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----- Original Message -----
From: "phsst" <phsst@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, May 06, 2003 9:27
Subject: [amibroker] Re: Monte Carlo / TradeSim sample report (for HB)
> 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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>
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Attachment:
MCS1.doc
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