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The results of the backtesting optimation are different...

Posted: Thu Aug 23, 2018 5:44 am
by thomas2004ch
Hi TickStory,

These days I do backtesting optimation and I use the model of "Open prices only..." But I find the results are different. The first time I got the results are different when I do the second time. Is this normal?

Thomas

Re: The results of the backtesting optimation are different.

Posted: Sat Aug 25, 2018 11:08 pm
by tickstory
Hi Thomas,

It's possible for various reasons. The most common would be that your "spread" value has been set to "broker" which means the spread will vary each time you press 'Back-test'.
For other potential causes, you'll need to analyze your results to see what is changing each time.

Thanks.