A market simulation . . .

Discussion in 'Strategy Development' started by ImamicPH, Jun 24, 2006.

  1. Alright I've come to point where I've backtested enough technical indicators in enough different markets . . .MA's in gold, volume@resistance in SPY, ADI in bonds . . the list goes on.

    How useful is this data anyway? Even if a strategy is stellar, isn't there a chance that the profits will start turning into losses sooner or later?

    Has anyone here built a market simulator? A program that simulates a markets behavior? I want to make something that I could run a million times to see where the S&P would behave 100 years into the future>

    With a random S&P simulation will my strategy still be sucessful?
  2. there is a field of research, 'virtual markets' where people go into serious depth on the subject. you would probably start there
  3. http://www.virtualstockmarkets.com/

    not what I was really looking for. Although I see how this makes sense. This link is like a market polling or survey.

    What are you going to trade tomorrow? Enough participants and it might give some insight. Sounds like right know though, nothing.

    I'll keep googling.

  4. MGJ


    Another search term is "synthetic data". This post has some references to books that give algorithms for creating synthetic data.
  5. Don't know if they have what your looking, more of a day trading search engine from what I have heard, but you may want to get in touch with them. Maybe that can accomodate you needs in some manner.

  6. great post