|
PureBytes Links
Trading Reference Links
|
If you're a glutton for punishment, here is some additional information as to how floating point calculations can vary (regardless of whether or not that ultimately is the problem we're seeing):
http://docs.sun.com/source/806-3568/ncg_goldberg.html
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> 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@> 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!)
> >
>
------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|