation Date: 7/26/2014 5:32 PM
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Creighton

#1
Hello all,

I really like this software and I've been spending a considerable amount of time recently trying to learn it. I've run into a very serious problem that is completely limiting my ability to utilize the software. I'm sure the problem is me (I'm either entering the information incorrectly or there's something about the system that I don't understand). I could not find the answer anywhere on his forum (perhaps I missed it). Either way I would very much appreciate some assistance.

I'm not a programmer so I'm using the drag and drop ("new strategy from rules") method for now (I'll learn programming once I understand the drag and drop). When building strategies I began noticing that the results are different each time I click on "run this strategy." Sometimes, however, the results are the same the first two times I run the strategy, but are different each time after that.

I even built the simplest strategy possible in order to test the problem. The entry was simply "buy at limit" (limit price: close), and there were no conditions or exits. I tested this strategy on several different groups of stocks and received the same result every time: the result was the fact that the results were different. I don't understand why: if I am not changing any variables between tests, I would think I would receive the same results after each test.

I am sure that that there is something here that I don't understand or that I am making some sort of mistake. Please help! This simple problem is completely hindering me right now. Thank you so much.
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Eugene

#2
Welcome to the forums Creighton.

Please see the Wiki FAQ which is helpful in many typical new-user scenarios:

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

#3
You might want to consider to use "Worst Case Scenario". That way WL will always use the worst trades possible.
Toole - Preferences - Back Testing

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