MC_Runs = 100;
MC_Equity_init = 100000;
MC_NumPos = 8;
MC_Trades = 50;
data = ( rand( 184, 1 ) - 0.5 ) / 100;
data_chg = [0; data ./ MC_NumPos];
MC_data_chg = rot90( data ./ MC_NumPos );
MC_Equity_chg = zeros( MC_Runs, MC_Trades + 1 );
for j = 1:MC_Runs;
MC_Equity_chg(j,:) = [0, datasample( MC_data_chg, MC_Trades, 'Replace', true )];
end
MC_Equity_chg = flipud( rot90( MC_Equity_chg ) );
MC_Equity = [MC_Equity_init * ones( 1, MC_Runs ); zeros( MC_Trades, MC_Runs ) ];
for j = 2:MC_Trades + 1;
MC_Equity(j,:) = MC_Equity(j-1) + MC_Equity(j-1) * MC_Equity_chg(j,:);
end
figure
hold on;
plot( MC_Equity(:,1), 'r-' );
plot( MC_Equity(:,3), 'k-' );
plot( MC_Equity(:,5), 'g-' );
plot( MC_Equity(:,7), 'b-' );