Ah, I see your point, that sounds like a good idea.
Thanks!
----- Original Message -----
Sent: Saturday, June 06, 2009 1:25
PM
Subject: Re: [amibroker] Re: Walk Forward
Testing - Varies by Computer?
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!)
>
__._,_.___
**** 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/
![]()
__,_._,___
|