And 75% isn't good enough for you? And don't you think the past results just might be too good to be true?
And you checked your formula to see if it is looking into the future? And if it isn't then it just could be so optimized that it is "curve fitting". And without your code its hard to pinpoint what's going on.... d > -----Original Message----- > From: [email protected] > [mailto:[EMAIL PROTECTED] On Behalf Of intermilan04 > Sent: Wednesday, August 30, 2006 2:11 PM > To: [email protected] > Subject: [amibroker] Backtest vs Forwardtest > > Hi all, > > I'm having a puzzling situation where my backtest results are > fantastic yet my forwardtest result is nowhere near it. > > My system is optimized between 2001/1/1 and 2006/1/1. > Results YTD is "forwardtest" since it is beyond the scope of > optimized data range. > > Here are some numbers of backtests: > Year-by-year-results (CAR) > 2001/1/1-2002/1/1: 393.70% > 2002/1/1-2003/1/1: 232.64% > 2003/1/1-2004/1/1: 721.79% > 2004/1/1-2005/1/1: 400.82% > 2005/1/1-2006/1/1: 490.72% > > and at last--forwardtest > 2006/1/1-2006/8/29: 74.64% > > I am at a loss to explain this. It's very sad that I work > hard to come up with a system that has worked, only to see it > not working nearly as good as it should be. > > Any analysis/suggestions to fix the problem above is greatly > appreciated. > > Sincerely, > > 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 > > > > > > > > > -- > No virus found in this incoming message. > Checked by AVG Free Edition. > Version: 7.1.405 / Virus Database: 268.11.7/433 - Release > Date: 8/30/2006 > > 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/
