TradeSim Version 3.1.1 Build 664 Beta Pre-Release

[David Samborsky]

TradeSim Version 3.1.1 Build 664 Beta Pre-Release is available from our download page.

Please visit the following page for more information regarding this release:-

http://www.compuvision.com.au/DownloadTradeSim.htm

[mcdirt]

David, I'm using build 664 and I still can't get the Start/Stop Dates function in the Trade Database to work, either using the calendars or the right click method. The dates in the two calendar boxes update but the trades themselves don't get selected/de-selected.

?

[David Samborsky]

Hello mcdirt

No the trades won't be selected/deselected as such but the start and stop dates will be used to filter out trades in the simulations. See the detailed report after you have run a simulation to check the entry date range.

[David Samborsky]

David
I've been a satisified User of TradeSim for over a year now, but this latest beta with Ranking is in my books a massive step forward. As a user of AmiBroker, generating a Text Trade Database with Ranking was relatively easy (one might think this feature was designed for AmiBroker). Then, a simple comparison of Ranking Results to a Monte Carlo analysis, straight away you have the answer about the impact of your ranking. Great work, A Massive Step forward.
Andrew

[David Samborsky]

Hello Andrew.

Just a cautionary note with regards to ranking.

At the moment the ranking is implemented using quite a simple method which is based on the fact that given a group of trades with the same entry date the one that is earlier in the trade database (ie lower trade number gets looked at first before the others). To invoke ranking you just sort the trade database when it is loaded so that the higher ranking trades comes first in the trade database. This can be done so that higher ranking gets higher priority or alternatively lower ranking gets higher priority depending on the way you sort the trade database. Previously you could only sort on symbol so that trade ABC would be taken before BCD etc or alternatively no sorting where the default was sorted depending on the original order of the trade database.

The advantage of presorting the trade database is the fact that you don't have to do anymore processiong when running a trade simulation. However ranking does not have any significance when Random Walk is enabled or when running a Monte Carlo simulation where trades are randomly selected.

Also note that ranking can only be implemented by assigning a rank to each trade in a text trade database. The TB-2 document contains information regarding the additional fields that were added to the Universal Text Trade DB format.