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[amibroker] Re: Your 5 most important backtest statistics



PureBytes Links

Trading Reference Links

Almost forgot, check the FILES section (search under "Monte Carlo")
of this Yahoo Group and will find a ZIP file containing an Excel 
spreadsheet that has all the macros built into it already, for doing 
MCS on AB output. It's all setup and ready to go. You may need to 
get yourself a screen capture device to save MCS results in a faster 
way, to compare MCS results for different systems. The bell curve 
graphing is included in the MCS spreasheet.

You won't need much training to use MCS. Just drop your automatic 
analysis results into the MCS Excel document and hit the button. 
Give it a minute and then check the bell curve data.

You can also buy MCS software that does the same thing, but this 
spreadsheet is FREE and very easy to use. You will only need 1,000 
MCS passes (this is done automatically when you hit the button) to 
properly analyze the trading system. Some MCS softwares do many more 
passes, but statistically it won't help much more. 1,000 passes is 
plenty.

Make sure you test various market cycles (see my previous post) to 
confirm how well a system works in MCS against major bull or bear 
market cycles, too -- just to make sure the system works in all 
conditions. Otherwise, just use the system for the conditions it 
works well in.

Good luck!

~rhelfer

--- In amibroker@xxxxxxxxxxxxxxx, "brian_z321" <brian_z321@xxx> 
wrote:
>
> Hello ~rhelfer,
> 
> What is the first one or two things that you look at in 
MCSimulations?
> 
> Can you recommend anyone/anywhere as the best training source for 
MCS 
> applications to trading?
> 
> Brian_z



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