1 Topic by poteree (edited by poteree 2024-04-24 19:48:31)

  • From: EU
  • Registered: 2024-03-03
  • Posts: 14

Topic: Montecarlo Validation approves strategies not good with next MC tests

Dear Popov,

trough Reactor, by setting Montecarlo Validation, strategies are sent to collection after passing the Montecarlo test, but, if I run a single Montecarlo test on the same passed strategies, the Montecarlo test is not passed anymore (even if repeating the test over and over many times).

Of course, I use the same Montecarlo conditions of Reactor.

This happens very often, 1 strategies of 2!! In M15 timeframe for sure for many pairs (EURUSD, GBPUSD, USDJPY, USDCAD at least).

Please give a check, thanks!
Regards

  • Popov
  • Popov
  • Lead Developer
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  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 7,895

Re: Montecarlo Validation approves strategies not good with next MC tests

> if I run a single Montecarlo test on the same passed strategies, the Montecarlo test is not passed anymore

This is unexpected behaviour because it is only one "Monte Carlo" function. Having the same settings should produce the same results.

I'll check if there is any issue with that.

Thank you for the report!

Popov's Website

3 Reply by poteree (edited by poteree 2024-04-25 12:22:44)

  • From: EU
  • Registered: 2024-03-03
  • Posts: 14

Re: Montecarlo Validation approves strategies not good with next MC tests

You're welcome.

I'm using Reactor in M15 on the last week period (not 1 year or 3 year).