Posted By: AndrewAMD
Add Monte Carlo data array to PERFORMANCE struct - 09/12/22 14:19
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:
This way, I can build a drawdown analysis into my script.
To be clear, this is the data I want to capture:
Specifically, make a struct like this, and declare an array of length=10:
Code
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];
To be clear, this is the data I want to capture:
Code
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$