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<SPAN
class=928301414-09102003>have you checked if there are important differences in
the actual trades? I assume, since you're comparing the results, that
you're not using any portfolio features that you *want* to make it behave
differently in that mode, right?
<SPAN
class=928301414-09102003>
<SPAN
class=928301414-09102003>one reason I ask about the actual trades is that while
working on portfolio-based systems recently, I've noticed what may be some
strange sell behavior, or rather lack of sells. it's come up in a pretty complex
environment, and I'm not 100% certain my code isn't causing it in some way, but
I haven't seen how it is, yet. I sent in a possible bug report about it and
haven't heard back, probably because it's not a simple, easy to isolate
situation that would have been easy to confirm or explain
away.
<SPAN
class=928301414-09102003>
<SPAN
class=928301414-09102003>for example, one system switching on fairly fast
indicators showed some holdings lasting multiple years. I can see on the
charts that the relevant indicators crossed their thresholds many times, without
generating a sell. also, the system had a 30% stop loss in place, that likewise
didn't sell. I discovered this while investigating some trades with
uncharacteristically large losses, like 87%. sometimes things like that do
happen if a stock breaks really quickly through your stop, but here, the losses
occurred over a very long period. the expected sells never occurred, neither
from my indicator-based code nor from the stop loss.
<SPAN
class=928301414-09102003>
<SPAN
class=928301414-09102003>as I said, I wrote <A
href="">bugs@xxxxxxxxxxxxx about this; hopefully
I'll hear back at some point.
<SPAN
class=928301414-09102003>
<SPAN
class=928301414-09102003>dave
<BLOCKQUOTE
>I'm
playing with some simple ideas right now, and I find that I amgetting
dramatically different test results from the regular backtester and the
new portfolio back tester. I realize the latter is abeta while the
former is not, however the former is showing a niceprofit on the report
summary, while the latter is showing a loss.Anyone else getting
conflicting results like that? Shouldn't themoney totals be the
same?Yuki
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