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HB, i got it to run but there were a couple of 'oddities' i
encountered. Firstly, thanks for the tool. I rather suspect that
Tomasz will cover some of the same ground in the next release, so i
am not sure how much effort shold be put into improvements until we
see what eventuates in AB next release.
What i found was:
backtest button didn't do anything, you need to press "Run MCS" on
MCS worksheet.
"equity" column is actually available cash, but "running equity" is
the value of interest.
the MC simulation on one occasion returned identical values for all
50 iterations -- that was because i didn't follow your instructions
precisely, i deleted the data on the first worksheet, and with that
the cell formula for randomizing disappeared: I suggest you protect
that formula column.
BTW i also changed the VB formula to accept more rows, just edit/
replace 10000 with whatever value of data rows you have.
Since the tool does everything that the original backtester
spreadsheet does, maybe that file can be dropped?
I wasn't able to compare the results to AB drawdown because excel
limits the rows to 65536, so i need to be less ambitious with the
volume of data i put through.
Thanks again for the tool
Gerry
--- In amibroker@xxxxxxxxxxxxxxx, "hmab1" <hossamb@xxxx> wrote:
>
> Just wondering if anyone else has encountered errors while using
the
> Monte Carlo Portfolio Backtester ?
>
> HB
>
> --- In amibroker@xxxxxxxxxxxxxxx, "walterkimble" <walter@xxxx>
wrote:
> > Has anyone used the Monte Carlo Portfolio Backtester V2.15 on the
> > files section of AB yahoo?
> >
> > I just dont seem to be able to get it to run and was wondering if
> > anyone else has had similar problems and how they overcame them?
> >
> > Walter
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