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 <[email protected]> > > > 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 > > ------------------------------ > See what's on at the movies in your area. Find out > now<http://au.rd.yahoo.com/movies/mailtagline/*http://au.movies.yahoo.com/session-times/>. > > > > -- Gordon Pelletier 24 Diamond Rd Pearl Beach NSW 2256 email [email protected] (02) 43424164 0407990787
