https://kjtradingsystems.com/monte-carlo-simulation.html
I use this one on a separate laptop with windows as i have Linux OS on desktop. A pain that it’s Windows but works none the less after enabling macros.
MC testing is worth it’s weight in gold for portfolio modelling and position sizing. Saved me bust ups giving a cutoff expectancy and screened out bots I otherwise would have switched on. As always, the more data you can feed it the better. I haven’t read the whole thread so maybe it’s already posted.
Hello guys
I tried to search for it as you told me and I managed to find it, it is exactly similar to the one I used some time ago, thanks!
The only bad thing is that on the Excel of Office Online free it does not activate the buttons so it does not work and I am annoyed by having to buy the excel license for desktop since Idon’t use it so much but it should work, so great job 😉
Did you try it on ‘google sheets’, this is free to use on google drive.
yes i’m trying. Here the “clear” and “calculate” buttons don’t appear at all, strange
Is this the same as you tried?
https://excel.cloud.microsoft/en-gb/ here buttons are still sisabled
Here’s another to try
https://www.offidocs.com/index.php/create-xls-online here the buttons appear like if they were “images” so i can’t click them
Maybe I don’t know how to use these sites well and I’m doing something wrong?
It’s that long since I used the MC tool, but maybe you / we need to ‘enable macros’ to make the buttons do something??
Clutching at straws, but in the absence of others offering anything?
Maybe nobody is doing MC Analysis?
I actually plan to release a Monte Carlo software specifically designed for ProRealTime on PRC Marketplace soon, so you just can export your .CSV file and input it and click a button. The dashboard you get will look like the annotated screenshot. Just need to set up my account on market place, but should be up within a few weeks! 🙂 If you upload your .CSV file here I can run it for you, and post the result here if you want 🙂
Sorry for double post, but the attachment didnt seem to work. Trying again here.
Looks Good Snålänningen … Well Done!
I actually plan to release a Monte Carlo software specifically designed for ProRealTime on PRC Marketplace soon, so you just can export your .CSV file and input it and click a button. The dashboard you get will look like the annotated screenshot. Just need to set up my account on market place, but should be up within a few weeks! 🙂 If you upload your .CSV file here I can run it for you, and post the result here if you want 🙂
—
Is it ready?
Not yet unfortunlately. I am doing the last bit of polish to my second software specifically designed for ProRealTime – A Portfolio Analyzer which can help you see correlation between your algorithms and help you take a better decision on how your best algo portfolio could look like.
Hi again!
You can now find my Monte Carlo-tool available in the marketplace: https://market.prorealcode.com/product/monte-carlo-for-algorithmic-trading/
As well as my Portfolio Analyzer: https://market.prorealcode.com/product/portfolio-analyzer-for-algorithmic-trading/
You can also buy them in a bundle for a bit nicer price: https://market.prorealcode.com/product/bundle-monte-carlo-and-portfolio-analyzer/
I hope you like them, please let me know if you have any feedback or requests! 🙂
Just want to mention in this thread as well that I have now actually made the Monte Carlo tool as a free webapp as well. You can try it out here:
https://www.snalanningen.com/monte-carlo-for-algorithmic-trading/
Happy Monte Carlo’ing!
