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Btw, I released a new beta (1.08b1) of PortfolioTK to import Amibroker
trades for Monte Carlo simulations. The old version assumed all
positions were long entries. This beta now accepts both long and short
trades and performs the necessary profit/loss corrections. Also allows
compounding of results. As it is still beta, expect there to be some
issues.
http://www.piateksoftware.com/portfoliotk.html
Best,
David Piatek
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