Can the results of the Monte Carlo test be added to the PERFORMANCE struct?
Specifically, make a struct like this, and declare an array of length=10:
typedef MONTECARLO_RESULTS{
var vConfidenceLevel; // percent
var vAR; // percent
var vDDMax; // in account currency
var vCapital; // in account currency
} MONTECARLO_RESULTS;
// add to PERFORMANCE struct:
MONTECARLO_RESULTS MonteCarloResults[10];
This way, I can build a drawdown analysis into my script.
To be clear, this is the data I want to capture:
Confidence level AR DDMax Capital
10% 236% 1440$ 1390$
20% 227% 1550$ 1470$
30% 218% 1680$ 1570$
40% 209% 1830$ 1680$
50% 202% 1940$ 1760$
60% 193% 2140$ 1900$
70% 186% 2340$ 2040$
80% 174% 2730$ 2320$
90% 166% 3080$ 2580$
95% 146% 4010$ 3580$
100% 104% 5640$ 4710$