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Hello,
If you want to get the same profit figures and trades in new and old backtester
you have to make sure that
"Pad and align all data to reference symbol" box is UNCHECKED
in Automatic Analysis : SETTINGS , "Portfolio" tab
The reason is simple:
"Pad and align all data to reference symbol" box is a NEW backtester setting.
It is not used by old backtester (i.e. old backtester never aligns to 'reference' symbol).
So, if your data file has holes compared to reference symbol you will
get different results when padding is ON.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Tomasz Janeczko" <amibroker@xxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, December 03, 2003 8:21 PM
Subject: Re: [amibroker] Re: Backtest comparison
> 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
> > Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
> > -----------------------------------------
> > Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > --------------------------------------------
> > Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> >
> > Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
> >
> >
> >
>
>
> 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/)
> --------------------------------------------
> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
>
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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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