Testing synthetic databases in TBB

[douglas_alcantara]

Trading Blox Builder software allows it to be tested several synthetic databases generated from a single asset, one at a time, and allows me to be able to check the average profitability and maximum drawndown in all tests, as the author Tushar Chande does in his book Beyond Technical Analysis - pag. 353 ?

Thanks

Douglas

[sluggo]

The user's guide for Trading Blox is freely available and can be downloaded from the Support / Documentation page on the main website. The programming manual is also free and downloadable. Quick links: (USER'S GUIDE) and (PROGRAMMING MANUAL)

I just opened each of them in Adobe Acrobat Reader and searched for the word "synthetic". It is not found in either of the manuals. I suppose this means that you would have to write your own program to generate several synthetic databases from a single asset.

[Tim Arnold]

Trading Blox does not create synthetic data. But if you have different data sources for the same markets, you could run separate tests with each type of data.

[zentrader]

@Douglas,

perhaps my tool "Zen Monte Carlo Simulator" serves for you, because it generates random synthetic data derived from a basis historical data file (functionality: data simulation)

More information here:
http://www.zentrader.de/html/monte_carl ... ator1.html

bye,
Volker

[rgd]

I had the good fortune of testing my systems on a 100 year synthetic portfolio. I believe it was a 20 market portfolio. There was a direct relationship between holding period and how quickly the equity was depleted. My longest term systems enured the entire 100 year test with a max drawdown of 55% and paltry low single digit returns. Which proved to me that robust, long term systems can extract returns from a random data series. Actually, the data series was not completely random, as it reordered the price series with 2 bar sampling from the real price series.