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One more useful thing you can do only with the old backtester is
insert a statement like: Opt=Optimize("",1,1,1,1); to get a one line
overall performance summary in AA for *all* trades. This doesn't make
sense for some of the metrics in the new backtester but I still like
to copy and paste these "old" one line summaries into a
spreadsheet when comparing systems, above and beyond portfolio
summaries.
--- In amibroker@xxxxxxxxxxxxxxx, "Ken Close" <closeks@xxxx> wrote:
> Can someone tell me why one would use the old version backtester
rather
> than the new Portfolio Backtester or even the Individual New
Backtester.
> Can you give a specific example to illustrate please. If you
continue
> to use the old backtest module would you mind explaining why you do
so?
>
> I have been examining the issue of the benefits of the Portfolio
> Backtester over the old backtester, and while I conclude that it is
very
> hard to make an apples to apples comparison, it can also be shown
that
> the ranking portion of the new backtester leads to greater profits
and
> lower drawdowns when the same total Equity is traded in both
testers (of
> course, along with the same watchlist members tested over the same
date
> range).
>
> Can I PLEASE have some comments on this topic from anyone who has an
> opinion or experience.
>
> Thanks,
>
> Ken
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