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In January 30, 2023, I ran a backtest covering 2018-2022. Yesterday, April 30, 2023, I reran the same test with identical code but I got different results. Why might this have happened and should I be worried?
Running the same backtest twice yesterday produced the same results. The algorithm uses daily resolution.
I'm unable to attach the backtest. When I try, I get the following error: Error occurred during the process. If the problem persists, please contact support@quantconnect.com
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Alexandre Catarino
Hi Mike Lin ,
When we run a backtest a couple of months after another, the difference is likely due to different adjusted prices. New adjusted prices occur because of splits and dividends that were factored into the historical prices since the first backtest was executed.
Best regards,
Alex
Yuri Lopukhov
There may be changes in code as well, for example recent update to EMA calculation:Â
Also I recall there was a change to default fill model:
Mike Lin
Thanks both. I actually did use the EMA indicator in my algo. I'll look at that and the adjusted prices.
Mike Lin
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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