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



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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 -----
From: Howard B
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...



--- 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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