Hi team,

This is to follow up on

https://www.quantconnect.com/forum/discussion/11200/backtest-result-started-changing-for-all-of-the-old-backtests

 . I have attached a simplified version of the backtest. Overall the algo select the top 200 adv and then select the top 100 RevenueGrowth and finally select the top 5 momentum. It's currently selecting X, RMBS, SIRI, JNPR, QCOM on 2004-02-27 while it used to select X, RMBS, SIRI, MOT, JNPR in the old backtests (I cannot attach the old backtest as it contains the full code). Could someone help me take a look ? Any help is greatly appreciated.

Thanks,

Quan

Author