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Chuck- MCS doesn't *only* come into play if you have more buy/short
signals than you have cash to service. This may be *a way* that
TradeSim employs MCS, but it's definitely not the only way.
Mark
--- In amibroker@xxxxxxxxxxxxxxx, "Chuck Rademacher"
<chuck_rademacher@x> wrote:
> 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.
>
> Therefore, in addition to the other information I will require, I
will need
> to know your initial capital.
> -----Original Message-----
> From: Chuck Rademacher [mailto:chuck_rademacher@x...]
> Sent: Monday, May 05, 2003 9:30 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RE: [amibroker] Monte Carlo / TradeSim sample report (for
Chuck)
>
>
> Sure thing, happy to help.
>
> 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.
>
> I will need to know things like how much to invest per trade,
commission
> rate, whether you want to pyramid profits, etc.
>
> I'm ready as soon as you send the .csv file exported from your system.
>
> I'm happy to run a similar report for anyone else who may be
interested.
>
>
> -----Original Message-----
> From: HB [mailto:hossamb@x...]
> Sent: Monday, May 05, 2003 9:23 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [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.
>
> Thanks,
> HB
>
>
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