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Re: [amibroker] ParamOptimize - different backtest results



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Send full code you are using. The reason may be invalid formula
(for example using same names for different params).
You are not saying whenever you run BACKTEST or OPTIMIZE.

Note that BACKTEST in second case will use current param values,
not the defaults.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "Thomas Ludwig" <Thomas.Ludwig@xxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, December 13, 2006 9:02 PM
Subject: [amibroker] ParamOptimize - different backtest results


> In the Amibroker Feedback Center is a request for an "Optimizable Param()" . 
> Graham and Tomasz pointed out that this functionality already exists via the 
> following function:
> 
> function ParamOptimize( TitleName, default, minv, maxv, step )
> {return Optimize( TitleName, Param( TitleName, default, minv, maxv, step ), 
> minv, maxv, step );}
> 
> As a matter of fact I had used this function before but had had problems with 
> it. Now I took the opportunity to try it out again. I tested a trading system 
> at first with using "Optimize" and performed a second backtest where I 
> replaced "Optimize" with "ParamOptimize" without any other changes. The 
> results of both backtests were completely different! This is true regardless 
> if I copy above function into the formula editor or use it via #include 
> <ParamOptimize.afl> (this file is in my Formulas/Include" folder).
> 
> Could anybody try out if he/she is confronted with the same problem? If yes - 
> what could be wrong here?
> 
> Thanks in advance.
> 
> Greetings, Thomas
> 
> 
> 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
> 
> For other support material please check also:
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> 
> Yahoo! Groups Links
> 
> 
> 
> 
>

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