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I had setting set to N=1 and the "Apply To" filter was set to a watchlistof specific stocks.
When ran the explore the first time, I got the results in found in "Explore1" tab.
After I ran a backtest using a one year date range on the watchlist, I ran explore again on the same watchlist using N = 1. The results are different and shown under the "Explore 2" Tab.
I cannot understand why I am getting two different "Explore" results using the same code, the same watchlist and N=1.
Thanks,
Rick
AveVol = MA((V * 100), 30);
AddColumn(BSSC, "BSSC",1.0);
AddColumn(C, "Close",1.2);
AddColumn(AveVol, "30 Vol",1.0);
AddColumn(Buyline, "Trigger",1.0);
Filter = 1;
Eq=Equity();
Per = 252;
Per2 = 40;
Cdd = (HHV(Eq,Per2) - Eq)/HHV(Eq,Per2);
MaxCdd = HHV(Cdd,252)*100;
R2 = (Sum(Cdd*Cdd,Per))/Per;
UI = 100*sqrt(R2);
Gain = Eq/Ref(Eq,-Per);
ANN = 100 * ((Gain^(252/Per)) - 1);
UPI = (ANN - 0.054)/UI;
AddColumn(MaxCdd,"MaxCdd",1.2);
AddColumn(ANN,"ANN",1.2);
AddColumn(UPI,"UPI",1.3);
AddColumn(ANN/MaxCdd,"ANN/dd",1.3);
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<DIV><SPAN class=440222518-24042002><FONT color=#0000ff size=2>Attached is a
Explore 1.xls file. This is the result of exporting the data from theAA
grid given by the code shown below.</FONT></SPAN></DIV>
<DIV><SPAN class=440222518-24042002><FONT color=#0000ff
size=2></FONT></SPAN> </DIV>
<DIV><SPAN class=440222518-24042002><FONT color=#0000ff size=2>I had setting set
to N=1 and the "Apply To" filter was set to a watchlist of specific
stocks.</FONT></SPAN></DIV>
<DIV><SPAN class=440222518-24042002><FONT color=#0000ff
size=2></FONT></SPAN> </DIV>
<DIV><SPAN class=440222518-24042002><FONT color=#0000ff size=2>When ran the
explore the first time, I got the results in found in "Explore 1"
tab.</FONT></SPAN></DIV>
<DIV><SPAN class=440222518-24042002><FONT color=#0000ff
size=2></FONT></SPAN> </DIV>
<DIV><SPAN class=440222518-24042002><FONT color=#0000ff size=2>After I ran a
backtest using a one year date range on the watchlist, I ran explore again on
the same watchlist using N = 1. The results are different and shownunder
the "Explore 2" Tab.</FONT></SPAN></DIV>
<DIV><SPAN class=440222518-24042002><FONT color=#0000ff
size=2></FONT></SPAN> </DIV>
<DIV><SPAN class=440222518-24042002><FONT color=#0000ff size=2><U>I cannot
understand why I am getting two different "Explore" results using the same code,
the same watchlist and N=1.</U></FONT></SPAN></DIV>
<DIV><SPAN class=440222518-24042002><FONT color=#0000ff
size=2></FONT></SPAN> </DIV>
<DIV><SPAN class=440222518-24042002><FONT color=#0000ff
size=2>Thanks,</FONT></SPAN></DIV>
<DIV><SPAN class=440222518-24042002><FONT color=#0000ff
size=2>Rick</FONT></SPAN></DIV>
<DIV><SPAN class=440222518-24042002><FONT color=#0000ff
size=2></FONT></SPAN> </DIV>
<DIV><SPAN class=440222518-24042002><FONT color=#0000ff
size=2></FONT></SPAN> </DIV>
<DIV><SPAN class=440222518-24042002><STRONG><EM><FONT color=#0000ff
size=2></FONT></EM></STRONG></SPAN> </DIV>
<DIV><SPAN class=440222518-24042002><FONT size=1><STRONG><EM><FONT
face="Comic Sans MS" color=#0000ff size=2></FONT></EM></STRONG> </DIV>
<DIV></FONT><FONT color=#0000ff size=2>AveVol = MA((V * 100),
30);</FONT></DIV><FONT color=#0000ff>
<DIV><FONT size=2>AddColumn</FONT></FONT><FONT size=2>(BSSC, <FONT
color=#ff00ff>"BSSC"</FONT>,<FONT color=#ff00ff>1.0</FONT>);</FONT></DIV><FONT
color=#0000ff>
<DIV><FONT size=2>AddColumn</FONT></FONT><FONT size=2>(C, <FONT
color=#ff00ff>"Close"</FONT>,<FONT color=#ff00ff>1.2</FONT>);</FONT></DIV><FONT
color=#0000ff>
<DIV><FONT size=2>AddColumn</FONT></FONT><FONT size=2>(AveVol, <FONT
color=#ff00ff>"30 Vol"</FONT>,<FONT color=#ff00ff>1.0</FONT>);</FONT></DIV><FONT
color=#0000ff>
<DIV><FONT size=2>AddColumn</FONT></FONT><FONT size=2>(Buyline, <FONT
color=#ff00ff>"Trigger"</FONT>,<FONT color=#ff00ff>1.0</FONT>);</FONT></DIV>
<DIV><FONT color=#0000ff size=2>Filter</FONT><FONT color=#0000ff size=2> =
1;</FONT></DIV>
<DIV><FONT color=#0000ff size=2>Eq=Equity();</FONT></DIV>
<DIV><FONT color=#0000ff size=2>Per = 252;</FONT></DIV>
<DIV><FONT color=#0000ff size=2>Per2 = 40;</FONT></DIV>
<DIV><FONT color=#0000ff size=2>Cdd = (HHV(Eq,Per2) -
Eq)/HHV(Eq,Per2);</FONT></DIV>
<DIV><FONT color=#0000ff size=2>MaxCdd = HHV(Cdd,252)*100;</FONT></DIV>
<DIV><FONT color=#0000ff size=2>R2 = (Sum(Cdd*Cdd,Per))/Per;</FONT></DIV>
<DIV><FONT color=#0000ff size=2>UI = 100*sqrt(R2);</FONT></DIV>
<DIV><FONT color=#0000ff size=2>Gain = Eq/Ref(Eq,-Per);</FONT></DIV>
<DIV><FONT color=#0000ff size=2>ANN = 100 * ((Gain^(252/Per)) - 1);</FONT></DIV>
<DIV><FONT color=#0000ff size=2>UPI = (ANN - 0.054)/UI;</FONT></DIV><FONT
color=#0000ff>
<DIV><FONT size=2>AddColumn</FONT></FONT><FONT size=2>(MaxCdd,<FONT
color=#ff00ff>"MaxCdd"</FONT>,<FONT color=#ff00ff>1.2</FONT>);</FONT></DIV><FONT
color=#0000ff>
<DIV><FONT size=2>AddColumn</FONT></FONT><FONT size=2>(ANN,<FONT
color=#ff00ff>"ANN"</FONT>,<FONT color=#ff00ff>1.2</FONT>);</FONT></DIV><FONT
color=#0000ff>
<DIV><FONT size=2>AddColumn</FONT></FONT><FONT size=2>(UPI,<FONT
color=#ff00ff>"UPI"</FONT>,<FONT color=#ff00ff>1.3</FONT>);</FONT></DIV><FONT
color=#0000ff>
<DIV><FONT size=2>AddColumn</FONT></FONT><FONT size=2>(ANN/MaxCdd,<FONT
color=#ff00ff>"ANN/dd"</FONT>,<FONT color=#ff00ff>1.3</FONT>);</FONT><FONT
size=1></DIV>
<DIV></FONT></SPAN> </DIV></BODY></HTML>
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