Monte - Carlo Simulation
Author: wycan
Creation Date: 12/4/2008 7:55 AM
profile picture

wycan

#1
Anyone know if Monte-Carlo Simulation is planned for the next release ?

I really like the strategy parms, but when you have a number of parms the combinations can get quite tedious...
profile picture

Cone

#2
Sounds like you're asking about the Optimizer instead of MC-Lab. Unfortunately though, neither are in the works for next release.
profile picture

ingber

#3
I've integrated my ASA code (available at no charge at http://ingber.com) into my TRD C-code. The C DLL runs very well with TradeStation. If you can develop a very simple .NET/C#/C++ wrapper/calling function to ASA, then you could use ASA to fit parameters in your code.

Alternatively, I don't know if the new WL interfaces with Excel, but if it does, then the ASA C DLL also works within Excel, so the optimization could be used in that way.

Lester
profile picture

Cone

#4
Got this bookmarked. Thanks Dr. Ingber.