Gamestudio Links
Zorro Links
Newest Posts
Trading Journey
by M_D. 04/26/24 20:22
Help with plotting multiple ZigZag
by M_D. 04/26/24 20:03
Data from CSV not parsed correctly
by jcl. 04/26/24 11:18
M1 Oversampling
by jcl. 04/26/24 11:12
Why Zorro supports up to 72 cores?
by jcl. 04/26/24 11:09
Eigenwerbung
by jcl. 04/26/24 11:08
MT5 bridge not working on MT5 v. 5 build 4160
by EternallyCurious. 04/25/24 20:49
Zorro FIX plugin - Experimental
by flink. 04/21/24 07:12
AUM Magazine
Latest Screens
The Bible Game
A psychological thriller game
SHADOW (2014)
DEAD TASTE
Who's Online Now
1 registered members (AndrewAMD), 816 guests, and 2 spiders.
Key: Admin, Global Mod, Mod
Newest Members
wandaluciaia, Mega_Rod, EternallyCurious, howardR, 11honza11
19049 Registered Users
Previous Thread
Next Thread
Print Thread
Rate Thread
Details about MonteCarlo #467691
08/22/17 14:30
08/22/17 14:30
Joined: Feb 2017
Posts: 24
sodiumchloride Offline OP
Newbie
sodiumchloride  Offline OP
Newbie

Joined: Feb 2017
Posts: 24
Hey Folks,

Can someone explain this quote for me from manual?

“When using Monte Carlo analysis, the equity curve from the backtest is randomly resampled many times. This generates many different equity curves that each represent a different order of trades and different price movements inside each trade.”

I’d like to know some details how this random resampling exactly works.

For example:
- Are any Bars changed?
– How are they changed?
- Are any indicator Parameter changed?
- And so on … just some numbers.

I hope u understand what I mean wink

Re: Details about MonteCarlo [Re: sodiumchloride] #467870
09/05/17 07:32
09/05/17 07:32
Joined: Jul 2000
Posts: 27,986
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,986
Frankfurt
Monte Carlo only resamples the equity curve from the previous backtest. Bars, indicators or any other parameters are not changed.


Moderated by  Petra 

Gamestudio download | chip programmers | Zorro platform | shop | Data Protection Policy

oP group Germany GmbH | Birkenstr. 25-27 | 63549 Ronneburg / Germany | info (at) opgroup.de

Powered by UBB.threads™ PHP Forum Software 7.7.1