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Thanks to Chuck for emailing me sample results of
an MCS and explaining them.
If anyone is interested in seeing the sample
reports, I can post them here.
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 21:54
Subject: RE: [amibroker] Monte Carlo /
TradeSim sample report (for HB)
Yes,
the backtest report contains everything that is needed by the conversion
program to make a TradeSim input file.
<FONT face=Arial color=#0000ff
size=2>
I am
assuming that your system, like most systems, won't generate another buy order
for the same stock while in a trade. If it does generate multiple
buy signals (appearing in the backtest report), there is probably something I
can do in TradeSim to allow that to happen. In any event, TradeSim
won't let you spend more money than you have in your account. The
major thing missing from TradeSim is the ability to rank orders. David,
the developer, is working on that feature now.
<FONT face=Arial color=#0000ff
size=2>
If
you are uncomfortable sending a backtest report, you can download my
conversion program (from the files section at the Yahoo site) and convert the
file yourself. Either way works for me.
<BLOCKQUOTE
>
<FONT face="Times New Roman"
size=2>-----Original Message-----From: HB
[mailto:hossamb@xxxxxxxxxxxx]Sent: Monday, May 05, 2003 9:44
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re:
[amibroker] Monte Carlo / TradeSim sample report (for
Chuck)
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)
<FONT face=Arial color=#0000ff
size=2>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>
<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>
<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>
<BLOCKQUOTE
>
<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,
HBSend BUG REPORTS
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