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@all,
I'm glad to announce my new software simulation product "Zen Monte Carlo Simulator v5.0".
The Zen Monte Carlo Simulator is a professional software product for chance evaluation, risk analysis and validation of mechanical trading systems.
Technically it is a lean and very fast Win32 implementation of the well-known Monte Carlo Simulation method. There are available german and english "stand alone" versions as well as an additional alternative standard Windows DLL component.
The two substantial functions are system simulation and data simulation.
In the context of the system simulation available systematical test results are used by a Monte Carlo Simulation stress test. Thus qualitatively more valuable results concerning the profits, but in particular also concerning expecting account drawdowns are achieved, as this would be possible with conventional linear systematical tests.
The data simulation makes it possible to generate synthetic, artificial data (Weekly, EOD, Intraday...), which can be used again for additional alternative systematical tests and the data simulation thus delivers a valuable contribution for validating mechanical trading systems.
So the Zen Monte Carlo Simulator is an additional tool for system development and test environment software like Metastock, which can improve the overall system development process of mechanical trading systems!
Website: www.zentrader.de
Mail to: info@zentrader.de
All information on my website is either in german (because I'm german developer from stuttgart, South Germany) and also in english language.
Bye,
Volker Butzlaff
(zentrader)
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Rank:: Member
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Joined: 3/6/2005(UTC)
Posts: 24
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Rank:: Member
Groups: Registered, Registered Users, Subscribers
Joined: 3/6/2005(UTC)
Posts: 24
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...and if you don't have the time to read the whole book, there's a short technical contribution about the topic in Traders' UK 02/2007, which declares the possibilities of Monte Carlo Simulation methods for system and data simulation tasks with the objective to improve the trading system development process clearly!
See the following pdf-File:
http://www.zentrader.de/mcs_article_traders2007.pdf
bye,
zentrader
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Rank: Advanced Member
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Thanks for posting your article; I've bookmarked it to read as soon as I can.
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Rank:: Member
Groups: Registered, Registered Users, Subscribers
Joined: 3/6/2005(UTC)
Posts: 24
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Rank:: Member
Groups: Registered, Registered Users, Subscribers
Joined: 3/6/2005(UTC)
Posts: 24
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Rank: Advanced Member
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How does this compare/contrast with VST?
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Rank: Advanced Member
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Location: Glastonbury, CT
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From the looks on his web site, I think that you have to convert your data into some format .
I didn't see how he inputs his systems for testing?
when testing systems,I don't feel like jumping through hoops.
VST pro uses metastock data, it uses metastock code,all from the metastock program.
VST pro dispels the myths in trading systems. VST Pro shows the weakness in your system, right on the chart.
VST pro shows risk/reward right on the chart, change any parameter on the indicator and refresh the chart, your risk reward updates
The ease of use in software, should be a major factor in the decision.
I have been trading for over 15 years,have gone through several trading platforms and I still use Metastock as my primary software.
I don't feel like having to learn a new programming code, I don't feel like having to waste more time trying to plot an indicator only to find out that it fails miserably
just my 2 cents
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Rank:: Member
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Joined: 3/6/2005(UTC)
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@Mark,
VST is a system tester.
The Zen Monte Carlo Simulator instead is
a) a stress testing tool which shows the profit and risk ranges, based on the results of such a conventional system tester (like VST). It use Monte Carlo Simulation techniques to extend your view of your possible system profits or draw downs!
b) a data simulation tool which can generate alternative test data for your system tests (e.g. VST tests). The data formats are compatible with Metastock Downloader formats.
You use the Zen MCS tool as additional product to tools like Metastock, Tradestation, Amibroker etc. etc.
bye,
zentrader
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