<![CDATA[Forex Software — Monte Carlo - too good results]]> 2015-03-10T21:13:12Z PunBB https://forexsb.com/forum/topic/5227/monte-carlo-too-good-results/ <![CDATA[Re: Monte Carlo - too good results]]> The bug is fixed.

Thank you for the report. However the backtest of your Monte Carlo simulation is correct. The tester simple set the default list params. smile

]]> https://forexsb.com/forum/user/2/ 2015-03-10T21:13:12Z https://forexsb.com/forum/post/28282/#p28282 <![CDATA[Re: Monte Carlo - too good results]]> Yes, certainly.

I have it in my To Do list for the next major release

]]> https://forexsb.com/forum/user/2/ 2015-03-10T13:28:22Z https://forexsb.com/forum/post/28279/#p28279 <![CDATA[Re: Monte Carlo - too good results]]> Thanks also to you for the prompt support and for the great platform you have created. smile

I have just one additional wish concerning Monte Carlo: Very frequently, after I run the simulation with "Randomize indicator parameters", I have then big problem to find out what particular parameter is a bottleneck. Would it be possible to incorporate a "post-Monte Carlo" analysis tool that would help to find quickly the critical parameter - in the same way as the Strategy Analyzer tool in the original FSB?

]]> https://forexsb.com/forum/user/7685/ 2015-03-10T13:22:39Z https://forexsb.com/forum/post/28277/#p28277 <![CDATA[Re: Monte Carlo - too good results]]> Ok. Thank you for the report.


http://s28.postimg.org/gtnpvozo9/screenshot_829.jpg


I'll find and #@@#!! it.

]]> https://forexsb.com/forum/user/2/ 2015-03-10T12:58:21Z https://forexsb.com/forum/post/28275/#p28275 <![CDATA[Re: Monte Carlo - too good results]]> Yes, other tests seem to behave normally.

]]> https://forexsb.com/forum/user/7685/ 2015-03-10T12:40:11Z https://forexsb.com/forum/post/28273/#p28273 <![CDATA[Re: Monte Carlo - too good results]]> Here it is.

]]> https://forexsb.com/forum/user/7685/ 2015-03-10T12:36:45Z https://forexsb.com/forum/post/28272/#p28272 <![CDATA[Re: Monte Carlo - too good results]]> I think I succeed in reproducing the issue. According to my test it appears only when "Randomize indicator parameters" option is used. Are the tests normal using other simulations?

]]> https://forexsb.com/forum/user/2/ 2015-03-10T12:36:28Z https://forexsb.com/forum/post/28271/#p28271 <![CDATA[Re: Monte Carlo - too good results]]> What is the performance  shown on the Monte Carlo chart before running the simulations?

]]> https://forexsb.com/forum/user/2/ 2015-03-10T12:31:32Z https://forexsb.com/forum/post/28270/#p28270 <![CDATA[Re: Monte Carlo - too good results]]> The performance before running Monte Carlo is in my first post.

Attached is the second Monte Carlo run (again 20 calculations performed) with indicator parameters set to minimum.

]]> https://forexsb.com/forum/user/7685/ 2015-03-10T11:54:41Z https://forexsb.com/forum/post/28268/#p28268 <![CDATA[Re: Monte Carlo - too good results]]> Set Indicator parameters variations to minimum and see the performance.

http://s28.postimg.org/s4qdk26jd/screenshot_828.jpg

]]> https://forexsb.com/forum/user/2/ 2015-03-10T11:45:51Z https://forexsb.com/forum/post/28267/#p28267 <![CDATA[Re: Monte Carlo - too good results]]> What is the performance before running the Monte Carlo?

]]> https://forexsb.com/forum/user/2/ 2015-03-10T11:43:34Z https://forexsb.com/forum/post/28266/#p28266 <![CDATA[Re: Monte Carlo - too good results]]>

Monte Carlo calculated much better results than the original strategy

This is not a reason for an issue. Monte Carlo changes the market or trading behavior and the simulated conditions may be more suitable for your strategy.

You can check the simulations one by one and to determine which one of them produces better results.

Check also whether all the results are better or only some of them.

Check the spread and slippage values. The settings in the Monte Carlo options may be lower than what you have in the backtester.

]]> https://forexsb.com/forum/user/2/ 2015-03-10T11:40:49Z https://forexsb.com/forum/post/28265/#p28265 <![CDATA[Re: Monte Carlo - too good results]]> Here the Monte Carlo

]]> https://forexsb.com/forum/user/7685/ 2015-03-10T11:37:36Z https://forexsb.com/forum/post/28264/#p28264 <![CDATA[Monte Carlo - too good results]]> Hello Mr. Popov,

when I analyzed one of my DAX M15 strategies, I noticed that Monte Carlo calculated much better results than the original strategy. It behaves similarly also in other timeframes and even with some other underlyings. What do you need to send from me to check this behaviour?

]]> https://forexsb.com/forum/user/7685/ 2015-03-10T11:35:49Z https://forexsb.com/forum/post/28263/#p28263