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NetTecture

NinjaTrader - Do Not Trust Backtest Results.

By NetTecture, in Automated Trading

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NetTecture    10

NetTecture
Posted

Yes, crazy, but they are essentially random. Days will be missing in backtests without a warning, as it seems.

 

My team has documented the behavior at

 

http://www.trade-robots.com/blog/ninjatrader-so-good-that-backtest-results-are-random

 

There are sitautions where you can execute the same backtest on 3 machines and get different results. Results that even differ between executions.

 

Same strategy, same settings, same timeframe, 2 backtest = 2 results.

 

For anyone trying to come up with a good strategy this is a critical bug.

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