I have had similar experience until I set the "Limit trade size as % of entry bar volume" to some value like 0.25 for 0.25%. My results were more realistic at that point. I also made sure my available capital was spread across my max open positions.
You can find the "Limit trade size as % of entry bar volume" in the Backtester settings on the Portfolio tab. Rob --- In [email protected], "intermilan04" <[EMAIL PROTECTED]> wrote: > > 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 <*> 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/
