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Different Tester Results for Two Computer Using the Same EA input Parameters - page 2

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Ryan L Johnson #:

I believe that drastically slower processing speed combined with no Advanced Vector Extensions would.

Does MT5 use AVX2? I seem to recall seeing that during recent MT5 updates.

Edit:


You believe ? 😂 

I am starting to understand. I am sometimes slow too, let's see if that lead me to different results.

Alain Verleyen #:

You believe ? 😂 

I am starting to understand. I am sometimes slow too, let's see if that lead me to different results.

I believe using the same modelling as the OP would be good for replication. 😂  I don't know what the OP used but Every tick based on real ticks is heavy.
Alain Verleyen #:

You believe ? 😂 

I am starting to understand. I am sometimes slow too, let's see if that lead me to different results.

when i roll my tongue, i make millions in my bts.
Michael Charles Schefe #:
when i roll my tongue, i make millions in my bts.
Does this Gen-Xer even dare to ask what that means? 😑
Ryan L Johnson #:
Does this Gen-Xer even dare to ask what that means? 😑

Since i am also a "Gen-Xer" we should be thinking the similar way :)

Michael Charles Schefe #:
when i roll my tongue, i make millions in my bts.

just means amusement; sarcasm.

But then i can roll my tongue. maybe you cant? :D

Michael Charles Schefe #:

Since i am also a "Gen-Xer" we should be thinking the similar way :)

just means amusement; sarcasm.

But then i can roll my tongue. maybe you cant? :D

Yes, and yes.

Let me beat Alain to the punch here... Please stay on topic. 😁

Let me be clear. 

The Strategy Tester is a computing system that takes "inputs" (data, parameters, settings, trading environment and "EA" ex5), and process all of these to provide some "outputs" (backtest trades and stats).

This can fail to produce the same results due to several possibilities :

  • Different inputs somehow. If the data feed is the same as well as the start/end dates (and other tester parameters), there are still several others possibilities to have different inputs (non-exhaustive list).
  1. The swap has no historical data, the swaps used in the EA are the ones in memory at the time of the backtest. It's not entirely clear what they are and how they are updated, I didn't investigate in depth. The best practice to avoid different results (if the swap can influence the results) is the start the platforms at the same time on both computers, and even to check the swaps to confirm.
  2. The strategy tester allow custom settings by symbol, it's very easy to change a setting then forget it, for each trading time or margin used. This need to be checked.
  • Different processing.
  1. The EA can contain some code that give different results on each run. There are a lot of possibilities, I will not detail that here and now. Most of the time the EA is a black box that people don't want to share.
  2. Then the Strategy Tester itself (let's take it as a whole as "MT5", though in practice there are different parts implied). That's the easy "culprit" though in practice it's rarely the real culprit. It could happens, that what a bug is. Though all the others points needs to be checked and confirmed as "proof-safe" before an MT5 bug can be investigated.
  3. The computers. It happens too, but it's even rarer than MT5 bugs. For example a faulty RAM. But no, no the speed of the CPU or of the computer in general (unless proven otherwise). Cosmic rays are also possible but rarely investigated as a cause of computer issue.
We have dealt with a lot of similar topics on this forum, statistically, once the inputs are checked, the best chance for the reason behind the different results is the EA code (including possible custom indicators used).
Ryan L Johnson #:

Yes, and yes.

Let me beat Alain to the punch here... Please stay on topic. 😁

hahahahahahahahaha
Alain Verleyen #:
The EA can contain some code that give different results on each run.

In that regard, I found some memory leak detection code in the CodeBase:

Code Base

Reporting Memory Leaks in Strategy Tester

Dr Matthias Hammelsbeck, 2023.08.12 12:15

Monitoring of memory leaks in the strategy tester

Alain Verleyen #:


  1. ). Cosmic rays are also possible but rarely investigated as a cause of computer issue.

more or less proven than tongue rolling?
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