<![CDATA[Forex Software — MC on portfolio]]> 2018-01-29T04:55:19Z PunBB https://forexsb.com/forum/topic/7194/mc-on-portfolio/ <![CDATA[Re: MC on portfolio]]> Being lazy...I will have to use validator...

]]> https://forexsb.com/forum/user/10033/ 2018-01-29T04:55:19Z https://forexsb.com/forum/post/48972/#p48972 <![CDATA[Re: MC on portfolio]]> Several of the Monte Carlo metrics that get simulated are closely tied to a strategy -- e.g. randomly skip position entry, randomly skip position exit, randomly close position, randomize indicator parameters.

How would those be simulated for a portfolio?  They couldn't.

Perhaps there are other metrics that could be varied to test the robustness of a portfolio -- I don't know.  My guess is that a portfolio is only as robust as its strategies -- so, it makes most sense to apply Monte Carlo testing to individual strategies.

]]> https://forexsb.com/forum/user/9721/ 2018-01-27T12:30:32Z https://forexsb.com/forum/post/48966/#p48966 <![CDATA[Re: MC on portfolio]]> I know that...was wondering if such a feature is possible..planned...thanks

]]> https://forexsb.com/forum/user/10033/ 2018-01-27T10:26:19Z https://forexsb.com/forum/post/48964/#p48964 <![CDATA[Re: MC on portfolio]]> There is no such feature in EA Studio now. Please validate the contained strategies separately.

]]> https://forexsb.com/forum/user/2/ 2018-01-26T10:52:36Z https://forexsb.com/forum/post/48958/#p48958 <![CDATA[MC on portfolio]]> Popov
Is Monte Carlo on portfolio possible?
Regards,

]]> https://forexsb.com/forum/user/10033/ 2018-01-25T05:22:11Z https://forexsb.com/forum/post/48939/#p48939