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I am just starting to look into the wonderful new
backtester ... report is really terrific... Tomasz, thanks for your wonderful
product!
Problem / Question:
I tested a single stock with both old and new
testers. The profit numbers matched Ok, but the exposure was way
off.
Old: Exposure = 20.5%
New: Exposure = 13.81%
Of course the calculations based on these
parameters are also off
Anyone experience this?
Ara
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