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I have read that Ice 2.0 provides an optimized trading system for a
particular security. I have also read that TradeSim Enterprise can
be used to evaluate a trading system for one security or a portfolio
of securities. Is it possible to use the monte carlo feature in
found in TradeSim Enterprise in combination with Ice 2.0 to develop
a more effective trading system for a predefined select group of 100
securities? Thanks in advance!
- smith1964us
--- In equismetastock@xxxxxxxxxxxxxxx, "metastockuser"
<metastockuser@xxxx> wrote:
> Thanks. As I recall I considered it at the time but was put off by
> the price. I'll go take another look at it.
>
> --- In equismetastock@xxxxxxxxxxxxxxx, "Adrian Pitt" <apitt@xxxx>
wrote:
> > A complex topic where not everyone believes the same thing. If
you
> > believe that there is a correlation between trades i.e. that
winners
> > beget winners or winners beget losers, then MC isn't for you.
If you
> > believe all trades are randomly distributed, and statistically
its hard
> > to go past that, even though intuitively it might not always
seem so,
> > then MC is a big help for traders of 1 or multiple systems on 1
or
> > multiple markets. What it will help do is quantify the risk
profile for
> > a trader. It will help you decide how much to risk and how much
capital
> > is needed for you to remain within certain drawdown parameters
with a
> > certain confidence limit. So for ample a trader may wish to stay
within
> > a 30% drawdown with 99% confidence. MC will hep you do that if
you have
> > a database of trades.
> >
> > Cheers,
> > Adrian
> >
> > -----Original Message-----
> > From: metastockuser [mailto:metastockuser@x...]
> > Sent: Sunday, 18 April 2004 3:05 PM
> > To: equismetastock@xxxxxxxxxxxxxxx
> > Subject: [EquisMetaStock Group] Question on Monte Carlo Testing
> >
> >
> > Exactly in what area does it help? I mean if it is helpful, then
> > someone should be able to explain how it is helpful?
> >
> >
> >
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