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Warning! Do not delete this header, it is used by StrategyQuant to get information about this template. Monte Carlo Class to implement new monte carlo function MonteCarlo java package com.strategyquant.extend.MonteCarlo; import java.util.Collections; import java.util.Iterator; import com.strategyquant.lib.random.Probability; import com.strategyquant.lib.random.RandomGen; import com.strategyquant.lib.results.SQOrder; import com.strategyquant.lib.results.SQOrderList; import com.strategyquant.lib.snippets.MonteCarloSim.MonteCarlo; public class [class_name] extends MonteCarlo { public [class_name]() { setName("[class_name]"); addIntParameter("_PARAMETER_", "Parameter", 20, 2, 1000, 1); // set name of this method that will be displayed with parameter(s) setFormatedName("Monte Carlo method with parameter _PARAMETER_"); } /** * Function receives list of all orders sorted by open time and it could manipulate * the list and/or each order in any way to create new simulation case. * To skip the trade you have to remove them from the list. * * Order structure is available in the documentation here: * http://www.strategyquant.com/doc/api/com/strategyquant/lib/results/SQOrder.html * * @param originalOrders - list of original orders. */ @Override public void compute(SQOrderList originalOrders) throws Exception { int parameter = getIntParameterValue("_PARAMETER_"); for(Iterator i = originalOrders.listIterator(); i.hasNext();) { SQOrder order = i.next(); // todo - your custom action // orders can be skipped or manipulated here } } }