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Hi Steve --
I have not looked into the details of the differences. I have QP on one computer, Norgate Premium on another. I like, and use, both.
When there are differences in the test results run on two data series that should be, and appear to be, very close to each other, that is a flag to me that the system I am testing is probably unstable.
Thanks,
Howard
On Sat, Jun 6, 2009 at 10:18 AM, Steve Dugas <sjdugas@xxxxxxxxxxx> wrote:
Hi Howard - between QP and Norgate, just wondering
if you ever followed up on the differences in data and if you found one to
be noticably cleaner than the other? Thanks very much!
Steve
----- Original Message -----
Sent: Saturday, June 06, 2009 12:41
PM
Subject: Re: [amibroker] Re: Walk Forward
Testing - Varies by Computer?
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...
> 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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