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Chuck,
Are you sure an Amibroker backtest report would
realistically contain all the data needed to run an MCS ?
In a situation where there is an open trade for a
ticker and another buy signal comes up, Amibroker would not list this buy signal
in the report. Or would the "include out of market positions"
setting cover this situation ? If so, then I'm assuming I should keep this
setting on. If not, then please advise what fields you need and their
format.
Also, what else would you need to know other than
the items you mentioned below ?
HB
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=chuck_rademacher@xxxxxxxxxx
href="">Chuck Rademacher
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Monday, May 05, 2003 21:29
Subject: RE: [amibroker] Monte Carlo /
TradeSim sample report (for Chuck)
Sure
thing, happy to help.
<FONT face=Arial color=#0000ff
size=2>
<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.
<FONT face=Arial color=#0000ff
size=2>
I
will need to know things like how much to invest per trade, commission rate,
whether you want to pyramid profits, etc.
<FONT face=Arial color=#0000ff
size=2>
I'm
ready as soon as you send the .csv file exported from your
system.
<FONT face=Arial color=#0000ff
size=2>
I'm
happy to run a similar report for anyone else who may be
interested.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>
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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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