I'm testing the exact same strategy on two different computers, but they're not taking the same trades. Why would this be?

The strategies were trained separately on their respective computers, but they were trained simultaneously using the same data, and they're using the same broker and internet connection.

Look at some files between the two computers to see what may be different:

I would look at:
all .par files --> are they the same content on both PCs?
the .fac file, if you are using it
the Assets.dta file for your used assets (spread simulation info)
the .bar files --> check file sizes

If the strategy is the same and the broker is the same... then technically you can make the .par, .fac, .bar and Assets.dta files all the same and then you should get identical results

Thanks, will look through all that. But what I'm ultimately curious about is, since they were trained separately, but on the same data, could the separate training result in different .par files?

No, computers always produce the same result when getting the same script and data.

Ok, I checked the .par files and they are the same. There are no .fac files. And the .bar files are all the same size and were updated at the same time on the same day. However, I did notice some discrepancies/oddities with the Asset.dta files:

1) all the currency pairs in the different Asset.dta files had different Prices. Would this affect the trades taken?

2) on one of the computers the Asset.dta lists GBP/USD Price as "1.37885", which is actually the EUR/USD Price in the same file. However, none of the computers took a GBP/USD trade.

3) on another computer the Asset.dta lists USD/JPY Price as "43.633", which is obviously wrong. This computer took USD/JPY trades, but so did a computer with a correct Price, whereas the other two computers with correct prices did not.

4) this same Asset.dta file also lists USD/JPY Spread as 0.00774, whereas the other Asset.dta files list it as 0.019 and 0.018.

5) two of the Asset.dta files list EUR/USD Spread as 0.00021 and the other two list it as 0.00020, but one of each of the computers (i.e. one with Spread 0.00021 and one with Spread 0.00020) took EUR/USD trades, whereas the other two didn't, so the Spread difference doesn't seem like the cause.

6) also, on one of the systems that had no anomalies in its Asset.dta file, I get this error message:



I understand that the message tells me that the stop is either too high, low or on the wrong side, but considering the stop = 5*ATR(20) on the 4-hour chart, I can't see how this can cause an invalid stop. Is there a way to know for which asset this was? What does the number "5.9028" refer to? It's obviously not a valid price for any asset.

7) I'm also getting strange entries on another system that has no anomalies in its Asset.dta file:



The first strange thing is that the target was supposedly hit @ 97.31 on the JPY/USD, but price is nowhere near that.

The second strange thing is that it took a USD/JPY @ 1.3786, which is actually the EUR/USD price.

So, obviously there's a whole bunch of stuff out of order with these systems. What can I do to get everything in order? Should I re-install Zorro and retrain the systems? But I'd like to know what may have caused this and how to avoid it when I go through the process again.

(BTW, I didn't train any of these on a weekend. I trained them on Wednesday.)

The content of Assets.dta can not affect your trading.

But different brokers and accounts do. You can get very different results with leverage 1:100, compared with leverage 1:10, for instance.

Wrong prices are normally a sign that you did something evil with a MT4 connection. Either you edited the assets name conversion function in a wrong way, or you modified the MT4 chart while its EA was live trading. Check the "Remarks" in the manual about what to do and what not to do with the MT4 bridge. -> http://manual.zorro-trader.com/mt4plugin.htm .

Tampering with a live trading chart will be detected by the next version of the MT4 bridge, and will then terminate trading. But not all problems, such as a wrong conversion function, can be detected.

Thanks, I think tampering with the charts must have been the culprit. Would tampering with the charts also cause the strange numbers I got in the Assets.dta files, i.e. GDP/USD price list the EUR/USD price, USD/JPY price @ 43.633, etc.

Yes, Assets.dta stores the current prices. If the prices are wrong due to a problem with the bridge, the Assets.dta content is also wrong.