Topic: MC on portfolio
Popov
Is Monte Carlo on portfolio possible?
Regards,
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Forex Software → Portfolio Expert → MC on portfolio
Popov
Is Monte Carlo on portfolio possible?
Regards,
There is no such feature in EA Studio now. Please validate the contained strategies separately.
I know that...was wondering if such a feature is possible..planned...thanks
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.
Being lazy...I will have to use validator...
Forex Software → Portfolio Expert → MC on portfolio
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