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Rick,
I am pretty sure that there was either difference in the
settings or difference in the data (maybe you explore
real time data?) or a difference in the range.
You also don't list entire formula so it is hard to say
anything about it.
For example I noticed that BSSC values differ but the formula
for BSSC is not provided.
Best regards,Tomasz
Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=RickParsons@xxxx
href="">Rick Parsons
To: <A title=amibroker@xxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, April 24, 2002 8:45
PM
Subject: [amibroker] Explore results
differ
Attached is a
Explore 1.xls file. This is the result of exporting the data from the AA
grid given by the code shown below.
<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 color=#0000ff
size=2>
Whenran the
explore the first time, I got the results in found in "Explore 1"
tab.
<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 shown
under the "Explore 2" Tab.
<FONT color=#0000ff
size=2>
Icannot
understand why I am getting two different "Explore" results using the same
code, the same watchlist and N=1.
<FONT color=#0000ff
size=2>
<FONT color=#0000ff
size=2>Thanks,
<FONT color=#0000ff
size=2>Rick
<FONT color=#0000ff
size=2>
<FONT color=#0000ff
size=2>
<FONT color=#0000ff
size=2>
<FONT
face="Comic Sans MS" color=#0000ff size=2>
AveVol = MA((V * 100),
30);
AddColumn(BSSC, <FONT
color=#ff00ff>"BSSC",1.0);<FONT
color=#0000ff>
AddColumn(C, <FONT
color=#ff00ff>"Close",<FONT
color=#ff00ff>1.2);
AddColumn(AveVol, <FONT
color=#ff00ff>"30 Vol",<FONT
color=#ff00ff>1.0);
AddColumn(Buyline, <FONT
color=#ff00ff>"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;<FONT
color=#0000ff>
AddColumn(MaxCdd,<FONT
color=#ff00ff>"MaxCdd",<FONT
color=#ff00ff>1.2);
AddColumn(ANN,<FONT
color=#ff00ff>"ANN",1.2);<FONT
color=#0000ff>
AddColumn(UPI,<FONT
color=#ff00ff>"UPI",1.3);<FONT
color=#0000ff>
AddColumn(ANN/MaxCdd,<FONT
color=#ff00ff>"ANN/dd",1.3);<FONT
size=1>
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