[amibroker] Re: I optimize, reset defaults, run backtest and can't duplicate results

["Mike" <sfclimbers@xxxxxxxxx>]

I believe that the results should always be the same. What you are seeing is likely not related to your strategy logic, but rather your manual updates to reflect the Optimization parameters. 

Next time it happens, triple check that you have:

- Adjusted the default for *all* Optimization statements (I see 6 of them in your code).

- Are using all the same settings as the original optimization, in particular: ApplyTo, Range, Long vs. Short, Trade Delays, Pad and Align, etc.

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "graphman27" <steve@xxx> wrote:
>
> Greetings:  I've only had this happen a few times, but I run an optimization, choose the best parameters, insert them as the new default values and run another backtest.  98% of the time, with all my different strategies, I can duplicate the optimized results, which is obviously what should happen.  However, on a few occasions, I follow those steps and get results not even close to the optimized values.
> 
> I'm assuming there is something wrong with the simple code I use in this strategy.  Maybe something with the "Buy" or "SELL" segment and not properly using "CROSS."  Being a newbie to AmiBroker, I can't see the problem, but I'm sure someone with good afl skills will probably immediately spot it:
> 
> EMAShortBuy=Optimize("EMAShortBuy",10,4,10,2);
> EMALongBuy=Optimize("EMALongBuy",50,20,60,10);
> StochRange1=Optimize("StochK1",20,10,40,10);
> StochRange2=Optimize("StochK2",2,1,3,1);
> 
> Buy = 	Cross(EMA( Close,EMAShortBuy ),EMA( Close,EMALongBuy ));
> 
> Sell = StochK(StochRange1,StochRange2)>75;
> 
> Short = 0;
> 
> Cover = 0;
> 
> Plot( EMA ( Close,10 ),"Short EMA", colorGreen, styleThick ); 
> Plot( EMA ( Close,50 ),"Long EMA", colorRed, styleThick );
> Plot( StochK ( 25,2 ),"stochk", colorBlue, styleThick ); 
> 
> /* max loss stop optimization */
> 
> ApplyStop(stopTypeLoss, 
>          stopModePercent, 
>          Optimize( "max. loss stop level", 0, 2, 10, 2 ), 
>          True ); 
> 
> ApplyStop(stopTypeTrailing, 
>          stopModeRisk, 
>          Optimize( "trailing loss stop level", 0, 10, 90, 10 ), 
>          True ); 
> 
> Any ideas are welcomed.
>




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