Re: [amibroker] Monte Carlo Analysis in AMIBROKER?

[Gordon Pelletier <gordonpelletier@xxxxxxxxx>]

I suggest you read Howard's book Quantitative Trading systems chapter 22 commencing p295 which deals at length with Monte Carlo analysis.

2010/1/24 Joseph Occhipinti <joseph_occhipinti@xxxxxxxxx>

 

Does anyone know how to use this function in amibroker?

Ie. when i "backtest" a system on all of the trades that would have occurred in all / any of the stocks that make up the rusell3000 over the past 10 years, does that backtest result only give ONE course of action, or is it giving me the results of say 10,000 courses of action (or histories, or whatever the correct term is)

I am assuming it is only the ONE as I am not seeing any standard deviations or confidence levels in the results summary. 

1. please advise on whether this function exists 

2. where such a fucntion can be located on the program

thank you

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Gordon Pelletier
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email  GordonPelletier@xxxxxxxxx

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