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Dear All, which MCS tool are you using and why? I see there are tools available already crafted to traders (like ProSizer or TradeSim ) and general purpose tools (like @Risk or Crystal Ball). Curious what your experiences are, and how valuable you find the results. Greets, agrau

Try http://www.bullsector.com/ Hope this is what you are looking for. agrau

Many thanks to all who have replied. I started building my data access classes from scratch to implement uniform access for different datasources. The links and sample certainly help to avoid the most stupid design errors. I am thinking to implement a 3-tier application: Tier-1: Database...

Hello world \n I am wondering if there is any useable Java class out there that is designed to maintain and access historical price data. By this I mean a n-tier data object spefically for security data that hides the actual price history and fundamental database(s) and make the data...

Another earlier discussion on this: http://www.elitetrader.com/vb/showthread.php?s=&threadid=11149

Completely agree with wanting to err on the safe side. For the sake of discussion, let's say there is a trend-following system with good stop-losses. Thus having many small losses and a some large wins. When looking at risk, my interest lays on the left side of the distribution - how bad can...

Copied from Numerical Recipes in C, which is probably not the ultimate authority in statistics, but maybe interesting nevertheless: It was these line that made me think, if it would be always the best to use STDEV, but it seems everybody uses it. Why is this so? Some synapses got connected...

WDGANN: Yes to the first three questions. No to the third. Standard Deviation is a) assuming a normal distribution and b) quite heaviliy reliant on aberration or extreme values. These properties are not as strong in Average Deviation or even Deviation of Squares. So I insists on this...

While developing a XL sheet to analyze the trades generated by a signal generator/backtester, I stumbled across the different ways to use for calculating the deviations: = STDEV() = STDEVP() = AVEDEV() Assuming there is a "best choice" between them, which one would it be? Maybe some...

Some others are not too excited about Jone's FR money management: http://www.traders2traders.com/papers/Ryan.Jones.MM.htm http://traderclub.com/discus/messages/18/348.html?ThursdayJuly1120021151am Also, current IITM monthly newsletter (www.iitm.com) and the coming newsletter covers FR...

Dear all, I wonder if it is possible to successfully trade bull traps or bear traps. Spotting them seems to be quite easy, like e.g. a channel breakout and a return into this channels within just a couple of ticks or days, depending on the time frame. Literature is small on b/b traps. I've...

I am living in Munich and can highly recommend it. I am from Düsseldorf, lived in Hamburg and Berlin. But there's nothing like Munich, here in Germany (IMHO). If I had to choose again, I would take Munich again. Without any doubt. Good if you're young, middle-aged or old. Good if you want...

PestPatrol ( http://www.pestpatrol.com ) may help.

Harrytrader just caught me. Confession: I am an amateur. Otherwise I would have been clear to me that I got caught with Godwin's Law: This states that any reference made to Hitler or the Nazis will automatically nullify your position. The pros know never to approach this. More here...

What's your definition of "Nazi", please. Should it be "Who's not for me, is against me", this was Stalin, I believe, not the Nazis. A.

As many people often state, large parts of classical statistics can not be applied to security data, because these do not follow normal distribution. I currently use Sheldon Natenberg's algorithm for historical volatility: The standard deviation of the logarithmic price changes measured at...

There's another tool available at http://www.metronome-trading.com.au/ to generate artificial stock data with certain characteristics (even dirty data, price shocks etc.) - the software called HistoryMaker and the outlook to HistoryMakerPro looks rather promising, imho. Andreas P.S. No...

I am trying to access TC2000 from VC and fail. Can someone probably support me with a simple template or routines to get this going. Or can it be true, that TC2000 is only accessible by Visual Basic? Thanks, Andreas

The Traveler card from Appian (http://www.appian.com/products/?page=traveler) may be a solution for what you need. I have no experiences, though and can neither recommend or warn about it. Anyone? Andreas

I guess you have seen the article called "Detecting Breakouts" in the April 2003 issue of TASC? The author introduces a volume indicator called FVE that also claims to be often earlier than price. FVE is measuring volume flow, thus being similar to On Balance Volume, Chaikin's Money Flow...