Home > Articles > Volume 44 (2026) > Chapter 1 (January 2026) > Stocks & Commodities V. 44:01 (37, 40): Algo Q&A by Kevin J. Davey

Stocks & Commodities V. 44:01 (37, 40): Algo Q&A by Kevin J. Davey

Stocks & Commodities V. 44:01 (37, 40): Algo Q&A by Kevin J. Davey
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Algo Q&A by Kevin J. Davey

TWO STRATEGY BACKTESTS, TWO DIFFERENT RESULTS. WHY?

I ran a strategy on crude oil futures with data from TradeStation. It looked great. Then I ran the same strategy with data from IQFeed and the strategy looked a lot worse. Can you explain?

There could be a couple of different things going on here, so let’s dig in ...




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