Consistency Issue running WFO on NT7 (CQG feed - 15min time based chart)

February 23rd, 2017, 06:25 PM

Hello,

I have an issue that i can't understand that drives me crazy...
My problem is with the Walk Forward Optimization (WFO) on NT7, 15min based chart.

When I run the WFO on the exact same period, the exact same parameters, etc, i get significant different performances from a day to another...

So for example, yesterday I run the WFO and get a 1.3 Profit Factor but today, using the exact same conditions, Profit Factor is 0.8. and results are different..
How is that possible???

the problem is not the difference between live data and historical data. The problem is purely a consistency issue with historical data...

Your help would be highly appreciated.

February 23rd, 2017, 06:47 PM

I just noticed that when i open the Output Window i have thousand of lines like this:

**NT** An Enter() method to submit an entry order at '21-Nov-16 04:15:00' has been ignored. Please search on the term 'Internal Order Handling Rules' in the Help Guide for detailed explanation.
**NT** An Enter() method to submit an entry order at '22-Nov-16 04:45:00' has been ignored. Please search on the term 'Internal Order Handling Rules' in the Help Guide for detailed explanation.
**NT** An Enter() method to submit an entry order at '01-Dec-16 03:00:00' has been ignored. Please search on the term 'Internal Order Handling Rules' in the Help Guide for detailed explanation.
...........................etc............

Any idea what is wrong here?

Consistency Issue running WFO on NT7 (CQG feed - 15min time based chart)

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Consistency Issue running WFO on NT7 (CQG feed - 15min time based chart)