<![CDATA[Forex Software — MonteCarloAnalysis]]> https://forexsb.com/forum/topic/4959/montecarloanalysis/ Thu, 23 Oct 2014 07:03:25 +0000 PunBB <![CDATA[Re: MonteCarloAnalysis]]> https://forexsb.com/forum/post/26720/#p26720 This approach to Monte Carlo is superior to many that I have used because of the flexibility of the settings

]]> Thu, 23 Oct 2014 07:03:25 +0000 https://forexsb.com/forum/post/26720/#p26720 <![CDATA[Re: MonteCarloAnalysis]]> https://forexsb.com/forum/post/26717/#p26717

I have the impression that monte carlo is changing parameters such as "shift",

Do you think so because some test lines starts later.

http://s29.postimg.org/ghaf9p1v7/screenshot_704.jpg

This is because of the "Randomize backtest starting bar". It skips a random number of bars from the data set.

The idea behind this test is to imitate different length of the data series. Also it can imitate different moments of beginning of the live trading.

]]> Wed, 22 Oct 2014 20:56:49 +0000 https://forexsb.com/forum/post/26717/#p26717 <![CDATA[Re: MonteCarloAnalysis]]> https://forexsb.com/forum/post/26615/#p26615 I have the impression that monte carlo is changing parameters such as "shift", which apparently should not be changed by default as they have a enormous influence. Popov, can you please check and let us know which improvements are foreseen (in this forum some very nice ideas have been given).

Thanks
Nuno

]]> Tue, 14 Oct 2014 20:20:04 +0000 https://forexsb.com/forum/post/26615/#p26615 <![CDATA[Re: MonteCarloAnalysis]]> https://forexsb.com/forum/post/26338/#p26338 I agree with tnickel. It's a step in the right direction but so far what we had in FSB was better.
My idea with the multi-market was different as well, I'll explain in another post.

]]> Fri, 12 Sep 2014 18:23:11 +0000 https://forexsb.com/forum/post/26338/#p26338 <![CDATA[Re: MonteCarloAnalysis]]> https://forexsb.com/forum/post/26204/#p26204 tnickel wrote:

Hi,
very good Idear with the MonteCarloAnalysis. I think this is the right way. The biggest Problem in automatic strategy generation is the curvefitting.
We need more curvefitting tests.

But I think the monte carlo analysis is not enough. It is the right way but only the first step.

The product StrategyQuant have a monte carlo analysis too. But most of the strategies are curvefitted.
thomas

I suggest that you use the multi feature to establish robustness in addition to the MonteCarlo.

I posted a list of articles about robustness  http://forexsb.com/forum/topic/4961/robustness/

]]> Fri, 29 Aug 2014 15:23:16 +0000 https://forexsb.com/forum/post/26204/#p26204 <![CDATA[MonteCarloAnalysis]]> https://forexsb.com/forum/post/26200/#p26200 Hi,
very good Idear with the MonteCarloAnalysis. I think this is the right way. The biggest Problem in automatic strategy generation is the curvefitting.
We need more curvefitting tests.

But I think the monte carlo analysis is not enough. It is the right way but only the first step.

The product StrategyQuant have a monte carlo analysis too. But most of the strategies are curvefitted.
thomas

]]> Thu, 28 Aug 2014 21:37:46 +0000 https://forexsb.com/forum/post/26200/#p26200