Different backtest results due to different amount of bars loaded
Author: Tims
Creation Date: 2/23/2019 12:18 AM
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Tims

#1
Hello, today I was running WLP on two different machines one a 64bit PC and the other a 32bit PC. When running the exact same strategy with the exact same parameters, position sizes and date range on both machines they produced different results. When looking further into it the 32bit PC was not giving the correct amount of bars. For the most recent one year of data it was only using 58 bars. With every date range it was not using the corrert amount of bars on the 32bit Machine. What might cause something like this and how is it to be fixed? It only happened on one strategy and with another there was no problem. Thank you.
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Eugene

#2
Hello,

I was about to give you the following instructions: "Same system with the same DataSet produces different performance results" but it looks like we're not ready even for this yet.

Despite that your problem description contains some clues there's not enough detail to tell what goes wrong - and for now if it's wrong at all. So let's collect more information:

1. In the first place, how exactly do you determine that "it (what?) was only using 58 bars"? Re: "it", what tool are you using, Strategy window or Strategy Monitor? Step by step please.
2. What data provider and symbol is this? Or maybe multiple symbols or any given symbol?
3. What exactly do you mean by saying that just one particular Strategy is affected?

P.S. When creating a forum topic, giving it a meaningful and descriptive name really helps finding it. Compare "Different backtest results due to different amount of bars loaded" to the bleak and labeling "WealthLab Pro 6.9.19.0 Bar Error". Most everyone here uses "WealthLab Pro 6.9.19.0" so that superfluous. And where's the error? I don't see any error message.
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Cone

#3
QUOTE:
What might cause something like this

Data Scale was different. Daily and one machine, Weekly on the other for example. If you were running a range from 1/1/2018 to 2/15/2019, the last bar number just happens to be 58 (which is actually 59 chart bars since the first bar number is 0).
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Tims

#4
Thank you for your response. I do not have the other machine with me to verify that it was not on the weekly or daily scale that was causing the problem, I will verify this next week.

1. I was using the Strategy window for both machines and getting different amounts of bars between them.
2. I was using Fidelity as the provider on SOXL.
3. I was able to open a different Strategy on both machines and get identical results.

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Eugene

#5
Cone's insight looks reasonable. Since you're able to open a different Strategy, this is not SOXL's broken data. But Weekly might have been saved with that Strategy - see Preferences > Advanced Options > Save the following items... > Data Scale checked.
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