Inconsistency in backtesting
Author: aleehatami
Creation Date: 11/26/2009 6:38 PM
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aleehatami

#1
2 things I have noticed in Wealthlab Pro

1) When I run a strategy for the first time to back test it, it doesn't give me the same results. The first result would be say $1000 profit, then the 2nd result $5000 and then it would stick.

2) If I back test a stock like BAC from 9-1-09 to 10-1-09 I get no trade results from my strategy. But If I back test it from 03-1-09 to 10-1-09 I get 2 trades in the middle of September. This should not make a difference in my strategy since it basically only involves moving averages. Unless the moving average changes from a 1 month period to a 7 month period? It shouldn't right? A 10-day moving average on a daily time frame on a stock is the same between two different periods right?

Thanks for your help. This is driving me crazy.
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Eugene

#2
1 - Wealth-Lab 5 Wiki FAQ, please scroll down to Every time I run a Strategy I get a different result
2 - The data loading settings together with the start of the main (trading) loop play a big role. In your strategy, on which bar does the trading loop start?
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aleehatami

#3
Thanks Eugene. I fixed it!
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