Ok, amibroker was bought by our CFO as it is for institutional purposes, but I guess we’ll try to change the registered email to mine for convenience. Also, I sent you another email regarding to why I thought that %net profit was not accurate, since the sizing variations were so high (they were from similar dates), which should not be as positionsize=-10. The issue I see with the sum of the net returns of each WFO run being the initial capital is that when, initial capital gets too high, and there are not enough shares to be bought, I am using 1 week steps for 3 years projection, so the initial capital becomes the sum of 52 weeks, and gets extremely high.
The reason I am using 1 week steps is because I am trying to do a rolling backtest instead of a WFO (I declare a optimizable variable that is not used in any function), in order to see that the returns I am getting are not because of the return of any particular stock (luck) I have bought (as the holding periods are really long). So I tell the system to buy a new portfolio every single week.
On the other hand, I was banned from posting in the forum, can you comment on the reasons why I was treated that way?