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RE: [amibroker] Unusual Backtest Behaviour



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Unfortunately I experience this all the time. Eventually I always find
the setting that I have screwed up and get things back to normal.

There are so many settings (the price we pay for flexibility!) I don't
know where to tell you to start except I can pretty much guarantee
downloading the latest version won't help. However, if you are on a beta
I would upgrade anyway. I'm using 4.70.5, the latest non-beta release.
--
Terry

| -----Original Message-----
| From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
| Behalf Of eric paradis
| Sent: Sunday, July 24, 2005 19:39
| To: amibroker@xxxxxxxxxxxxxxx
| Subject: [amibroker] Unusual Backtest Behaviour
| 
| Hi,
| 
| I have backtested a strategy and recently the results
| were shown to be better by a significant margin, and
| several days later, significantly less in the end
| capital, eventhough ALL parameters and code were the
| same.
| 
| Has anyone had such odd behavior from the backtester?
| I have reinstalled my database, and the results have
| gone  back to those before the last week or so. I
| can't place the source of the problem other than
| possibly the database corrupting somehow.
| 
| In addition, the backtest results indicated that the
| system had undergone a drawdown of -95.88%, while the
| equity curve is clearly positive and healthy for the
| tested period. None of this makes sense, and I'd
| appreciate any suggestions. Possibly, I'll install the
| newest version of AmiBroker.
| 
| 
| 
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| 
| 




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