@Intradaybill, you have a serious problem... I think, you don't understand the method. You can learn something reading Mandelbrot,...
@intradaybill, totally wrong, but what you want to believe - believe it. My explanation in my contributions before are 100% MCS methods!...
@intradaybill, concerning the results you want to get from such a stress test (profit and DD expectations) it's the same whether you resample...
Hmm... ... when will you guys learn it??? For a MCS stress test you don't need the single trades sequence and randomize them. It's enough to...
@intradaybill, imho - that's not correct. MCS stresstests show the inherent (hidden) risk of a trading system/concept. That risk isn't visible...
@abattia, monte carlo simulation stress tests are used to get better feeling for possible chances (profits) and draw downs (losses). Input data...
@mc... perhaps you can ease your selection pain, if you first select the trading platform. If this platform has an easy but enough powerful...
...there are several possibilities to get the MDK officially. http://go.metastock.com/forms/trial?whc=ZenTrader&pc=eq-ZenTrader (you have to...
@goodgoing, hmm...who don't get the message? I've never said that I test stress test random systems. I test real systems (and the real...
@intradaybill, I use the MCS method in the trading system development process as shown below: http://www.zentrader.de/mcsprocess_e.pdf For...
@intradaybill, the stress test via the system simulation method is based on the possible outcomes or trade sequences etc. So methodically you...
@goodgoing, in my opinion it depends on the specific properties of your system (or generated system report) how MCS stress tests differ from...
Hi, "The Term Monte Carlo Simulation stands for the simulation of conceivable realistic scenarios by the generation of random-effected events"...
...you need only a few results of your "historical" system test and can do a stress test with a professional MCS software:...
...if you want to "stress test" your system you need only a few results from your historical systemtests like - number of price bars - number...
e.g. http://www.adaptrade.com/ http://www.compuvision.com.au/ http://www.portfolioriskanalysis.com/...
...concerning Monte Carlo Simulation it's not enough to "stress test" your system test results ( = monte carlo system simulation). For a...
...for single user PCs there's a fast (free) alternative : SQLite I have played a little with SQL Lite and used it during a multi step analysis...
@Monty21, it depends what MC simulation you are looking for. If you will only "stress test" your system (so-called system simulation), you...
@all, a link to my longterm price data converter freeware: Zen EOD/LongTerm Converter v1.0 http://www.zentrader.de/html/support1.html In...
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