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[amibroker] Re: Your 5 most important backtest statistics



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Trading Reference Links

~rhelfer,

Thanks on all counts.
Appreciated.

Brian.

--- In amibroker@xxxxxxxxxxxxxxx, "rhelfer123" <rhelfer99@xxx> wrote:
>
> 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@> 
> 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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