I have the same thing running on a Pentium III vs. a Pentium 4. I am assuming (as in blind guess) that it is related to floating point rounding between the CPUs.
All it takes is a very tiny difference to send cascading changes in later results. The taking or leaving of a single trade will impact the fitness function which in turn will dictate the parameters for the next out of sample period. Mike --- In [email protected], "jacklweinberg" <jacklweinb...@...> wrote: > > Question: > How is it possible for a walkforward test to produce different results on two > different computers? > Background: > 1. AB program, database, system, watchlist, walkforward settings etc. are on > a usb key that is moved from one computer to another. > 2. Before the walk forward test, the same walkforward settings file is > loaded. The same system is executed. The results are also put into the same > usb key. > > Why do two different computers produce different results? (and strangely > enough, very different results!) >
