Hello, Computer is a deterministic machine. Humans are not. If computer is given the same program and the same input the results are the same. And that's the case for backtest. If you are getting different results either you are not using same input (param/data) or same formula.
Above of course assumes that you are not using mtRandom(), rand() and similar randomizing (such things can be done for purpose of testing stability of results vs fluctuation of parameters). It also assumes that hardware does not have memory problems. If your computer has memory issues (did not pass memtestx86, Prime95 and similar stress-testing), then obviously it is not deterministic machine. Best regards, Tomasz Janeczko amibroker.com On 2010-03-06 00:07, graphman27 wrote: > See, that's the problem about all of this. I'm optimizing and then > immediately I update the default parameters and re-run the backtest. I'm not > changing any settings or downloading new quotes. The optimization may show a > total return of 200% and when I change the default parameters, it may drop to > 50%. > > I'm hoping this isn't a bug, because I double-check, quadruple check the > default parameters and I can't get them to match. As I said, 98% of the > time, everything is fine. > > I have probably run over 100 optimizations on different strategies and have > only seen this a few times. But in those times, I can't get them to match. > > --- In [email protected], "TomB"<direct...@...> wrote: > >> >> >> After optimization >> did you update your data ? >> >> > > > > ------------------------------------ > > **** IMPORTANT PLEASE READ **** > This group is for the discussion between users only. > This is *NOT* technical support channel. > > TO GET TECHNICAL SUPPORT send an e-mail directly to > SUPPORT {at} amibroker.com > > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at > http://www.amibroker.com/feedback/ > (submissions sent via other channels won't be considered) > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > Yahoo! Groups Links > > > > >
