Same strategy, same data flow but different results

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MAZINGUER
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Same strategy, same data flow but different results

Postby MAZINGUER » 04 Apr 2018

Hello,
I have created a signal, and I am applying it to the same symbol, with the same TF, same data history, same parameters in the signal ... in the TS platform and in the Multicharts platform ...using the data flow of TS on the Multicharts platform
However, the results of both platforms are enormously different and I do not understand why.
Can someone illuminate me about this?
thanks

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TJ
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Re: Same strategy, same data flow but different results

Postby TJ » 04 Apr 2018

Hello,
I have created a signal, and I am applying it to the same symbol, with the same TF, same data history, same parameters in the signal ... in the TS platform and in the Multicharts platform ...using the data flow of TS on the Multicharts platform
However, the results of both platforms are enormously different and I do not understand why.
Can someone illuminate me about this?
thanks

Please describe "different". We can't read your mind, and don't know what is your problem.

Screenshots?

MAZINGUER
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Re: Same strategy, same data flow but different results

Postby MAZINGUER » 04 Apr 2018

Forgive TJ .......how can I attach images or screenshots?

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Re: Same strategy, same data flow but different results

Postby MAZINGUER » 04 Apr 2018

See if it has been attached as pdf
Attachments
Diferencia Resultados.pdf
(346.23 KiB) Downloaded 126 times

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Re: Same strategy, same data flow but different results

Postby MAZINGUER » 04 Apr 2018

I enclose the performance report, that perhaps the differences are better observed there.
As I said, same signal, same historical period, same data source, same parameters for the signal ... but ... very different results
Attachments
Diferencia Performance.pdf
(360.63 KiB) Downloaded 134 times

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Re: Same strategy, same data flow but different results

Postby MAZINGUER » 04 Apr 2018

Also in the Performance report of Multicharts, the equity curve does not match the data in the report
I do not know what I'm doing wrong

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TJ
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Re: Same strategy, same data flow but different results

Postby TJ » 04 Apr 2018

Also in the Performance report of Multicharts, the equity curve does not match the data in the report
I do not know what I'm doing wrong

You can begin by describing one specific problem -- take ONE example trade, with specific BUY/SELL triggers, fills, and describe what do you think is wrong.

If this is a coding problem, please post your codes.

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Re: Same strategy, same data flow but different results

Postby MAZINGUER » 04 Apr 2018

You can begin by describing one specific problem -- take ONE example trade, with specific BUY/SELL triggers, fills, and describe what do you think is wrong.
Thanks TJ

I'll try to do that, but I do not know. The truth is that the same configuration of the signal for the same data flow should give similar results. In addition, the Multicharts equity curve does not correlate with the performance report

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TJ
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Re: Same strategy, same data flow but different results

Postby TJ » 04 Apr 2018

You can begin by describing one specific problem -- take ONE example trade, with specific BUY/SELL triggers, fills, and describe what do you think is wrong.
Thanks TJ

I'll try to do that, but I do not know. The truth is that the same configuration of the signal for the same data flow should give similar results. In addition, the Multicharts equity curve does not correlate with the performance report

The problem could one of many factors... it could be GIGO garbage in garbage out, it could be a timing problem, it could be a language difference, it could be a backtest magnifier difference, it could be an IOG difference, it could be a host of other things. That's why you need to start with ONE example.

MAZINGUER
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Re: Same strategy, same data flow but different results

Postby MAZINGUER » 04 Apr 2018

The problem could one of many factors... it could be GIGO garbage in garbage out, it could be a timing problem, it could be a language difference, it could be a backtest magnifier difference, it could be an IOG difference, it could be a host of other things. That's why you need to start with ONE example.
Well, I'll continue to investigate to see if I can find it
Thanks TJ


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