PMKing Trading LLC
Trading System Simulation
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Table of Contents

1   Introduction

2   When Expectancy Isn’t Useful

2.1 Payouts and Probabilities
2.2 Using Simulation

3   Your Objectives

4   Serial Dependency

5   Example Simulation

5.1 The Simulation
5.2 Equity Curves (in R)
5.3 Frequency Distribution
5.4 Summary Data

6   Interpreting the Results

7   Simulation Caveats

8   Summary

 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
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