Anyone know if Monte-Carlo Simulation is planned for the next release ?
I really like the strategy parms, but when you have a number of parms the combinations can get quite tedious...
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Sounds like you're asking about the Optimizer instead of MC-Lab. Unfortunately though, neither are in the works for next release.
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I've integrated my ASA code (available at no charge at http://ingber.com) into my TRD C-code. The C DLL runs very well with TradeStation. If you can develop a very simple .NET/C#/C++ wrapper/calling function to ASA, then you could use ASA to fit parameters in your code.
Alternatively, I don't know if the new WL interfaces with Excel, but if it does, then the ASA C DLL also works within Excel, so the optimization could be used in that way.
Lester
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Got this bookmarked. Thanks Dr. Ingber.
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