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Monte Carlo Permutation Evaluation of Trading Systems

By JohnLast 4007 days ago Comments (1)

This document is copyright 2006 Timothy Masters. Reproduction in any form is
forbidden unless written permission is obtained from the author. The algorithms and
computer code presented in this document are provided without warranty of any sort.
Errors and omissions are possible, and the author does not accept liability for
consequences related to errors or omissions. Anyone using the contents of this
document does so at his or her own risk. Before employing any of this information in a
situation in which risk of loss is involved, the user should confirm to his or her own
satisfaction that such use is appropriate.


  • jaguar1637 4007 days ago


    I check the code. May be it will possible to do in MQ4L. But in a futur, C language will be mandatory for this