MEtastock and amibroker giving different test results?

E

elit

Hi, what's up with metastock and amibroker giving different results when I test the same system?

I'm having a hard time setting up a test that would be realistic.

Metastock seems to close all positions the same day, I'm position trading. I am using good until canceled orders, trailing stop. Any ideas??

And I have the same indicators and systemrules. Metastock gives 135 signals, 101 profitable. Amibroker gives 3 signals.

Clearly I'm missing something, I can't find anything different in the system setup, rules, positionsizes, stop loss etc..

Are the software handling backtesting differently? Any suggestions or experiecne with the softwares?
 
Quote from elit:

Hi, what's up with metastock and amibroker giving different results when I test the same system?

I'm having a hard time setting up a test that would be realistic.

Are the software handling backtesting differently? Any suggestions or experiecne with the softwares?
More...

1. A few years ago, when I was using Metastock, there were known bugs in the backtester. This is why I switched, to Amibroker. I do not know if these issue have been addressed. The best place to find out is the Metastock board at Yahoo which Wallace linked you to. Ask Jose Silva your question.

2. It is impossible to tell what is going on without looking at your code. Amibroker has no known bugs and will give you accurate results based on your code. I do not want to imply that you have mistakes in the code since I know nothing about your coding skills.

However, based on the huge discrepancy in your results, I would suggest that your code, although you think it is identical, is in fact not identical; either that or you have misinterpreted the coding rules for one or the other.

Which program do you have the most experience with?
 
Well, honestly I don't have very much experience with either. I know for a fact that my indicators are identical, as they can be compared side by side. So either there is a bug in metastock, or the system rules are different. I guess it could even be both.

I'll check out the yahoo group, thanks!

Good to know there are no know bugs in amibroker, I think it seems like a powerful piece of software.
 
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