This chapter explains the simulation strategy and the Monte Carlo techniques used in McXtrace. We first explain the concept of the x-ray weight factor, and discuss the statistical errors in dealing with sums of x-ray weights. Secondly, we give an expression for how the weight factor transforms under a Monte Carlo choice and specialize this to the concept of direction focusing. Finally, we present a way of generating random numbers with arbitrary distributions. More details are available in the Appendix concerning random numbers in the User manual.