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Hello,
Computer is a deterministic machine. Humans are not.
If computer is given the same program and the same input the results are
the same.
And that's the case for backtest. If you are getting different results
either
you are not using same input (param/data) or same formula.
Above of course assumes that you are not using mtRandom(), rand() and
similar
randomizing (such things can be done for purpose of testing stability of
results vs fluctuation of parameters).
It also assumes that hardware does not have memory problems. If your
computer
has memory issues (did not pass memtestx86, Prime95 and similar
stress-testing), then obviously
it is not deterministic machine.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-03-06 00:07, graphman27 wrote:
> 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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