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Please post the sample reports.
Thanks... Phsst
--- In amibroker@xxxxxxxxxxxxxxx, "HB" <hossamb@xxxx> wrote:
> 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
> ----- Original Message -----
> From: Chuck Rademacher
> To: 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.
>
> 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.
>
> 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.
> -----Original Message-----
> From: HB [mailto:hossamb@x...]
> Sent: Monday, May 05, 2003 9:44 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: 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
> ----- Original Message -----
> From: Chuck Rademacher
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Monday, May 05, 2003 21:29
> 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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