Hi,
I don't understand exactly how Monte Carlo works. I thought it would give me
more samples by resampling the data, but I get only 6 different %
profit/losses over 1000 times. Is it normal?
Thanks,
Louis
2008/3/18, Louis Préfontaine <[EMAIL PROTECTED]>:
>
> Hi again,
>
> I know why Excel was not working; I simply had to replace all the points
> by commas and not it works. I am still wondering if it is normal that the
> Monte Carlo made only three trades out of the same three trades I had at the
> beginning, but I have something new to chew on. Thanks,
>
> Louis
>
> p.s. Still wondering why only 6 different % of profit...
>
> 2008/3/18, Louis Préfontaine <[EMAIL PROTECTED]>:
> >
> > Hi,
> >
> > Wow I didn't know about the files section. It really rocks!
> >
> > I did exactly as the help file said. However,
> >
> > Is it normal than:
> >
> > 1) When I click on "Generate Histograms" in Excel I have a Microsoft
> > Visual Basic window that opens with a hell lot of code;
> > 2) Over 1000 runs, I get only 6 different profit %
> > I still am not sure if what I see in Excel is what I need to see and/or
> > what it means.
> > Thanks for your help!
> >
> > Louis
> >
> > 2008/3/18, Steve <[EMAIL PROTECTED]>:
> > >
> > >
> > > 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, [EMAIL PROTECTED] <pointsmax%40yahoo.de> <mailto:
> > > [EMAIL PROTECTED] <pointsmax%40yahoo.de>>
> > > > <[EMAIL PROTECTED] <pointsmax%40yahoo.de> <mailto:
> > > [EMAIL PROTECTED] <pointsmax%40yahoo.de>>>:
> > > >
> > > > 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 <[EMAIL PROTECTED]<rockprog80%40gmail.com>
> > > > <mailto:[EMAIL PROTECTED] <rockprog80%40gmail.com>>>
> > > > An: [email protected] <amibroker%40yahoogroups.com> <mailto:
> > > [email protected] <amibroker%40yahoogroups.com>>
> > > > 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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> > > > zu Ihrer Startseite!
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> > > >
> > > >
> > > >
> > >
> > >
> >
> >
>
