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“No risk means to gain victory without glory.” (Pierre Corneille)
Trading and the use of trading approaches, trading systems, etc. in the markets is not without risk. An element of risk always remains. So it’s not bad, that there are methods to estimate and analyze the chances and risks of trading setups and improve the corresponding test process qualitatively and quantitatively..
The methods are based on the so-called Monte Carlo Simulation, the software for this is the Zen Monte Carlo Simulator.
To facilitate your decision of a possible use of this software product in your trading system development process I offer the following “test package”:
1. one MCS system simulation (stress test) concerning existing system test results supplied by you
and optional
2. one MCS data simulation and 10 generated simulation files on the basis of a test file (max. 100,000 data records) supplied by you
The necessary information can be found in this document. Possible data formats (needed for a data simulation) are described in the table below:
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Formats*
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Examples
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Ticker, D, O, H, L, C
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Dax,01/03/00,6961.72,7159.33,6720.87,6750.76
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Ticker, P, D, O, H, L, C
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Dax,1,01/03/00,6961.72,7159.33,6720.87,6750.76
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Ticker, D, T, O, H, L, C
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Dax,01/03/00,0900,6961.72,7159.33,6720.87,6750.76
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Ticker, P, D, T, O, H, L, C
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Dax,1,01/03/00,0900,6961.72,7159.33,6720.87,6750.76
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( * P = Period, D = Date, T = Time, O = Open, H = High, L = Low, C = Close)
test package for only €50... order now !
(at a later purchase of the software the €50 will be taken in account - so you have to pay only €200 instead of €250 e.g. for the single user license!)
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