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Subject: Equity curve simulator

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Milktrader
Posts:8

04-28-2009 8:38 AM Alert 
I ran across an Excel spreadsheet that simulates what 100 randomly generated equity curves look like given a percent win, ave win, ave loss, win stdeva, loss stdeva. Is there a way to calculate the standard deviation of the wins and losses without exporting to Excel, sorting and running the stdeva function?
murray
Posts:519

04-28-2009 10:40 PM Alert 
Take a look under TradersStudio Macro's at the Monti-Carlo Macro. This will give you an example of what I think you are looking for.
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