I did the following testing:
1) Clean Install version 4.90.5,
2) Load "Continuous future S&P symbol SP contract backwards adjusted"
data from www.traders2traders.com.
3) Create new DB in Ami,
4) Load data to Ami,
5) Set the following in AA :
- Apply to Current Symbol,
- Range "all quotations",
- Initial Equity "30000",
- Positions "Long",
- Periodicity "1 Minute",
- Min shares "1",
- Min. pos. Value "10000",
- Round Lot size "1",
- Tick Size "0.25",
- Commission Per Contract "1",
- Max Open Positions "100".
6) Use "Example.afl.
Run Old Backtester - got 46975 Trade, Portfolio Tester - 0 trades.
Any idea?
Regards,
Mica
ps. If Periodicity is Daily, Old and Portfolio backtest got same
result.