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I would be curious on what responses, you get, since I have also witnessed some randomness for the same backtest parameters. What I have noticed is that when a run backtest a second time after the first (following optimization) the results are different.
--- 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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