Topic: Randomly Close Positions Effect - Monte Carlo
Hi Guys - I want to share with a strange situation I had been coming across.
Many times that I would build a system which had a positive result over a period of time - something like:
Then I would put it into the Monte Carlo simulation as a cross check - and it would happily turn into:
So I really was confused why a good performing system on the same data, would drastically change. So I started investigating the different simulation options within the Monte Carlo simluator. Randomly close positions has the following effect (Picture in next post due to 2 link limit).
So I would like to find out:
1) Is it bugged , or working correctly?
2) Do you use this part of the simulation?
3) I assume that running an EA on a VPS would have minimal of these kinds of errors.. what do you think?