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

This job is completed.

Mike