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Post by TrendXplorer on May 12, 2015 19:49:20 GMT
Over the latest 3 releases of AmiBroker TJ has added and expanded a Monte Carlo simulator: /* ** AmiBroker's built-in Monte Carlo simulator is high speed (30+ million trades per second) simulator that runs series ** of random trade sequences based on backtest output and uses high-quality Mersene Twister random number generator. ** It is run automatically after backtest and produces a series of CDF charts (see extra tabs in the New Analysis window). ** These charts are probably going to be moved to the report at later stage. ** See: www.amibroker.com/devlog/wp-content/uploads/2015/05/readme5960.html under 5.94 and upwards */ Is the below code the proper way to set up a MC simulation (see end of code) and what are the results (see attached charts) telling us about the tested strategy ( Simple GMR)? amibrokerforum.proboards.com/thread/41/montecarlo
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fxshrat
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Post by fxshrat on May 12, 2015 22:08:37 GMT
Rather move (all) SetOptions to the top. It is just more proper way. IPO -> input - processing - output
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fxshrat
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Post by fxshrat on May 12, 2015 22:13:43 GMT
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