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Re: [amibroker] CBI / Standard Backtest coparison



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As always - if everything fails, read the manual.
 
RoundLotSize is a variable of first phase.
In Custom backtester if you enter the trades by yourself
you need to pass it to RoundLotSize argument !
 
 
long EnterTrade( long Bar, string Symbol, bool bLong, float Price, float PosSize, [optional] variant PosScore, [optional] variant RoundLotSize, [optional] variant MarginDeposit, [optional] variant TickSize, [optional] variant PointValue )

Low-level method that enters trade on any symbol. This allows to take trades even on symbols that have no corresponding signals. If values for optional parameters are not provided then AmiBroker uses values defined in Symbol->Information window

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
To: AB-Main
Sent: Friday, September 26, 2008 4:39 AM
Subject: [amibroker] CBI / Standard Backtest coparison

I am trying to establish a baseline by comparing results from standard backtest with CBI results.
 
The results are not the same.
 
One of the parameters I found has an impact that affects position size is:

RoundLotSize

CBI seems to ignore this setting entirely. I wonder if there is a list of parameters that work with standard and not with CBI.

Is it reasonable to expect identical results from both backtesters. I am not using any of the advanced features of CBI to affect trading...

 

Ara

 

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