I have been running some Rolling tests in Screener for the past several weeks and comparing the results on a relative basis. Starting yesterday, I couldn’t reproduce old results ran over the same parameters in recent days. 18% returns are now 15%. As part of my troubleshooting, were there are any major back office software changes over the last 48 hours? If not, I may be back to square 1. Thanks.
do you have slippage set? What’s the screen? Might be related to this Future prices now return NA if they do not exists
We resolved a problem. Not sure it’s related. If still seems wrong please provide more specifics. Thanks