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 Platinum Customer
Joined: 3/31/2006
Posts: 3,207
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Guys
Is there any changes to the way strategy equity line is being calculated in 3.1 vs 2.0?
I ran the same test in 2.0 and 3.1 mean while the startegy equity line in 2.0 is at 5839 but in 3.1 is at 366 which is a huge difference.
Thanks
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Platinum Customer
Joined: 3/31/2006
Posts: 3,207
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The Value of the Buy and Hold Equity line is way different as well. The Buy and Hold Equity line for Nasdaq 100 from 1/1/1998 to 7/15/2008 in 2.0 is about 1600 but in 3.1 it's at about 920. The only reason why I would assume be the reason is that the components of NASDAQ 100 in 2.0 is different than 3.1 and they are not I checked so the calculation must be different
Even the Percent in Trade if off.
Please advise Thanks
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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I am not aware of any differences in the way the Strategy Equity Line is calculated between Blocks 2 and Blocks 3.1. If the Percent in Trade is different, then the most likely explanation would be that the Blocks 2 Strategy and Blocks 3.1 BackScan are not the same. If you email me your Blocks 2 Workspace and Share your Blocks 3.1 Layout I will see if I can determine what is causing the differences.
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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Platinum Customer
Joined: 3/31/2006
Posts: 3,207
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Just did thanks
I used EPS % change latest qtr > 20% to buy and below 20% to sell on both 2.0 and 3.1 with 1/1/1998 to 7/15/2008.
The Startegy equity and Buy and Hold Equity line is way different and in 2.0 it makes 462 trades in 3.1 it makes 365 trades.
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Platinum Customer
Joined: 3/31/2006
Posts: 3,207
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Bruce Let me know if you got my email on this. I sent it at 7:32 pm EST yesterday.
For some reason the last few times I sent an email to support@worden.com it did not go through.
thanks
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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Yes, I received the email. I get 462 Trades in both 2.0 and 3.1, but it actually appears to be a bit of a coincidence as the number of losers and winners do not match (there are definitely differences I haven't been able to figure out). Could you Share your 3.1 Layout so I can look at your version?
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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Platinum Customer
Joined: 3/31/2006
Posts: 3,207
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I did under 2.2 in Layouts yesterday
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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Got it. Thanks.
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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Platinum Customer
Joined: 3/31/2006
Posts: 3,207
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wait my bad the layouts name is test in 3.1 that I shared yesterday. sorry
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