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[amibroker] Re: Walk Forward Testing - Varies by Computer?



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I have the same thing running on a Pentium III vs. a Pentium 4. I am assuming (as in blind guess) that it is related to floating point rounding between the CPUs.

All it takes is a very tiny difference to send cascading changes in later results. The taking or leaving of a single trade will impact the  fitness function which in turn will dictate the parameters for the next out of sample period.

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "jacklweinberg" <jacklweinberg@xxx> wrote:
>
> Question: 
> How is it possible for a walkforward test to produce different results on two different computers?
> Background:
> 1. AB program, database, system, watchlist, walkforward settings etc. are on a usb key that is moved from one computer to another.
> 2. Before the walk forward test, the same walkforward settings file is loaded. The same system is executed. The results are also put into the same usb key.
> 
> Why do two different computers produce different results? (and strangely enough, very different results!)
>




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