Re: [amibroker] Monte Carlo Permutation Evaluation of Trading Systems

["Louis Préfontaine" <rockprog80@xxxxxxxxx>]

Hi,

Where do I find this file?

Do I need to have a separate .afl for the optimization or I can put the code at the same place?  (I have the same problem with custom backtesting... do I need a separate afl or all in the same?  I am a beginner with those features...)

Thanks,

Louis

2008/3/16, pointsmax@xxxxxxxx <pointsmax@xxxxxxxx>:

1) download this:
files - Monte Carlo Portfolio Backtester - MCS calculations for Amibroker.zip

2) set in your afl:
positionscore = random();
run=optimize("run",1,1,1000,1);

(if you have enough time you can do more than 1000 iterations)

3) copy the results in the excelsheet from zip
4) start monte carlo simultation

it worked fine

----- Ursprüngliche Mail ----
Von: Louis Préfontaine <rockprog80@xxxxxxxxx>
An: amibroker@xxxxxxxxxxxxxxx
Gesendet: Sonntag, den 16. März 2008, 03:12:05 Uhr
Betreff: [amibroker] Monte Carlo Permutation Evaluation of Trading Systems

Hi,

I was wondering if anyone was using the  Monte Carlo Permutation Evaluation of Trading Systems  and if yes, how do you set it?

Thanks,

Louis

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