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I
guess you realise that Monte Carlo simulation really only comes into play if you
have more buy/short signals than you have cash to service. In other
words, your system might generate 15 buy signals today and you want to invest
$10,000 per trade buy only have $100,000 to invest. MCS will random decide
every day which trades to accept.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Therefore, in addition to the other information I will require, I will
need to know your initial capital.
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>
<FONT face="Times New Roman"
size=2>-----Original Message-----From: Chuck Rademacher
[mailto:chuck_rademacher@xxxxxxxxxx]Sent: Monday, May 05, 2003 9:30
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
Monte Carlo / TradeSim sample report (for Chuck)
Sure
thing, happy to help.
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<FONT face=Arial color=#0000ff
size=2>Perhaps the easiest thing for you to do is export a "backtest" report
from AmiBroker. I can then run my conversion program (which is in
the AB files section) followed by a TradeSim run. I will then post
a Word document, via this group, containing several of the reports
that come out of TradeSim.
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size=2>
I
will need to know things like how much to invest per trade, commission rate,
whether you want to pyramid profits, etc.
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size=2>
I'm
ready as soon as you send the .csv file exported from your
system.
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I'm
happy to run a similar report for anyone else who may be
interested.
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<FONT face=Arial color=#0000ff
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<BLOCKQUOTE
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<FONT face="Times New Roman"
size=2>-----Original Message-----From: HB
[mailto:hossamb@xxxxxxxxxxxx]Sent: Monday, May 05, 2003 9:23
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
Monte Carlo / TradeSim sample report (for Chuck)
Hi Chuck,
Your posts about Monte Carlo simulation and
TradeSim have piqued my interest.
I am considering investing in a piece of MCS
software (maybe TradeSim) and am wondering if you could show me a sample
output report.
If you want, I can provide a file with sample
trades in the necessary input format.
<FONT
face=Arial size=2>
Thanks,
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