Terry, At this point I am thinking maybe the backtester checks for particular stock's volume and wouldn't let me buy more than that. So the long-term case had too much money, cannot use all the money into stocks, thus resulted in smaller loss.
This is sort of like a situation where I have $10000, spend $100 on a stock and blow it all. Sure, the $100 is gone, but I still have $9900 left. I am yet to verify if this is indeed the case, but if it was, I am afraid backtester wouldn't work too well for a long-term simulation. Regards, intermilan04 --- In [email protected], "Terry" <[EMAIL PROTECTED]> wrote: > > Max System Drawdowns are compared to available equity. Your long term > test has tons of available equity so the losses by comparison are small. > -- > Terry > -----Original Message----- > From: [email protected] [mailto:[EMAIL PROTECTED] On > Behalf Of intermilan04 > Sent: Wednesday, June 07, 2006 21:17 > To: [email protected] > 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/
