[amibroker] Out of Sample (yes), Forward (Yes, but), Monte Carlo (coming)

[b <b519b@xxxxxxxxx>]

Out of sample testing:
This is already possible. For example, do optimizations on
a reduced date range such as Jan 1, 1995 to Dec 31, 2001.
That will leave Jan 1, 2003 to the present as "out of
sample" data.

Forward testing: 
This is already possible to do in Amibroker - just rerun
the same strategy each day. BUT, and this is a very big
but, your database must be from CSI or another provider
that includes delisted stocks. Without delisted stocks,
re-running a strategy today may give different "past"
results because a stock what would have been bought in the
past may no longer be in the database. 

MCS: Monte Carlo Simulation
I understand this is planned for a future upgrade, but I
have not hear any date.

b

--- lanbor <lanbor@xxxxxxx> wrote:

> londonpopart wrote:
> 
> > Is Monte Carlo Simulation planned in Future development
> of AB ? Is
> > that feature a plus in terms of getting confidence in
> the reliability
> > of a System ?  I understood that the main advantage of
> the MCS is to
> > give a good estimate of the maximum drawdown but are
> there any other
> > true added value of MCS ?
> >
> > Also is planned in Future development out-of-sample and
> forward 
> > testing facility in Amibroker?
> >

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