Monte Carlo Analysis

Template Description

This template runs a Monte Carlo simulation on a Trade List. The Monte Carlo simulation constructs new trade sequences using the original returns. It does this many times to produce statistically significant distributions of expected Final Wealth and Max Drawdown. To use this template, first create a Trade List using EdgeRater entries and exits and Trade Simulation featues (or Trade Simulation Batch Run Template). Then save the trade simulation as an Excel file and choose that file as input to this template. (See Book Reference for more info on Monte Carlo Simulation).

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