<![CDATA[Forex Software — MC on portfolio]]> https://forexsb.com/forum/topic/7194/mc-on-portfolio/ Mon, 29 Jan 2018 04:55:19 +0000 PunBB <![CDATA[Re: MC on portfolio]]> https://forexsb.com/forum/post/48972/#p48972 Being lazy...I will have to use validator...

]]> Mon, 29 Jan 2018 04:55:19 +0000 https://forexsb.com/forum/post/48972/#p48972 <![CDATA[Re: MC on portfolio]]> https://forexsb.com/forum/post/48966/#p48966 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.

]]> Sat, 27 Jan 2018 12:30:32 +0000 https://forexsb.com/forum/post/48966/#p48966 <![CDATA[Re: MC on portfolio]]> https://forexsb.com/forum/post/48964/#p48964 I know that...was wondering if such a feature is possible..planned...thanks

]]> Sat, 27 Jan 2018 10:26:19 +0000 https://forexsb.com/forum/post/48964/#p48964 <![CDATA[Re: MC on portfolio]]> https://forexsb.com/forum/post/48958/#p48958 There is no such feature in EA Studio now. Please validate the contained strategies separately.

]]> Fri, 26 Jan 2018 10:52:36 +0000 https://forexsb.com/forum/post/48958/#p48958 <![CDATA[MC on portfolio]]> https://forexsb.com/forum/post/48939/#p48939 Popov
Is Monte Carlo on portfolio possible?
Regards,

]]> Thu, 25 Jan 2018 05:22:11 +0000 https://forexsb.com/forum/post/48939/#p48939