Your "entry" parameter changed from 97 to 50, so yes, it's normal that you would see different results.
On Tue, Jun 24, 2014 at 2:45 AM, workingdog <[email protected]> wrote: > Hi, > > I'm testing this great ATS framework, and yes I'm also a beginner with JBT > and trading as well. > > I do not have the $10000 to start an IB account just to test and fully > understand JBT, so I used the sample strategy on the ES-sample.txt file. > Using back testing I obtained a loss of around > -$460 with the default parameters. Tried the optimization, from which I > extracted > and used these parameters: > addParam(ENTRY, 55, 120, 1, 97) > addParam(EXIT, -50, 0, 1, 0) > > With these parameters I got a loss of around -$600. > > Then I just tried a few random numbers and quickly converged to a profit > of $1200, using > addParam(ENTRY, 55, 120, 1, 50) > addParam(EXIT, -50, 0, 1, 0) > > The results seem to be very sensitive to these two parameters. > > Is this "normal" ? > > -- > You received this message because you are subscribed to the Google Groups > "JBookTrader" group. > To unsubscribe from this group and stop receiving emails from it, send an > email to [email protected]. > To post to this group, send email to [email protected]. > Visit this group at http://groups.google.com/group/jbooktrader. > For more options, visit https://groups.google.com/d/optout. > -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To unsubscribe from this group and stop receiving emails from it, send an email to [email protected]. To post to this group, send email to [email protected]. Visit this group at http://groups.google.com/group/jbooktrader. For more options, visit https://groups.google.com/d/optout.
