The results of the backtesting optimation are different...

[thomas2004ch]

Hi TickStory,

These days I do backtesting optimation and I use the model of "Open prices only..." But I find the results are different. The first time I got the results are different when I do the second time. Is this normal?

Thomas

[tickstory]

Hi Thomas,

It's possible for various reasons. The most common would be that your "spread" value has been set to "broker" which means the spread will vary each time you press 'Back-test'.
For other potential causes, you'll need to analyze your results to see what is changing each time.

Thanks.