Amibroker Q & A: Visualising Monte Carlo Data with Histograms and Scatter Plots


Following on from our previous Amibroker Q & A where Andrew asked how to do a Monte Carlo test in Amibroker (or 1000 different versions of the same trading system) – we looked at how to do it in all previous versions of Amibroker (not the current, automatically included way in up-to-date Amibroker versions).

We found out how to get the Monte Carlo test data using a little bit of Amibroker Formula Language in the previous video.

Now we are going to visualise the data – make it easily accessible so we can see our important results at a glance.В  We’ll do this by creating a Histogram, that shows us our minimum return, maximum return, and our most common return.

We’ll also look at a Scatter Plot, which shows our average annual returns versus our maximum drawdowns.

Using these statistics is a great way to see if our Trading System might stand the test of time.В  It is way more effective than a single back-test, and can take our trading and investing knowledge to a new level.

Happy trending,

Dave McLachlan

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November 15, 2015  Tags: , , , , , ,   Posted in: Amibroker Q & A

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