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Hi Andrew,
> TradeSim is a great product.
Yes, it is a great product but I would like to test my system out using
feedback from its equity curve. I have no idea if the idea really works as
I haven't been able to test it well.
I had setup a spreadsheet with the exported trade data from Tradesim
and placed an adaptive moving average on it and when the equity curve
dropped below the AMA I removed new trades from the Tradesim
database to simulate the idea. Too messy!! I would also like to test it
using the Monte Carlo.
I've ask David if he would include this in Tradesim 6 months ago but
updates are not as quick as Tomasz with Amibroker! Anyway, David said
it would be difficult and it sounds like the best he can do is add a feature
to have a percentage from the equity curve as a stop ...not a moving
average or whatever.
> There are users of AB that use TradeSim also, myself included.
> Chuck Rademacher has written some code which you will find in
> the files section - Convert.exe
Yes I've also used it to optimise my system in AB. Mainly to see how it
compares with my Metastock exploration numbers.
> (I haven't tried it with new backtester but I suspect it may
> not work - Please correct me if I'm wrong Chuck).
I don't think it would make a difference as you can do an "explore" in
Amibroker where you can setup the buy's, sell's, initial stop, volume etc
in Tradesim's data format.
> As AB improves I find myself using TradeSim less, but I still
> test any potentially favorable system with TradeSim.
> The Monte Carlo analysis, worst case scenarios and the ability
> to exclude those exceptional large winning trades from the
> analysis, along with pyramiding etc adds to the confidence one
> has in a system.
I'm the same, using Metastuck/Tradesim less and less (hardly ever start
Metastuck now!). I see that Monte Carlo and pyramiding will soon be in
Amibroker. Maybe Tomasz could add those other things you mention to
the list!
It would be good to see the backtesting results more graphic too. I
guess you could set this up in AB already similar to Tradesim ie: monthly
charts etc
Cheers Glenn
--- In amibroker@xxxxxxxxxxxxxxx, "Andrew" <a.perrin@xxxx> wrote:
> Glenn
> TradeSim is a great product. There are users of AB that use
> TradeSim also, myself included. Chuck Rademacher has written
some
> code which you will find in the files section - Convert.exe - which
> converts the Old AB Backtests to TradeSim Data Files ( I haven't
> tried it with new backtester but I suspect it may not work - Please
> correct me if I'm wrong Chuck). Other options are to use the one of
> the table handling Pluggins such as Osaka to build a Text Trade
> Database file for use in TradeSim. This option also enables you to
> make full use of TradeSims ranking capabilities. As AB improves I
> find myself using TradeSim less, but I still test any potentially
> favorable system with TradeSim. The Monte Carlo analysis, worst
> case scenarios and the ability to exclude those exceptional large
> winning trades from the analysis, along with pyramiding etc adds to
> the confidence one has in a system.
> Andrew
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