OmniTrader Upgrade Forums
Portfolio Simulation Mode
Monte Carlo simulator
2 replies, 1980 viewings
|
OmniTrader Upgrade Forums
Portfolio Simulation Mode
Monte Carlo simulator
|
Last Activity 7/31/2024 11:39 AM 2 replies, 1980 viewings |
|
|
|
| Printer friendly version |
JEM Member  Posts: 35 Joined: 1/28/2007 Location: victoria bc  User Profile |
| ||
| AlanD Member Posts: 35 Joined: 12/1/2006 Location: Waipio, Hawaii User Profile |
I'm not sure of the compatibility with OT but if you can export all the execution data of your individual trades then MSA does an outstanding job at analyzing your trades and underlying strategies. Allows for 'what-ifs'. The following is a cut and paste from their site: http://www.adaptrade.com/MSA/index.htm Use MSA to Perform Advanced Analyses... - 15 different position sizing methods so you can increase returns and limit risk by setting the number of shares or contracts based on account size and trading performance. - Position sizing optimization so you can find the best position sizing settings for your trading goals. - Monte Carlo analysis with detailed performance reporting to improve your system testing and help prevent curve-fitting. - Dependency analysis to determine if your trading system or method has a statistically significant tendency to form winning and losing streaks. - Dependency rules to exploit trade dependency by increasing winners and reducing losses. - Significance testing to determine if your trading system or method is inherently profitable and to identify over-optimized trading systems. Equity curve crossover trading rules to increase returns and reduce risk by modifying your trading based on crossovers of the equity curve with its moving average. - A randomization feature so you can see how sensitive your trading results are to the original order of the trades. - A parameter studies feature that helps you find robust ranges of the position sizing parameters. - Detailed performance statistics to drill down into every aspect of your strategy. - EasyLanguage™ code for TradeStation™ and MultiCharts that lets you (1) easily transfer your TradeStation strategy results to MSA and (2) add the position sizing methods of MSA to your TradeStation and MultiCharts strategies. - Easily Enter and Manipulate Data... Import trade data saved or exported from a variety of trading platforms and other sources. Save the data formatting for later reuse. - Generate synthetic trade data for testing. Specify a trade risk value in one of four ways and assign it to all trades. - Use the built-in editor to add/edit/delete trade data. Export, copy, or print trade data and performance results. Tailor the Analysis to Your Needs and Preferences... Save a segment of data for out-of-sample testing. Automatically perform walk-forward position sizing optimization. Perform dependency analysis on a walk-forward basis. Save analysis reports. Format the chart window: change fonts, line and bar colors, grid, title, etc. - Market System Analyzer can be used for several different purposes... To test and evaluate trading systems and methods. For day to day trading decisions -- to decide whether to take an upcoming trade and, if so, how many shares or contracts to trade. As an educational tool. You'll have to check the site out. I'm no expert with it so I probably wouldn't be good for answering specific program questions. Hope this helps. | ||
| JEM Member Posts: 35 Joined: 1/28/2007 Location: victoria bc User Profile |
Looks like just the thing I'm looking for. Cheers |
|
|
|
|
Administrator
Forum Moderator |
Registered User
Unregistered User |
 E-Mail this thread to a friend |
Toggle e-mail notification |
