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Monte Carlo simulation

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  1. #1
    Forum Contributor
    Join Date
    03-31-2010
    Location
    Norway
    MS-Off Ver
    Excel 365
    Posts
    632

    Monte Carlo simulation

    Hello everyone,

    I have written a Monte Carlo simulation to see how different variables in the profile of a trading system play out in real life.

    For every simulation I run 3 trades X 80 days = 240 simulations.

    What I would like is to run this simulation 100 or even 1000 times and count the result for every single simulation and thus getting an average, maximum and minimum value.

    It is primarily the value in cell B13 and secondarily B14 I am interested in.

    I was thinking to maybe perform 100 simulations and record each result manually, but I could not copy and paste those cells for some reason.

    Any ideas?

    I attached the sheet.

    Thanks in advance!

    Best regards,

    Elijah
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