While I do dabble around with VBA for Excel, for the more serious work I use Turbo Pascal 6 for DOS. Old and outdated, but still lightning fast. In order to give you my estimate of 30 seconds, I ran the following (pseudo code) in Turbo Pascal - it took 33 seconds. do 100,000,000 times generate random number if less than 0.5, trade is a winner if greater than or equal to 0.5, trade is a loser keep running total of winners and losers end loop
i think you underestimate what some folks do here on a routine basis. anybody doing montecarlos is probably running through a million (simulated) market years a run. so yes, it can be done, and yes, it would be quicker than making a pot of tea.
Isn't it easier just to track the average change from the open at different times in the day? That gives you a better visual, and you get more definition in the series (can do it every .01 seconds with no problem)
ROC, Velocity and momentum indicators could be matched I suppose. But might be hard to visualize, unless you did a "NihabaAshi" and printed out charts and indicators. Michael B.
This stuff is trivial to do on a SINGLE instrument like ES when you can load it into memory ONCE and crunch the hell out of it. Now try doing that with 1 min candles for 18,000 stocks over a 5 year period Whole different ball game when you cant fit it ALL into memory at once. peace axeman