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PureBytes Links
Trading Reference Links
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Andy, if you wish to backtest a system that comes up with multiple
trades (i.e. beyond one's trading account or trade execution
concentration skills), then it is well worth to get the Monte Carlo.
http://www.compuvision.com.au
>From http://www.compuvision.com.au/TradeSimEnterprise.htm :
----------------------------------------------
"A single trade simulation of a trading system on a portfolio of securities
will provide a lot of information regarding the performance of your
trading system. However it is just a single snapshot of one of the many
possible outcomes of your trading system.
When trading a system using a portfolio of securities the outcome is not
unique due to the number of different permutations and combinations of
securities that can be traded. This non-unique outcome gives rise to the
need for proper statistical analysis in order to thoroughly evaluate a
trading system. The Enterprise Edition of TradeSim incorporates proper
statistical analysis through exhaustive testing using a Monte Carlo
analysis approach aiming to evaluate every possible trading 'route' and
then analyzing and correlating the resulting data. This is done by
repeatedly simulating a trading system where each simulation uses a
random selection of trades, which satisfy the trading rules. Although it is
possible to manually run multiple trade simulations on TradeSim and
analyze the resulting data the Enterprise edition of TradeSim automates
the process for you and presents the results in easy to read reports and
graphical formats.
The resulting in-depth trade analysis is like a 'footprint' or 'signature' of
the trading system. It gives you a multi dimensional view of your trading
systems performance. Rather than display a rats nest of equity curves
overlaid on top of each other it makes more sense to do a proper
statistical analysis and display the results in terms of frequency
distributions of net profit, winning and losing trades as well as trade
expectation if it is applicable to the position size model used."
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jose '-)
http://metastocktools.com/#metastock
--- In equismetastock@xxxxxxxxxxxxxxx, "metastkuser"
<andysmith_999@xxxx> wrote:
> Is the superdeluxe version of tradesim (the one that has the monte
> carle feature) worth 3x to 4x the regular version?
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, superfragalist
<no_reply@xxxx> wrote:
> Signals on the same bar can be caused by many factors including bugs
> in MS. Be sure you open your charts as bar charts so you can see
> what is happening as far as open, close, high and low on the bar
> goes.
>
> When I see the problem, it is usually based on stops, formula calls or
> the security function. Sometimes during a test, 90% of my trades are
> fine and then the systems tester encounters some problem that
> makes it take a few same bar entry and exits. I suspect it has
> something to do with how it views the remaining equity, or it crosses
> paths with another trade that took place at the same time and
> confuses the issues. I've tried to sort it out but it's nearly impossible.
>
> Equis insists there's nothing wrong with the systems tester. They're
> totally full of crap like usual. It's too bad they don't know they're
> product better.
>
> Once again they're released a bug fix that doesn't include any real
> fixes to system tester problems. They fixed the report label on the
> 4th and 5th optimization variable. Great, just great. Did they fix the
> trailing stop problem? Guess.
>
> Just buy TradeSim and forget the MS tester if those kind of problem
> bother you.
>
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, loudhoward2
<no_reply@xxxx> wrote:
> Hong,
>
> No luck yet in solving my system tester issues. I've put it to a
> side for now but if you have an idea of a potential solution I'd
> love to hear it.
>
> Lou
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