public class MonteCarloSimulator
extends java.lang.Object
Constructor and Description |
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MonteCarloSimulator() |
Modifier and Type | Method and Description |
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static double |
computeDrawdown(double accountSize,
double[] orders)
Compute drawdown.
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void |
computeMonteCarloPercentagePL(SQOrderList originalOrders,
double originalAccountSize)
Compute monte carlo percentage pl.
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static double |
computePctDrawdown(double accountSize,
double[] mcOrders)
Compute pct drawdown.
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static double |
computePctProfit(double[] mcOrders,
double initialCapital)
Compute pct profit.
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static double |
computeProfit(double[] mcOrders)
Compute profit.
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static MonteCarloStatValues |
computeResultStats(double initialCapital,
double[] orders,
double avgTradesPerMonth)
Compute result stats.
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java.util.ArrayList<java.lang.Double> |
transformOrdersToDoubles(SQOrderList originalOrders,
int capitalSize,
boolean b)
Transform orders to doubles.
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java.util.ArrayList<java.lang.Double> |
transformToMoneyOrders(java.util.ArrayList<java.lang.Double> mcOrders,
double originalAccountSize,
boolean useDynamicMM)
Transform to money orders.
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double[] |
transformToMoneyOrders(SQOrderList originalOrders,
double originalAccountSize)
Transform to money orders.
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java.util.ArrayList<java.lang.Double> |
transformToPercentageOrders(SQOrderList originalOrders,
double originalAccountSize,
boolean useDynamicMM)
Transform to percentage orders.
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public java.util.ArrayList<java.lang.Double> transformToPercentageOrders(SQOrderList originalOrders, double originalAccountSize, boolean useDynamicMM)
originalOrders
- the original ordersoriginalAccountSize
- the original account sizeuseDynamicMM
- the use dynamic mmpublic java.util.ArrayList<java.lang.Double> transformToMoneyOrders(java.util.ArrayList<java.lang.Double> mcOrders, double originalAccountSize, boolean useDynamicMM)
mcOrders
- the mc ordersoriginalAccountSize
- the original account sizeuseDynamicMM
- the use dynamic mmpublic static double computeProfit(double[] mcOrders)
mcOrders
- the mc orderspublic static double computePctProfit(double[] mcOrders, double initialCapital)
mcOrders
- the mc ordersinitialCapital
- the initial capitalpublic static double computeDrawdown(double accountSize, double[] orders)
accountSize
- the account sizeorders
- the orderspublic static double computePctDrawdown(double accountSize, double[] mcOrders)
accountSize
- the account sizemcOrders
- the mc orderspublic java.util.ArrayList<java.lang.Double> transformOrdersToDoubles(SQOrderList originalOrders, int capitalSize, boolean b)
originalOrders
- the original orderscapitalSize
- the capital sizeb
- the bpublic void computeMonteCarloPercentagePL(SQOrderList originalOrders, double originalAccountSize)
originalOrders
- the original ordersoriginalAccountSize
- the original account sizepublic double[] transformToMoneyOrders(SQOrderList originalOrders, double originalAccountSize)
originalOrders
- the original ordersoriginalAccountSize
- the original account sizepublic static MonteCarloStatValues computeResultStats(double initialCapital, double[] orders, double avgTradesPerMonth)
initialCapital
- the initial capitalorders
- the ordersavgTradesPerMonth
- the avg trades per month