Portfolio backtest is positive while individual backtest is all negative how is than?

0 votes
Hi, i recently started doing formulas for automated trading. I dont understand how my portfolio backtest (of dayly  data that comes with downloading amibroker) is positive and when i do a individual backtest all companies (except 1 ) is negative.

Can someone explain me why there are discrepancies between portfolio and individual backtest?

Does amibroker index the portfolio?

Thank for your time.

Kylian
asked May 28, 2017 in AmiBroker by anonymous

1 Answer

0 votes
You are taking DIFFERENT trades, that is why

Start reading the manual:

http://www.amibroker.com/guide/h_portfolio.html

Your question has about the same sense as asking "why 100 cars with one person inside each go faster than 1 car with 100 persons inside"
answered May 28, 2017 by anonymous
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