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I have had some problems with doing backtests. The problem is usually me ...
the most frequent cause of problems is that the starting date may change if
the indicators you use change. First date of trading depends on ALL data
being available.
I have this problem now and can not find the cause. I have 6 months of RT
data and only 4 months of test results
----- Original Message -----
From: "eric paradis" <thechemistrybetweenus@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, July 24, 2005 6:39 PM
Subject: [amibroker] Unusual Backtest Behaviour
> Hi,
>
> I have backtested a strategy and recently the results
> were shown to be better by a significant margin, and
> several days later, significantly less in the end
> capital, eventhough ALL parameters and code were the
> same.
>
> Has anyone had such odd behavior from the backtester?
> I have reinstalled my database, and the results have
> gone back to those before the last week or so. I
> can't place the source of the problem other than
> possibly the database corrupting somehow.
>
> In addition, the backtest results indicated that the
> system had undergone a drawdown of -95.88%, while the
> equity curve is clearly positive and healthy for the
> tested period. None of this makes sense, and I'd
> appreciate any suggestions. Possibly, I'll install the
> newest version of AmiBroker.
>
>
>
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