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


  • Date: Fri, 05 Mar 2010 23:07:03 -0000
  • From: "graphman27" <steve@xxxxxxxxxxxxxxxxxxx>
  • Subject: [amibroker] Re: I optimize, reset defaults, run backtest and can't duplicate results

PureBytes Links

Trading Reference Links

See, that's the problem about all of this.  I'm optimizing and then immediately I update the default parameters and re-run the backtest.  I'm not changing any settings or downloading new quotes.  The optimization may show a total return of 200% and when I change the default parameters, it may drop to 50%.

I'm hoping this isn't a bug, because I double-check, quadruple check the default parameters and I can't get them to match.  As I said, 98% of the time, everything is fine.

I have probably run over 100 optimizations on different strategies and have only seen this a few times.  But in those times, I can't get them to match.

--- In amibroker@xxxxxxxxxxxxxxx, "TomB" <directaim@xxx> wrote:
>
> 
> 
> After optimization 
> did you update your data ?
>




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