Topic: Faster Monte Carlo
Hello Traders,
I found out that the slowest algorithm in Monte Carlo is the one that randomises the historical data.
The function works well, but it is slow. This obviously compromises the blazing speed of EA Studio.
Now Monte Carlo generates random historical data only once per run and caches it for all the simulations.
The effect is something like a 10 times faster Monte Carlo with the default settings.
This is especially visible in the Reactor.
Trade Safe!