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Read the "read me" section "Known differences between old and new backtester"
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "quanttrader714" <quanttrader714@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, December 03, 2003 6:30 PM
Subject: [amibroker] Re: Backtest comparison
> Yes, I have. Please see my post on AB Beta.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@xxxx> wrote:
> > 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
>
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
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>
>
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