<?xml version="1.0" encoding="utf-8"?>
<feed xmlns="http://www.w3.org/2005/Atom">
	<title type="html"><![CDATA[Forex Software — Very low or zero output from Montecarlo]]></title>
	<link rel="self" href="https://forexsb.com/forum/feed/atom/topic/9710/" />
	<updated>2024-04-10T06:17:10Z</updated>
	<generator>PunBB</generator>
	<id>https://forexsb.com/forum/topic/9710/very-low-or-zero-output-from-montecarlo/</id>
		<entry>
			<title type="html"><![CDATA[Re: Very low or zero output from Montecarlo]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/79364/#p79364" />
			<content type="html"><![CDATA[<div class="quotebox"><cite>Popov wrote:</cite><blockquote><p>&quot;Randomize backtest starting bar&quot; is the bottleneck, most probably. </p><p>Imagine your strategy makes a smoothly rising balance curve, reaching $1200 profit.<br />Let&#039;s say Monte Carlo cuts off the first 1/3rd of the bars, meaning the strategy will make roughly $800 profit.<br />The Monte Carlo test will fail in such a case.</p><p>Such Monte Carlo settings will favour strategies that make most of their profit near the end of the data series.</p><p>Try using a Profit Factor instead of a fixed Profit number.</p></blockquote></div><p>Hi Popov, </p><p>I have also changed pair and run the exact same condition and the results is completely different, provinding more then 100 strategies passing the MC validation with exceptional net profit.</p><br /><p>Might it also be that some pair comes very week out of the generation/validation and therefore do not pass the MC? <br />While the same setup for a different pair it is much more afficient and stable ?</p>]]></content>
			<author>
				<name><![CDATA[Vincenzo]]></name>
				<uri>https://forexsb.com/forum/user/14930/</uri>
			</author>
			<updated>2024-04-10T06:17:10Z</updated>
			<id>https://forexsb.com/forum/post/79364/#p79364</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: Very low or zero output from Montecarlo]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/79356/#p79356" />
			<content type="html"><![CDATA[<p>Good point, thx!<br />BR<br />Vincenzo</p>]]></content>
			<author>
				<name><![CDATA[Vincenzo]]></name>
				<uri>https://forexsb.com/forum/user/14930/</uri>
			</author>
			<updated>2024-04-08T20:24:34Z</updated>
			<id>https://forexsb.com/forum/post/79356/#p79356</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: Very low or zero output from Montecarlo]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/79349/#p79349" />
			<content type="html"><![CDATA[<p>&quot;Randomize backtest starting bar&quot; is the bottleneck, most probably. </p><p>Imagine your strategy makes a smoothly rising balance curve, reaching $1200 profit.<br />Let&#039;s say Monte Carlo cuts off the first 1/3rd of the bars, meaning the strategy will make roughly $800 profit.<br />The Monte Carlo test will fail in such a case.</p><p>Such Monte Carlo settings will favour strategies that make most of their profit near the end of the data series.</p><p>Try using a Profit Factor instead of a fixed Profit number.</p>]]></content>
			<author>
				<name><![CDATA[Popov]]></name>
				<uri>https://forexsb.com/forum/user/2/</uri>
			</author>
			<updated>2024-04-08T06:02:36Z</updated>
			<id>https://forexsb.com/forum/post/79349/#p79349</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Very low or zero output from Montecarlo]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/79323/#p79323" />
			<content type="html"><![CDATA[<p>Hello Everyone,</p><p>since a week I am experiencing a very low output from the montecarlo test.<br />Apparently the parameters are quite &quot;easy to pass&quot;, but i do not get why yet.<br />All available indicators set + 1 entry rule.</p><p>it is about 0.9 and 0% after at least 1o hours generating.</p><p>Anyone experiencing the same issue?</p><p>Thx<br />Vincenzo</p>]]></content>
			<author>
				<name><![CDATA[Vincenzo]]></name>
				<uri>https://forexsb.com/forum/user/14930/</uri>
			</author>
			<updated>2024-04-05T06:08:22Z</updated>
			<id>https://forexsb.com/forum/post/79323/#p79323</id>
		</entry>
</feed>
