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Louis Préfontaine wrote:
> Where do I find this file?
The MCS file is in the files section of this
mailing list.
I believe detailed usage instructions are with the
file.
Regards
Steve
>
> 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 <mailto:pointsmax@xxxxxxxx>
> <pointsmax@xxxxxxxx <mailto: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
> <mailto:rockprog80@xxxxxxxxx>>
> An: amibroker@xxxxxxxxxxxxxxx <mailto: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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