RE: [amibroker] Backtest vs Forwardtest

[Rob Duff]

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   From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of intermilan04 Sent: Wednesday, August 30, 2006 2:11 PM To: amibroker@yahoogroups.com 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 SPONSORED LINKS Software support Small business finance Business finance online Business finance training Business finance course YAHOO! GROUPS LINKS  Visit your group "amibroker" on the web.    To unsubscribe from this group, send an email to:  [EMAIL PROTECTED]    Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service. __,_._,___