I created an ASCII data set by dumping data from an existing symbol using the script file provided elsewhere in the WL site, and then importing via Data Manager. I get different results when I run my strategy on the original symbol versus on the dumped/imported symbol. The strategy does not have any Preferred Values. I have confirmed that all of the parameter values, time/date scale/range, etc. are identical when switching between symbols. I can see the difference in performance just by clicking on one symbol and then the other. I am using fixed profit mode.

I have looked at the strategy XML file and notice that it does include the original pre-dump DataSet name and symbol. My strategy code is quite long, but there is nothing in it that is symbol-specific.

Visual inspection of the price charts for the original and dumped/imported symbols shows them to be, at least visually, identical. I can, however, observe slight differences in my indicator data series between the two symbols.

Any ideas as to what might cause this?

I guess it's about rounding values of type double and loss of precision as the result. Your system is robust enough to not worry about those minor differences, right?