Murray Ruggiero
TradersStudio
Registered: May 2005
Posts: 1464 |
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.
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