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My understanding is like this: if you are backtesting on daily bars, these two tests may be same. But if you test on smaller or bigger timeframe , the testing period will be substantially different
Tom
----- Original Message -----
From: herbpodell
To: amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, January 27, 2007 1:34 AM
Subject: [amibroker] Backtest
I dont inderstand the difference between backtesting "last n
quotations" or "last n days". I get radically different results from
each.
Can anyone explain what is happening ?
Herb
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