I have small differences in the number of stocks. Is that normal?
Same strateg, same settings. Profit in V7 is higher compared to V8, DD differs by 0,01%.
Same strateg, same settings. Profit in V7 is higher compared to V8, DD differs by 0,01%.
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Yes it's normal. There are so many reasons why there might be small differences in results, not the least of which might be small differences in historical data.
First of all, make sure the results STAY THE SAME when you re-run the strategy. If there are any NSF positions then it can cause the results to change from backtest to backtest.
Next step, try completely wiping your histories and running the backtest again, and also make sure all settings are identical.
If you want to get to the bottom of it, run it on one symbol, scrutinize the trades, and pinpoint where the difference is, and see if you can explain what caused it. That's a good starting point.
First of all, make sure the results STAY THE SAME when you re-run the strategy. If there are any NSF positions then it can cause the results to change from backtest to backtest.
Next step, try completely wiping your histories and running the backtest again, and also make sure all settings are identical.
If you want to get to the bottom of it, run it on one symbol, scrutinize the trades, and pinpoint where the difference is, and see if you can explain what caused it. That's a good starting point.
Also, you may find some clue in this FAQ > "Every time I run a Strategy I get a different result. Why?"
https://www.wealth-lab.com/Support/Faq
https://www.wealth-lab.com/Support/Faq
how can I wipe out the history?
Explained in the Help > Data Manager > Historical Providers > Delete Local Files
Occasionally, some Wealth-Data symbols are back-adjusted for special dividends and when it occurs, they're not automatically adjusted in your cache. I try to advise when an adjustment occurs, and when they do, just right click and reload the symbol's chart to refresh it.
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https://www.wealth-lab.com/Discussion/Wealth-Data-Corrections-7097
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