Here's a coupld of ideas:

ensure that you are using the same time-filtering (if you have a recent
version of the code) and make sure you're using the same data set.



On Tue, Jul 28, 2009 at 8:28 PM, JBTrader <[email protected]> wrote:

>
> I run optimization (D&C) and come up with parameters which produce PI
> 3.1....
> then I run same parameters in backtesting mode and I get PI=2.16
> same data file of course
>
> I don't get it
>
>
> any ideas
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