Thank you Tomasz, March 2009 S&C Traders' Tips is not out yet. Is there anything in help or on-line doc's I can read now?
Regards Richard --- In [email protected], "Tomasz Janeczko" <gro...@...> wrote: > > Hello, > > This is monte carlo simulation of random stock picks and the AFL code > how to do that is provided in March 2009 S&C Traders' Tips. > > In short, you just add this to your formula > > PositionScore = 100 * mtRand(); > Optimize( "dummy", 1, 1, 1000, 1 ); // dummy variable to run 1000 iterations with random score > > Best regards, > Tomasz Janeczko > amibroker.com > ----- Original Message ----- > From: "richpach2" <richpa...@...> > To: <[email protected]> > Sent: Thursday, January 22, 2009 10:20 AM > Subject: [amibroker] Re: Using Optimizer with PositionScore=Random() > > > > Keith, > > > > How would you use Random() to set up an optimization to run say 1000 > > iterations overnight? > > > > Regards > > Richard > > > > --- In [email protected], Keith McCombs <kmccombs@> wrote: > >> > >> Curt -- > >> IMO, it makes a whole lot of sense. > >> > >> Notice that if your strategy could select many stocks to trade, if you > >> do not use Random(), the system is biased to those stocks whose symbols > >> are near the front of the alphabet. > >> > >> You can use Random() to set up an optimization to run say 1000 > >> iterations overnight. Export the results to your favorite spread sheet > >> and see a more realistic distribution of returns you might expect. > >> -- Keith > >> > >> Curt wrote: > >> > > >> > --- In [email protected] > > <mailto:amibroker%40yahoogroups.com>, > >> > "Curt" <crcmcc@> wrote: > >> > > > >> > > Does it make sense to try to use the optimizer if PositionScore > > is set > >> > > to Random()? For example: > >> > > > >> > > OptimizerSetengine("cmae"); > >> > > PositionScore = Random(); > >> > > > >> > I should clarify that by setting PositionScore=Random(), runs with > >> > exactly the same parameters will not produce the same results. This is > >> > because, in the cases where the portfolio becomes fully invested, a > >> > different set of stocks will populate the portfolio each run. > >> > > >> > > >> > > > > > > > > ------------------------------------ > > > > **** IMPORTANT **** > > This group is for the discussion between users only. > > This is *NOT* technical support channel. > > > > ********************* > > TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail directly to > > SUPPORT {at} amibroker.com > > ********************* > > > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > > http://www.amibroker.com/devlog/ > > > > For other support material please check also: > > http://www.amibroker.com/support.html > > > > ********************************* > > Yahoo! Groups Links > > > > > > >
