Strategy Simulator
The Strategy Simulator is a Java application that is used to simulate the trading performance of typically a neural network model. It can also simulate using a SVM or Weka model. The feature rich application can iterate through a parameter set in batch mode and is used to calibrate a model in preparation for its actual use.
Historical time series can be subjected to noise and sophisticated entry, exit and risk stops can be tested. Reporting on strategy is extensive and the built in sorter can be used to order and rank the many simulations produced.
