Hi Tomasz, Thank you for your tip. I will look into the trade list carefully and see what caused the difference in the outcome. Oh, I forgot to mention but my system is a daytrading system, so trades entered prior to 2004/1/1 would not affect the outcome, at least that is my understanding.
Regards, intermilan04 --- In [email protected], "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote: > > Hello, > > You don't post the trade list but I guess that it takes a few DIFFERENT trades in fact. > The difference may be because if a "buy" signal is generated prior to 2004/1/ > such trade is entered in case 1) but not entered in case 2) and if it is profitable > trade it will result in 1) having better profit than 2) > > So you have to carefully compare trades at the boundary of analysis period. > > Best regards, > Tomasz Janeczko > amibroker.com > ----- Original Message ----- > From: "intermilan04" <[EMAIL PROTECTED]> > To: <[email protected]> > Sent: Thursday, June 08, 2006 5:16 AM > Subject: [amibroker] Interpreting backtest results > > > Hi all, > > I'm having trouble interpreting the result of my backtest where: > > 1) When I backtested my system between 1996-2006, my equity as of > 2004/1/1 was 239,047,456 and 2004/12/31 was $235,772,048, loss of 2% > for the year of 2004. > > 2) when I backtested THE SAME SYSTEM from 2004/1/1 to 2004/12/31 (just > that particular year of 2004), my equity goes from $30000 to $19417 > for a loss of whooping 35% for the year of 2004. > > Although the amount of money is different for the former and the > latter, the backtester makes same trades throughout 2004 (i.e. if the > former trades ABC on 2004/3/3, so does the latter). I split my funds > evenly among 4 trades at once. However, the former only loses 2% > throughout the year of 2004 while the latter loses 35%. > > If anyone has seen something like this, could you please explain as to > why this may occur? > > Thank you in advance, > > intermilan04 > > > > > > > > Please note that this group is for discussion between users only. > > To get support from AmiBroker please send an e-mail directly to > SUPPORT {at} amibroker.com > > For other support material please check also: > http://www.amibroker.com/support.html > > > Yahoo! Groups Links > ------------------------ Yahoo! Groups Sponsor --------------------~--> You can search right from your browser? It's easy and it's free. See how. http://us.click.yahoo.com/_7bhrC/NGxNAA/yQLSAA/GHeqlB/TM --------------------------------------------------------------------~-> Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For other support material please check also: http://www.amibroker.com/support.html Yahoo! Groups Links <*> To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
