theasxgorilla
Problem solved... next bubble.
- Joined
- 7 December 2006
- Posts
- 2,343
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Your results are to be expected.
They simply mimick the market.
Nothing special there.
The equity curve would look like
a chart of a composite of all those stocks
in your universe.
It doesn't always mimic the market, thats the point of the study. It's the point of Monte Carlo too isn't it? A single successful run through your data is a precarious basis for trading a system with real money. And its not only the averages or the outliers but the distribution of the results.
GP, I forgot to mention, I used a universe of todays XAO500, and a liquidity filter. I don't want to swamp this thread with a mass of code...I PMed you instead.