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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: 27,982
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,982
Frankfurt
Monte Carlo only resamples the equity curve from the previous backtest. Bars, indicators or any other parameters are not changed.


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