Almost forgot, check the FILES section (search under "Monte Carlo") of this Yahoo Group and will find a ZIP file containing an Excel spreadsheet that has all the macros built into it already, for doing MCS on AB output. It's all setup and ready to go. You may need to get yourself a screen capture device to save MCS results in a faster way, to compare MCS results for different systems. The bell curve graphing is included in the MCS spreasheet.
You won't need much training to use MCS. Just drop your automatic analysis results into the MCS Excel document and hit the button. Give it a minute and then check the bell curve data. You can also buy MCS software that does the same thing, but this spreadsheet is FREE and very easy to use. You will only need 1,000 MCS passes (this is done automatically when you hit the button) to properly analyze the trading system. Some MCS softwares do many more passes, but statistically it won't help much more. 1,000 passes is plenty. Make sure you test various market cycles (see my previous post) to confirm how well a system works in MCS against major bull or bear market cycles, too -- just to make sure the system works in all conditions. Otherwise, just use the system for the conditions it works well in. Good luck! ~rhelfer --- In [email protected], "brian_z321" <[EMAIL PROTECTED]> wrote: > > Hello ~rhelfer, > > What is the first one or two things that you look at in MCSimulations? > > Can you recommend anyone/anywhere as the best training source for MCS > applications to trading? > > Brian_z
