I trade longer term mechanical trading systems exclusively on the ASX. I rarely look at daily charts and the systems are built using weekly timeframes. The information in this site is based on actual trades in real portfolios. I don't trade using margin or any sort of leverage. I mainly use Amibroker for system testing and trade monitoring. I am not selling anything. This is just a journal to record where I have been and, just maybe, where I am going.
Sunday, August 28, 2005
Monte Carlo with AB
I have been doing a bit of work on my spreadsheet to analyse Monte Carlo runs in AmiBroker. The screenshot shows my Graphs page.
I just do a dummy optimise in AB dump the portfolio summary into Excel and everything else is pretty much automatic. This one has 500 iterations.
I'm off to Portugal on Wednesday and probably won't post anything here for at least 3 weeks.
regards
Steve
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment