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Two different results

Q: I am trying to understand how it's possible to get two different results from two tests using the same parameters.

A: There are many parameters involved, so replicating test results requires exact parameter settings, identical blox and systems, as well as identical portfolios and data sets. Normally you would need to copy the exact data set, and use the same exact suite and Trading Blox preferences settings.

     Any small change in the data, or the parameter can cause all sorts of small changes that result in a large difference. Something about butterflies.

     Based on just the results, it's not possible to predict what the difference might be, but start by looking at the first few trades in each test, and see if they start at the same time, same instruments, same position size, and same profit and loss. If not, investigate why.

Edit Time: 9/7/2020 2:00:00 PM

Topic ID#: 84