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

[Howard B <howardbandy@xxxxxxxxx>]

Greetings --

Check the settings being used.

And test runs can be surprisingly sensitive to small differences in the data being used.  I regularly find significant differences between runs made using Norgate Premium data and Quotes Plus data, although when I plot the two price series, I cannot see obvious differences.  

Thanks,
Howard

On Thu, Jun 4, 2009 at 5:03 PM, toddk63 <toddk63@xxxxxxxxx> wrote:

I just debugged a similar problem. Same system, same database, different answer. Turned out to be the "Limit Trade Size" option on the "Settings" dialog box. Default is 10, I need to set it to 0. I wish there were a function like SetOption("LimitTradeSize"), but there is not...

--- 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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