www.zentrader.de

"Nothing is stronger than an idea whose time has come." (Victor Hugo)

The method of Monte Carlo Simulation is suitable very well for the chance evaluation, the risk analysis and the validation of trading systems.

Among other things I wrote a reference book to this topic, which is available in the bookselling either in german or in english language (english version see below):

 “Monte Carlo Simulation and System Trading”, alternatively look here: abebooks.com
(english/US redaction: ISBN-10: 3-8334-6765-7, ISBN-13: 978-3-8334-6765-3)

1. Do you know the profit chances of your trading system?
2. Even more important, are you able to estimate the possible risks?
3. Any idea of the system behaviour under changed market conditions?

If you have answered only one of the questions with “No” you should read further...

With the Zen Monte Carlo Simulator I offer an effective, efficient and very low-priced software product, which allows the practical and easy use of the above mentioned method with high functionality.

An overview and technical information can be found in the Zen Monte Carlo Simulator Flyer, the use cases of the Monte Carlo Simulation method during the system development process are shown in the following process flow . Appliance and basics are described in this Traders’ (UK) article: Monte Carlo Simulation and System Trading

The Zen Monte Carlo Simulator is so an important additional tool for the normally used trading system development environments (TradeStation, Metastock, Amibroker, Investox, NinjaTrader, StrategyRunner, eSignal etc.) and also concerning well-known trading platforms (Metatrader, CFD Broker etc.).

In these two films the use of the software for system simulation and data simulation will be shown.

A well-documented example using the Zen Monte Carlo Simulator for the evaluation of trading systems can be found on this Norwegian website, which deals with trading and technical analysis topics:
www.stocktradersbulletin.com

Some features of the Zen Monte Carlo Simulator:

System simulation   max. number of trades for each simulation run 10,000 max. number of simulation runs 100,000 => max. number of simulated trades 1,000,000,000 Data simulation   max. number of price bar data records for each file 100,000 max. number of generated simulation files 100,000 number of data generation methods 16

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=> Which advantages does the Zen Monte Carlo Simulator have in relation to the competition?

1. With the implemented data simulation (“data scrambling”) functionality concerning the generation of synthetic price data on basis of original historical data (EOD, Intraday etc.) to simulate changed market conditions the product currently offers a worldwide unique selling proposition!

Additional data converter tools (e.g. for Metatrader) are available on request.

2. System simulations (stress tests) allow not only tests of self-developed systems independent from the used system development environment, but it is also possible to test purchase or subscription based trading systems, if the following input data is published: Check list for “Blackbox systems”. Furthermore the simulator is an extremely fast product, which e.g. makes possible the simulation of 10 million trades in only one second! (see performance comparisons )

3. The software solution is available as user-friendly “stand-alone” Windows program (english and german user interfaces), as well as a Windows standard runtime DLL for the integration in existing solutions (e.g. MS Office Excel etc.).

Free demo versions are available in the Support section (download area), a test package for a real evaluation you can get here: MCS Test

starting at €250... order now ! (Here you can find order information and license prices)

© Dipl.-Ing. Volker Butzlaff