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R project to parse trades, remove outliers, run Monte Carlo
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R project to parse trades, remove outliers, run Monte Carlo

  #1 (permalink)
Site Administrator
Manta, Ecuador
 
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Favorite Futures: E-mini ES S&P 500
 
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R project to parse trades, remove outliers, run Monte Carlo

Hi guys,

I am looking for someone to code an R script that can take a CSV source file, parse trades, throw out outliers, and then run a Monte Carlo and graph the results.

I cannot wait for MSA to add this feature any longer, and I don't want to keep using EquityMonaco because it is just too slow (manual work) for my needs -- as I have to manually create Excel csv files for a dozen products per run, manually combine them into single file after sorting date/time of entry, then setup EM for each run, etc. It's not fun. I want to automate it.

For outliers, I would like a few options such as standard deviations as well as a percentage of 'best'/'worst', and ability to cut by winners and losers or only winners.

The graphs should include profit, drawdown, max win/loss run. These can just be saved out to filesystem as PNG files using a date scheme and source filename.

Build to handle 100,000 trades per run.

If you can handle this please contact me.

Mike




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  #2 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,240 since Jun 2009
Thanks: 29,352 given, 83,223 received

This job is completed.

Mike




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In this subforum only the thread starter may post replies to this thread. To contact or reply to user "Big Mike", please send a Private Message.

Important threads to read regarding this Paid Services subforum:

- Do you really need to pay for it?
- Protect yourself
- Do research before hiring
- How to pay for services
- Rating a transaction after it is completed
- Disclaimer: Services here are not endorsed by futures.io






Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote

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