Normal
On Amibroker:Its another tool, but what an amazing toolEvery different technique or alternative tool we employ is likely to emphase an aspect of the process that may not have been clear in AB - we should probably focus less on "what's best" and more on "what else can I learn from this tool"?There are definitely pitfalls with any tool, and AB has plenty of ways to blow your foot off, along with all the other design decisions developing systems (universe, win rate, max acceptable DD, etc, etc)AB MC graphs has fascinated me every since figuring out how to do broom plots. Any given run involving "randomisation" may be over-optimistic or over-pessimistic. For me a huge benefit of multiple runs (either exported to Excel or simply eye-balled equity curves in AB) is the likelihood of showing up overfitting/over-optimisation.Here are a couple of AB MC backtest runs from the pessimistic and optimistic ends of the runs for same system in previous post for the pretty graphs. I do worry MA if there are too many "failed/neg" runs in a MC - could be suggestive of too high a risk of ruin? (a whole new realm to explore....).Believe there are still useful aspects worth review in this plots (e.g. spread, equity curves, main page statistics), but agree caution is required not to accept as gospel.[ATTACH=full]127841[/ATTACH][ATTACH=full]127842[/ATTACH]
On Amibroker:
Here are a couple of AB MC backtest runs from the pessimistic and optimistic ends of the runs for same system in previous post for the pretty graphs. I do worry MA if there are too many "failed/neg" runs in a MC - could be suggestive of too high a risk of ruin? (a whole new realm to explore....).
Believe there are still useful aspects worth review in this plots (e.g. spread, equity curves, main page statistics), but agree caution is required not to accept as gospel.
[ATTACH=full]127841[/ATTACH]
[ATTACH=full]127842[/ATTACH]
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