Hi everyone, I'm using one desktop PC (older) for trading and in general. The other desktop PC (newer build) is very similar in regards to performance, but it runs faster, as I'm not doing much else with it, but developing my strategies. Then, once considered for trading I send the strategy to the old PC.
I just recently noticed that upon running such a strategy on the old PC, that the backtest results are different to the backtest results on the newer PC, where the strategy has been build, developed and optimised. (so far all results are worse on the old PC than on the one they are "born")
So i started manually trying to make the two systems identically. What I did so far:
1. compare all extensions and versions (now identical)
2. compare all settings in "preferences" (now identical) [Chart, Data, Backtest, Trading, aso]
3. compare all Data Sets and update Data sets on both machines (now identical) [ Data sets, Historical Provider, Event Provider aso all identical settings now] [it is maybe worth mentioning that the issue also aplies on startegies which are using build-in WL-Datasets]
Unfortunately my efforts only made small "improvements", meaning, the differences bacame lessr, but still peak at around 8-10% in difference, depending on the time frame of the backtest. (the longer, the bigger the difference in general)
I have not overwritten or copied any WL folders from one to another computer, as I do not know, where to begin, what to delete on which machine and so on. Also, how do I know beforehand doing such, which one of my computers does deliver the more realistic backtest results? I certanly would like to keep the one version for both machines that represents the more realistic backtest results.
Anyone any ideas on how this can be solved.
Thank you very much.
I just recently noticed that upon running such a strategy on the old PC, that the backtest results are different to the backtest results on the newer PC, where the strategy has been build, developed and optimised. (so far all results are worse on the old PC than on the one they are "born")
So i started manually trying to make the two systems identically. What I did so far:
1. compare all extensions and versions (now identical)
2. compare all settings in "preferences" (now identical) [Chart, Data, Backtest, Trading, aso]
3. compare all Data Sets and update Data sets on both machines (now identical) [ Data sets, Historical Provider, Event Provider aso all identical settings now] [it is maybe worth mentioning that the issue also aplies on startegies which are using build-in WL-Datasets]
Unfortunately my efforts only made small "improvements", meaning, the differences bacame lessr, but still peak at around 8-10% in difference, depending on the time frame of the backtest. (the longer, the bigger the difference in general)
I have not overwritten or copied any WL folders from one to another computer, as I do not know, where to begin, what to delete on which machine and so on. Also, how do I know beforehand doing such, which one of my computers does deliver the more realistic backtest results? I certanly would like to keep the one version for both machines that represents the more realistic backtest results.
Anyone any ideas on how this can be solved.
Thank you very much.
Rename
A couple of weeks ago I asked the question of how do I transfer / move / duplicate my setup to a new computer.
I used the following from Cone, here is the link to my post. Hope it helps. But for me it was a perfect copy that I have been using while traveling in Greece the last month.
https://www.wealth-lab.com/Discussion/Transfer-WL8-to-a-new-computer-12421
I used the following from Cone, here is the link to my post. Hope it helps. But for me it was a perfect copy that I have been using while traveling in Greece the last month.
https://www.wealth-lab.com/Discussion/Transfer-WL8-to-a-new-computer-12421
Differences are a result of different settings and/or data. That's it. If you follow the procedure above ^^^ you'll have all the same settings and data - at least initially.
To stay completely in sync you need to put your WealthLab data folder on a network drive to share it, and then File > Set Data Folder Location. However, even doing this, if you make changes in Preferences on one machine, you'll be immediately out of sync again until all instances of WL are shut down and restarted.
To stay completely in sync you need to put your WealthLab data folder on a network drive to share it, and then File > Set Data Folder Location. However, even doing this, if you make changes in Preferences on one machine, you'll be immediately out of sync again until all instances of WL are shut down and restarted.
Thank you @emartin197 and @Cone for your replies.
Atm. and after your explanations I'm not bothered as much anymore looking at two different results for one strategy. Either one of them will be closer to real results when trading live.....
I will use above explanation to sync the two versions to one, after I have figured out if I'll continue using 2 computers.
Thank you. Have a great weekend.
Atm. and after your explanations I'm not bothered as much anymore looking at two different results for one strategy. Either one of them will be closer to real results when trading live.....
I will use above explanation to sync the two versions to one, after I have figured out if I'll continue using 2 computers.
Thank you. Have a great weekend.
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