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Now if you have seen this 10 times already, just ignore. I have sent it to
the list several times without any apparent success. (At least I have not
received it back from the list.) So could someone just let me know if this
message reaches the list? I may have some e-mail problems going on and
would like to learn if this is the case.
Ivo
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Here's a little VBA spreadsheet that randomly selects trades and computes
the Equity Curve based on the user-specified statistical parameters (kind of
a Monte Carlo simulation engine). Since everyone I have showed it to
have enjoyed playing around with it, I thought I should make it available to
all because it can be quite educating. Download from:
www.ieslc.com/download/ECSimulation.zip
What can be done with the spreadsheet, and how it works:
1) User enters statistical parameters of his/her system or idea. These can
be just %winners and avg. win/loss ratio, or the entire trades' distribution
curve.
2) User also enters the starting capital for trading the system, and
specifies the number of trades to simulate.
3) Then the fun starts. Push the button and walk through the infinite
number of scenarios that may happen within the statistical parameters
initially specified.
Enjoy,
Ivo
PS. Depending on the security level set in your MS Office, you may have to
"enable macros" when opening the spreadsheet. Also, it was done in Office
2000 and may not work with older versions.
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