Why do simulation results change daily

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bsegura
Posts: 32
Joined: Tue Jan 12, 2021 11:56 am

Why do simulation results change daily

Post by bsegura »

Hello:

I noticed that when I run a simulation yesterday I get a certain number of results, but when I run a simulation today - it changes the number of yesterdays results. I would think that yesterdays results would be fixed so that there will always be that number of results on that day regardless of what day in the future you run the scan

Can someone give me an explaination as to why previous results change when running todays scan
Chris White
Posts: 212
Joined: Mon Nov 29, 2010 9:21 pm

Re: Why do simulation results change daily

Post by Chris White »

The probable cause is that symbol lists by default store x years worth of data. As each new day passes, 1 bar gets dropped from the beginning of the data and a new bar added to the end.

When you are setting up a backtest you can 'fix' the data range of a symbol list to include the specific test dates you require.

One way to verify if this is indeed the cause is to compare each trade list produced by the simulation.
tradelist_example.png
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