tedb
December 13, 2016, 3:32pm
1
Beginning after market close today (3pm CST, Dec 15) and through Friday we’ll be using a new version of our server software.
You should not notice any significant differences. Rolling Tests will run slower (2x to 3x slower) during this testing period.
We apologize for any inconvenience.
I’m getting weird results. I’ll run the same backtest twice on a screener and get two different results.
tedb
December 15, 2016, 8:49pm
4
yuvaltaylor,
can you give us some details (which screen, what period)?
thanks
Well, it doesn’t seem to be happening anymore. It was a screener called “testing 2” and the period was the last 15 years.
The universes seems to be broken - we’re only getting 100 stocks where we usually get thousands.
marcc
December 16, 2016, 11:35am
7
Same problem…is this being worked on almost my with the Compustat problem?
tedb
December 16, 2016, 2:23pm
10
davidoakdale,
What specific issues are you seeing?
ted
Am only seeing 100 stocks in rank universe
Sorry, we’re having problems replicating this. Are you seeing this problem in rank output or with a universe that’s using ranking?
Actually, can you post a link to the system where you’re seeing the problem?
davidbv
December 16, 2016, 3:26pm
13
aschiff
December 16, 2016, 3:35pm
14
Thanks for raising the issue. I will look into it and patch it ASAP.
I do not know if what I am going to say is pertinent to this issue, but now I have just re run some of my sim, and some of them have their performance dropped not a little…I just re run without changing anything.
Is this happening to anyone of you?
Fabio