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Hi Tomasz,
Friday, October 10, 2003, 1:44:38 AM, you wrote:
TJ> It is NOT surprising at all. It does not have any connection with
TJ> beta. There are currently no known problems with regular mode of
TJ> porfolio backtester.
TJ> Just switch to "Detailed mode"
TJ> and you will see that what happens exactly on bar-by-bar basis.
TJ> Totals will of course NOT be the same.
TJ> You are running SINGLE portfolio while old backtester runs
TJ> N-parallel portfolios. With the same initial equity old backtester
TJ> effectively has N*(number of symbols) more money than new.
TJ> The reason of most differencies is that you have run out of funds
TJ> in the backtest or run ouf of max. open positions.
Not claiming there is a problem Tomasz; just trying to understand
what's happening. Along that line, can you or anyone clarify:
I used to use 25,000,000 yen in the old backtester. It was enough,
because the backtester gave that much equity to each symbol, if I
understand correctly, so I never "ran out" of cash. So now, if I
have the possibility of 10 open positions, I need to make that equity
setting ~10x higher in the portfolio tester? Just trying to get my
feet on the ground with this.
Yuki
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