Registered: May 2005
02-04-08 04:43 AM
Quote from byzantium:
Is there any plan to add Monte Carlo simulation to the application?
TradersStudio comes with a Monte-Carlo analysis Macro, this outputs both equity curve charts and drawdown distribution charts. It also handles serial correlation by taking segments of the equity curve and randomizing them. You can develop a more complete Monte Carlo analysis macro using the functions in TradersStudio language based on this example.
Contributing Editor Futures Magazine and Vice President of Research and Development for TradersStudio.
Learn more about TradersStudio at www.TradersStudio.com
If you want to see what TradersStudio can do for you watch the video on our home page.
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