Greetings --
Check the settings being used.
And test runs can be surprisingly sensitive to small differences in the data
being used. I regularly find significant differences between runs made
using Norgate Premium data and Quotes Plus data, although when I plot the
two price series, I cannot
06, 2009 12:41 PM
Subject: Re: [amibroker] Re: Walk Forward Testing - Varies by Computer?
Greetings --
Check the settings being used.
And test runs can be surprisingly sensitive to small differences in the data
being used. I regularly find significant differences between runs made
than the other? Thanks very much!
Steve
- Original Message -
*From:* Howard B howardba...@gmail.com
*To:* amibroker@yahoogroups.com
*Sent:* Saturday, June 06, 2009 12:41 PM
*Subject:* Re: [amibroker] Re: Walk Forward Testing - Varies by Computer?
Greetings --
Check the settings
I just debugged a similar problem. Same system, same database, different
answer. Turned out to be the Limit Trade Size option on the Settings
dialog box. Default is 10, I need to set it to 0. I wish there were a
function like SetOption(LimitTradeSize), but there is not...
--- In
I have the same thing running on a Pentium III vs. a Pentium 4. I am assuming
(as in blind guess) that it is related to floating point rounding between the
CPUs.
All it takes is a very tiny difference to send cascading changes in later
results. The taking or leaving of a single trade will
If you're a glutton for punishment, here is some additional information as to
how floating point calculations can vary (regardless of whether or not that
ultimately is the problem we're seeing):
http://docs.sun.com/source/806-3568/ncg_goldberg.html
Mike
--- In amibroker@yahoogroups.com, Mike
