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!

2 (edited by geektrader 2021-11-09 03:15:17)

Re: Faster Monte Carlo

Amazing, what a great idea to cache them. The steady regeneration was a HUGE slowdown, especially if using the Reactor. Thank you!

P.S.: Shouldn´t this update go to this topic too?:

Re: Faster Monte Carlo

Yes, you are right.
Thank you.