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Yuki,
It is NOT surprising at all. It does not have any connection with beta.
There are currently no known problems with regular mode of
porfolio backtester.
Just switch to "Detailed mode"
and you will see that what happens exactly on bar-by-bar basis.
Totals will of course NOT be the same.
You are running SINGLE portfolio while old backtester runs
N-parallel portfolios. With the same initial equity old backtester
effectively has N*(number of symbols) more money than new.
The reason of most differencies is that you have run out of funds
in the backtest or run ouf of max. open positions.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Yuki Taga" <yukitaga@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, October 09, 2003 1:59 PM
Subject: [amibroker] back test versus porfolio back test
> I'm playing with some simple ideas right now, and I find that I am
> getting dramatically different test results from the regular back
> tester and the new portfolio back tester. I realize the latter is a
> beta while the former is not, however the former is showing a nice
> profit on the report summary, while the latter is showing a loss.
> Anyone else getting conflicting results like that? Shouldn't the
> money totals be the same?
>
> Yuki
>
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
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