I'm backtesting identical strategies on two separate VPS instances of WL and getting very different results (multiple percent and hundreds of dollars difference), even though all settings (strategy settings, backtest preferences and data sources are identical).
Is there anything else I may have missed that could cause this? Thx
Is there anything else I may have missed that could cause this? Thx
Rename
Answer: they are not exactly identical. The data isn't for sure. You should physically copy the data files over from VPS1 to VPS2 before anything else. The data is stored inside this folder:
c:\Users\%Windows username%\AppData\Roaming\WealthLab8\
As a shortcut, it's available from WL's File menu.
c:\Users\%Windows username%\AppData\Roaming\WealthLab8\
As a shortcut, it's available from WL's File menu.
Many thanks - that massively reduced the discrepancy, it's now out by about USD100 and 0.4 percentage points. I've been trying to get IB (the source of this data) to attach both accounts to the same data farm, with no luck so far. I'm pretty suspicious that this might be a large part of this issue.
EODHD have the data available so I'm wondering if I ought to use that for backtests instead?
Anything else I should check to be on the safe side? Thx again
EODHD have the data available so I'm wondering if I ought to use that for backtests instead?
Anything else I should check to be on the safe side? Thx again
You will get identical results if you're using the same data and have configured everything else ehe same way, like...
- All the Backtest Preferences
- Order of Historical Providers
- Checked Event Providers
- Markets & Symbols (if modified)
- Preferences > Trading > Max Risk % indicator (if using Max Risk % sizing)
- Strategy Settings
>> Filter Pre/Post
>> Advanced Settings
>> Position Sizing and all the "Max" settings
- All the Backtest Preferences
- Order of Historical Providers
- Checked Event Providers
- Markets & Symbols (if modified)
- Preferences > Trading > Max Risk % indicator (if using Max Risk % sizing)
- Strategy Settings
>> Filter Pre/Post
>> Advanced Settings
>> Position Sizing and all the "Max" settings
Many thanks - v useful checklist. Will go through it line by line
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