with rapid increase in wind power penetration into the power grid, wind power forecasting is becoming increasingly important to power system operators and electricity market participants. Wind power in large scale in electricity market, has some drawbacks, such as uncertainties in generation. In this paper, in order to, simulating wind power plane accuracy, Weibull probability density function is used. Weibull PDF Parameters are forecasted by combination of Simulated Annealing and Artificial Neural Network (SA-ANN) in real case wind speed of Khorasan, Iran. The results illustrate, proposed method have reliable solution for Weibull PDF parameters. Finally, simulated energy market show, entry of the proposed wind energy plan, into the power energy market, increased competition belong other market players and decreased power energy price.