Hello,
my trading colleagues and me have different backtest results with the same strategies despite having exactly the same settings/prefernces. In some cases the differences are very large.
I have a question or suggestion: Is there some kind of "calibration(tool, button)" or can you develop something like that, so that everything is really the same (in the background) for everyone? After that, everyone can change their preferences again individually...
Would be great, if you can help.
Thanks in advance,
Marko :)
P.S.: Of course I know, that you can achieve synchronization by copying the wealthlab folder from one to another computer (Eugene helps me years ago). But this is not feasible for traders who are far apart, for example me and you. It is also not possible to accurately compare and use strategies with one another. And an error/virus... could be passed on to everyone when copying.
my trading colleagues and me have different backtest results with the same strategies despite having exactly the same settings/prefernces. In some cases the differences are very large.
I have a question or suggestion: Is there some kind of "calibration(tool, button)" or can you develop something like that, so that everything is really the same (in the background) for everyone? After that, everyone can change their preferences again individually...
Would be great, if you can help.
Thanks in advance,
Marko :)
P.S.: Of course I know, that you can achieve synchronization by copying the wealthlab folder from one to another computer (Eugene helps me years ago). But this is not feasible for traders who are far apart, for example me and you. It is also not possible to accurately compare and use strategies with one another. And an error/virus... could be passed on to everyone when copying.
Rename
Could be settings, could be data, but there's a difference, no doubt. You mentioned settings and preferences but didn't mention the Markets & Symbols, Data Manager's Historical Provider priority, or Event Providers for example. May you have different entries there.
Start by refreshing the data on both ends. You can also, break down the test to smaller chunks that you have more control over to convince yourself that it's the same.
Edit -
Let's not forget to mention the most obvious reason too - Random Position.Weight (we don't know anything about your strategies). If your strategy has NSF Positions and you don't control Position.Weight, you can get different results even on the same computer for the same backtest.
Start by refreshing the data on both ends. You can also, break down the test to smaller chunks that you have more control over to convince yourself that it's the same.
Edit -
Let's not forget to mention the most obvious reason too - Random Position.Weight (we don't know anything about your strategies). If your strategy has NSF Positions and you don't control Position.Weight, you can get different results even on the same computer for the same backtest.
Hi Cone,
thank you for your first quick answer.
The strategies are exacly the same and stable on each Computer. There are no NSF Postitions, Margin Faktor is 1,1 and so on...
I had the same problem when I bought a PC in addition to my laptop and installed Wealthlab there too.
Then I made all the settings on the PC exactly the same as those on the laptop. And the strategies were the same of course. But I got some different results.
Eugene helped, I should copy the hole wealthlab folder (where setting, strategies... are in) from the Laptop to the PC. Since then, results have been the same.
But to do this with computers of other people don't work.
Because of this my idea or my request, could you create something like "Zero-Line" or "Basic setting" ? do you know, what I mean?
Thank you very much in advance for your help.
Marko :)
thank you for your first quick answer.
The strategies are exacly the same and stable on each Computer. There are no NSF Postitions, Margin Faktor is 1,1 and so on...
I had the same problem when I bought a PC in addition to my laptop and installed Wealthlab there too.
Then I made all the settings on the PC exactly the same as those on the laptop. And the strategies were the same of course. But I got some different results.
Eugene helped, I should copy the hole wealthlab folder (where setting, strategies... are in) from the Laptop to the PC. Since then, results have been the same.
But to do this with computers of other people don't work.
Because of this my idea or my request, could you create something like "Zero-Line" or "Basic setting" ? do you know, what I mean?
Thank you very much in advance for your help.
Marko :)
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