Jim Dean Elite   Posts: 1059 Joined: 10/11/2012 Location: L'ville, GA  User Profile | One further thing you COULD do to make the simulations a bit more realistic ... take the calc's described earlier and apply a "slop" factor to them using a random-number generator. That is, whatever the slippage was calculated to be, allow the random-number generator to "wiggle" it a little from trade to trade, with the wiggle bounded by an additional user input. I have implemented this entire thing, plus a lot more besides, into a spreadsheet and the "randomized wiggle" seems to lend much more "reality" to the model. But I'll admit that this extra thing is not critical. If you ever get MonteCarlo analysis implemented (which would be wonderful), then this would go hand in hand with it. | |
