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Yuki,
I would appreciate if you could send me trade list and detailed log.
If you could send the formula too it would be even better.
Send it to tj-at-amibroker.com
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Yuki Taga" <yukitaga@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, October 10, 2003 11:41 AM
Subject: Re: [amibroker] back test versus porfolio back test
> I must be doing something wrong here, but I cannot discover what it
> is.
>
> Same formula, one that limits position size (no compounding). All
> quotations.
>
> Running the old back tester produces 335 trades (it produces 335
> trades no matter how much additional equity I put in settings, so it
> must never be running out of equity). Running the new back tester
> produces about 7 fewer. Okay, it must be not enough equity in there
> for all the positions on a very few days. So I bump up the equity
> quite a bit. Now 332 trades. Okay, I bump it up some more. Now 334
> trades. One last bump: 336(!) trades. Then I double it from the yen
> equivalent of 500,000 to 1,000,000 dollars. Now 337 trades. <argh>
>
> So close to the same . . . but not the same. I have no idea what I
> am doing wrong.
>
> Yuki
>
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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>
>
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Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
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