Discrepancies in backtesting

[arieal]

Hi Jason
25. There are discrepancies when running a backtest ex. yesterday Jan. 18 at end of day and today Jan. 19 for the yesterday's chart.
My efs (on a YM 135 tick chart) generates a signal when the closing price of a candle crosses a Moving Average.
I did run my efs in backtest, yesterday at end of day and I printed the results.
I did run my efs again today at end of day, in backtest mode, and the results for yesterday's chart are different.
The cross is done at different candles.
This might be as a result of the Moving Average calculation?
But more disturbing is that the same candle, let's say YM candle opened yesterday at 10.58 at 10,583, and today's backtest run of yesterday showed the same candle opening at 10,586.
Thanks for any help
Arie

[eSignal_JasonK]

Hello Arie,

This can happen because of the difference in the initialization of where the bars begin building using tick intervals. The historical bars' OHLC data for tick intervals are not stored on the servers, they are built locally while the chart loads. The exact tick of the first bar in your chart determines the OHLC information for the rest of the bars in the chart. So unless your chart started with the same trade yesterday as today you could see some slight differences the the bars data, which can create the difference in the two back test results you're seeing.