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Manta, Ecuador
Site Administrator
Developer
Swing Trader
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,465 since Jun 2009
Thanks Given: 33,242
Thanks Received: 101,665
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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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