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If this is portfolio backtest then you will likely get different
results just by changing the start date by a small margin. It is
dictated by the first trade, then the limits of capital and/or max
number of trades as per settings.
On 9/7/05, eric paradis <thechemistrybetweenus@xxxxxxxxx> wrote:
> Hi,
>
> I'm backtesting an equity system and I have a bit of a
> curiousity. Its a longer term trend system. AVG trade
> is 100 days long.
>
> When I backtest 5yrs at a time I get different results
> then when I test it 5 different times over 5 years (
> i.e testing it yearly and multipling out all the
> returns ).
>
> The only explanation I can think of is that the system
> has a new set of trades every year when I test yearly,
> while every five years, it holds on to the profitable
> trades for a very long time frame, and is rewarded
> more than in the shorter 1yr timeframe.
>
> Does that sound right, and is it a common issue in
> evaluating the system?
>
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--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
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