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Hi,
Does Amibroker allows a worst case analysis, or is this feature
expected in the near future?
The Worst-Case analysis allows to create a report that will tell how
the system would have done based on the start date. Software would
automatically select each trade in sequence making it the very first
trade entered. Results of each run would be saved to a row in a
report file. The knowledge gained by examining the results of the
system when run from 1000 different start points rather than just 1
would be very valuable.
How many times out of 1000 did it have a losing first year? Second
year? How many times out of 1000 did equity reach $1 million by year
5? What was the average capital requirement out of 1000 starts? What
was the highest? How many times out of 1000 did drawdown exceed 50%?
Answers to this type of question will let the user know with a high
degree of probability what to expect from the system in real trading.
Can this be done in Amibroker?
Best regards
Rizwan
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