Irreproducible results in strategy tester

 

Hi,

During strategy testing, results appear that are either really good, or very much into the negative. But when I try to run their parameters standalone, the outcome is completely different, not even close.

I observed this on Zen 2 and Zen 4 based CPUs as well, not sure if it is caused by the hardware itself.

Also the standalone tests show the same result, across different PCs.

Anybody else experienced anything similar?

 
Daniel Molnar:

Hi,

During strategy testing, results appear that are either really good, or very much into the negative. But when I try to run their parameters standalone, the outcome is completely different, not even close.

I observed this on Zen 2 and Zen 4 based CPUs as well, not sure if it is caused by the hardware itself.

Also the standalone tests show the same result, across different PCs.

Anybody else experienced anything similar?

without showing any code, what do you expect from us? This is a technical forum where code is primarily the topic of most threads.

and as the moderators often say, "we can not see your screen", "we can not read your mind", and my fav "our crystal balls are broken and cracked".

without seeing code, we can only assume and tell you that your code is most likely the cause.

Suggestion, debug your code. even if the compiler shows 0 errors, always use debugger. If you dont know what that is, then, just do a search of this website; there are several threads with discussion on it.

 
Daniel Molnar:

Hi,

During strategy testing, results appear that are either really good, or very much into the negative. But when I try to run their parameters standalone, the outcome is completely different, not even close.

I observed this on Zen 2 and Zen 4 based CPUs as well, not sure if it is caused by the hardware itself.

Also the standalone tests show the same result, across different PCs.

Anybody else experienced anything similar?

How did you test ?

 
Michael Charles Schefe #:

without showing any code, what do you expect from us? This is a technical forum where code is primarily the topic of most threads.

and as the moderators often say, "we can not see your screen", "we can not read your mind", and my fav "our crystal balls are broken and cracked".

without seeing code, we can only assume and tell you that your code is most likely the cause.

Suggestion, debug your code. even if the compiler shows 0 errors, always use debugger. If you dont know what that is, then, just do a search of this website; there are several threads with discussion on it.

If you ask anybody on the street could have said this.

 
Lorentzos Roussos #:

How did you test ?

Normal way, real ticks, no delay, using avx 512 on Zen 4 (Windows 11) and AVX 2 on Zen 2 (Windows 10). There are no gaps in the history data for the selected interval.

Base currency of the symbol matches the account currency.

 
Daniel Molnar #:

Normal way, real ticks, no delay, using avx 512 on Zen 4 (Windows 11) and AVX 2 on Zen 2 (Windows 10). There are no gaps in the history data for the selected interval.

Base currency of the symbol matches the account currency.

tick data is from broker? or from mq demo?

 
Michael Charles Schefe #:

tick data is from broker? or from mq demo?

how can you tell ?

 
Lorentzos Roussos #:

how can you tell ?

i thought it was a question, or 2 questions made to the op.

 
Michael Charles Schefe #:

i thought it was a question, or 2 questions made to the op.

yes but how can you tell if the tick data is from mq or the broker ?

 
Lorentzos Roussos #:

yes but how can you tell if the tick data is from mq or the broker ?

asking the broker if they get the data from mq. Which as many of us know is full of corrumptions and gaps which have the result of strategy tester creating virtual ticks/prices; not real.

 
Daniel Molnar #:

If you ask anybody on the street could have said this.

with little details that you gave in your original post, then, how can you expect any more detailed response? Show your strategy tester log. even if you only show 1 of them, it could show us the problem.

Suggestion: did you delete all of your files from tester folder and re download them again? Sometimes an update of the OS can cause corruption to the tick data.