Re: [amibroker] Backtests - End of day

["cstrader232" <cstrader232@xxxxxxxxxxxx>]

Ara.  Perhaps you are capitalizing on chance.  With more possible stocks there are more possible winners. 

 

 

----- Original Message -----

From: Ara Kaloustian

To: AB-Main

Sent: Sunday, April 30, 2006 2:43 AM

Subject: [amibroker] Backtests - End of day

I am getting some results that I do not understand why

 

Am testing using relative strength... will not describe system, because I don't beleive the specifics are relevant.

 

My issue is that I get significantly better results with larger watchlists:

 

Example:

 

S&P100       ==== >   7.75%

S&P500       ==== > 13.00%

List of 1500  ==== >  23.00%

 

Am not using scoring variable.

Max positions variable of 5 and 25 have very little effect.

 

Does this make sense to anyone???

 

 

TIA

 

Ara

Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com

For other support material please check also:
http://www.amibroker.com/support.html

SPONSORED LINKS

Investment management software	Real estate investment software	Investment property software
Software support	Real estate investment analysis software	Investment software

---

YAHOO! GROUPS LINKS

•  Visit your group "amibroker" on the web.
   
•  To unsubscribe from this group, send an email to:
   amibroker-unsubscribe@xxxxxxxxxxxxxxx
   
•  Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.

---