1 Topic by geektrader (edited by geektrader 2018-03-18 09:07:08)

  • From: Germany
  • Registered: 2010-04-05
  • Posts: 842

Topic: Relative criterias for the Monte Carlo simulator

Hi Dr. Popov,

it would be great if we could have some relative criterias for the Monte Carlos simulator, for example:

"% Net profit of original strategy (at least): 50%" (user can enter the % value freely)
This would mean that the strategy would at least need to have 50% of the profit it has without the monte carlo tests.

The same could go for amount of trades, etc. etc. Having something relative there instead of fixes values would help a lot, especially if dealing with different lot-sizes / timeframes very often.

Thanks.

geektrader's Website

  • Popov
  • Popov
  • Lead Developer
  • Offline
  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 8,041

Re: Relative criterias for the Monte Carlo simulator

Interesting idea. However, I have so many items in my ToDo that it looks like it will take me 2-3 years to implement them and this is only for EA Studio. The list for FSB Pro is huge.

Popov's Website

  • From: Germany
  • Registered: 2010-04-05
  • Posts: 842

Re: Relative criterias for the Monte Carlo simulator

i imagine, just put it on the todo list and add it in 2 to 3 years :-) I am sure we will still be here then, after all I joined this Forum in 2010 ;-)

geektrader's Website

  • Popov
  • Popov
  • Lead Developer
  • Offline
  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 8,041

Re: Relative criterias for the Monte Carlo simulator

Yes...

I only hope, I'll checkout the items faster than adding new ones in between. Frankly, I rearrange the items  every week.
Now adding custom indicators to Ea Studio is on  position 7 and Walk Forward  (which is 90% ready) is on position 23. Strange things happen some times.

Popov's Website

  • From: Germany
  • Registered: 2010-04-05
  • Posts: 842

Re: Relative criterias for the Monte Carlo simulator

Haha, better than if you had no ideas anymore :-) So much stuff to come, that sounds really good!

geektrader's Website