Australian (ASX) Stock Market Forum

Reply to thread

I took Buggalugs random & TT Amibroker above runs and put them into my Monte Carlo spreadsheet. I find it easier to look at a graph than I do numbers.


Profit factor results are also shown.


Obviously the results for random and TT will vary considerably depending on the database selected for testing, the position sizing strategy, the start and end dates and the randomising method chosen - to mention the one's that come readily to mind.


stevo


Top