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Hi Skate, thanks for providing the code. I've done some comparison tests as you can see below. Only change I made to your AFL was to add a "gonetogod" sell exit when delisted as I'm using current and past XAO consistuents.1992 to present[ATTACH=full]121406[/ATTACH]2008 only[ATTACH=full]121407[/ATTACH]2011 only[ATTACH=full]121408[/ATTACH]2020 to present[ATTACH=full]121409[/ATTACH]I also did annual runs for each year from 1992 to 2020 as well for my system only:[ATTACH=full]121410[/ATTACH]I'm running a monte carlo analysis currently so will aim to upload some details on that tomorrow.
Hi Skate, thanks for providing the code. I've done some comparison tests as you can see below. Only change I made to your AFL was to add a "gonetogod" sell exit when delisted as I'm using current and past XAO consistuents.
1992 to present
[ATTACH=full]121406[/ATTACH]
2008 only
[ATTACH=full]121407[/ATTACH]
2011 only
[ATTACH=full]121408[/ATTACH]
2020 to present
[ATTACH=full]121409[/ATTACH]
I also did annual runs for each year from 1992 to 2020 as well for my system only:
[ATTACH=full]121410[/ATTACH]
I'm running a monte carlo analysis currently so will aim to upload some details on that tomorrow.
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