Normal
Cheers skate, I'll run some additional testing including your code and try provide a comparison for those interested in future.Personally I'm not interested in total profit etc. After slippage and mostly taxes it's pretty irrelevant imo.I'm not too familiar with Monte Carlo in amibroker yet, will do some further reading. Some kind of walk forward testing would be good too, guessing returns/DD will be heavily influenced by year of commencement.Wilham
Cheers skate, I'll run some additional testing including your code and try provide a comparison for those interested in future.
Personally I'm not interested in total profit etc. After slippage and mostly taxes it's pretty irrelevant imo.
I'm not too familiar with Monte Carlo in amibroker yet, will do some further reading. Some kind of walk forward testing would be good too, guessing returns/DD will be heavily influenced by year of commencement.
Wilham
Hello and welcome to Aussie Stock Forums!
To gain full access you must register. Registration is free and takes only a few seconds to complete.
Already a member? Log in here.
