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--- In amibroker@xxxxxxxxxxxxxxx, "Christoper" <turkey@xxxx> wrote:
HIGHLIGHTING and Eliminating trades -
what you can do is highlight a trade and hide it from trade results .
This then is reflected in reports etc . LEts say you haev a stock
split that is uncorrected and u want to see what the results like
without this trade .
BATCH -
Ok lets say u have a system u test that generates 2000 trades but you
only actually trade 200 due to money management and or account size.
BATCH testing tests 1000s of times to try different combinations of
these 2000 potential trades. this tests the rougedness of yre system
as it would be in real life. REAL IFE is you may miss a trade due to
going out or were sick or purely there maybe 5 trades a day and u take
the first one . NOW daily data cant tell you which would have occured
first on the day so u rndomize the batch to see what was possible .
Once you know what sort of trade profile yre systems has you can test
for what typical drawdowns and margin calls are likel;y using monte
carlo etc .
In AB I add BUY = your BUY AND random() > 0. 2 in buy to test
different combinations . You will be surprised to see how such a great
trade system can become undone when u addd this component. TESTING is
really to know what real life expectancy you need to mentally prepare
for and also RISK awareness.
hope this helps . >
MOZ
> >
> > highlighting and eliminating trades that look unrealisitic
> > batch testing
>
> how does tradesim filter trades to make sure that they are unrealistic?
> what rules do they use?
> batch testing? can you expand... like in terms of time frame batches?
> or what?
>
> thanks,
> - chris
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