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@taowave, try the "Zen Monte Carlo Simulator v5.0e" http://www.zentrader.de/html/international__english_.html So you can "stress-test" your system results with Mont Carlo Simulations or can generate synthetic data for additional systemtests under changed market conditions. ciao, zentrader

@Trader28Lite, ...perhaps monte carlo simulation methods can help you to leave the casino/markets in time without losing all your money and women... :-) bye, zentrader

@kevmay21, better forget percentages and standard deviations. Take the absolute returns of the monte carlo simulation runs. In my software I analyse both the absolute and the "VaR" (value at risk) based results. And you will see, that VaR isn't a good choice to measure your trading...

...in my opinion, monte carlo simulation methods can be used for chance evaluation, risk analysis and validation of trading systems. I've developed a software product, which supports the trading system development process in two areas: 1. system simulation is a stress test with huge number...

@kevmay21, more important than fixed "%"-rules is a feeling or prediction of your estimated profits and (more important) estimated drawdowns. I use monte carlo simulation software (an extended backtesting) to calculate the possible profits and account drawdowns of my systems. The max...