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Dans un courrier daté du 13/09/98 00:23:37 , vous avez écrit :
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I am a systems newbie but; Could you do a monteCarlo sim. on the one
contract system to get the worst "conceivable" drawdown (DDMC) per
contract. Then use #contracts = equity/DDMC or equity/(n*DDMC)?
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Right, of course.
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How does one do a monteCarlo simulation. (My understanding is that this
is taking the trades in a random order to get a better idea of what
drawdowns might be.) Is there software to do this?
Conrad Bowers
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TS Express featured a Monte Carlo DD simulation for TradeStation in a recent
issue of the Journal.
See Bill Brower's web site
www.Insideedgesystem.com
for more info.
Sincerely,
Pierre Orphelin
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