Recent content by australindgirl

Captain Black wrote: What does this metric tell you (I know what the forumlae is), but am interested in your interp. What's the minumum for this metric that you would target before you consider it a robust and profitable system? Thanks Captain!

Equity Curve After Backtest Hi there, I would like to generate an equity curve for my "trading account" after I run a backtest. I am running a backtest over a watchlist (just say all ASX200 stocks) for the last 10 years. The backtest runs fine, and I get a detailed trade list which is...

Howard - This is the reason that I'm looking at montecarlo, because my trading system has more entries that postions available, and I'm wondering how the alphabetical selection of trades affects the results. I agree, I would always look at the buy signals and then make a choice which is not...

Sorry, I have to ask this even though it's going to be a candidate for years dumbest question...... what's the difference between the "portfolio" backtester and the "custom" backtester?? Can some-one give me an example of both? I've been backtesting a system, but now I don't know if I'm...

Captain Black, many thanks for your reply. It was most helpful. Given your knowledge of Amibroker and coding, do you have an opinion on the lack of monte carlo similation available in Amibroker? I did read somewhere (I've been sooo busy googling) that you can set the postionscore to...

Hi, I am trying to run a backtest. Assuming I set a position size, what happens if I can only purchase 1 new position on any given day and the exploration / scan criteria returns 5 possibilities? Does the backtester just choose the first (alphabetically speaking) candidate and buy that...