Topic: Monte Carlo analysis
Let’s consider we conduct Monte Carlo analysis of strategy only by “Randomize backtest starting bar” method. The strategy was developed on 10 year history.
If number of Monte Carlo simulations is quite high, is it possible that in some Monte Carlo simulations the strategy will be evaluated on 2 year history or 1 year history (due to starting bar shift)?
Or all simulations shift starting bar roughly in the same year (so the strategy will be evaluated on 9-10 year history for all simulations)?