[amibroker] For Tomasz: Worried About AB's Algorithm for Selecting Stocks in Backtest

["kanowna2000" <kanowna@xxxxxxxxxxxx>]

Hello Tomasz,

I would like to ask a very important question.  I have been doing 
backtesting using AmiBroker for a few months.  I have noticed that 
when I do a backtest and then do the same backtest again on a 
different date that occasionally my results are different.  This 
worries me.

Here is my situation: I have created a system that I am backtesting.  
My system scans all the stocks in the 3 major American exchanges, 
involving over 8000 stocks.  I have a date range which remains the 
same ALWAYS.  On any specific day, there may be no stocks which 
satisfy the criteria in my system.  However, on another day, there 
might be 6, for example.  If there is only enough money available in 
my backtest to buy 2 stocks on that day, which 2 stocks is AB going 
to choose?  In other words, what type of algorithm is AB using to 
select stocks?  Is it some kind of random algorithm, or first-come, 
first-serve?

Please advise.  This worries me very much.

Thank you.

Josef










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