====== Monte Carlo ====== ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ;; Monte Carlo ;; ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; enable_monte_carlo = false count_of_tests = 20 valid_tests_percent = 80 spread_max = 30 ; Execution problems slippage_max = 20 skip_entries_percent = 2 skip_exits_percent = 2 rand_close_percent = 0 ; Strategy variations ind_params_change_probability = 0 ind_params_max_change_percent = 20 ind_params_min_delta_steps = 20 rand_first_bar_percent = 10 ; Monte Carlo validation mc_max_consecutive_losses = 0 mc_max_drawdown_percent = 0 mc_max_equity_drawdown = 0 mc_max_stagnation_days = 0 mc_max_stagnation_percent = 0 mc_min_count_of_trades = 100 mc_min_profit = 10 mc_min_profit_factor = 0 mc_min_profit_per_day = 0 mc_min_r_squared = 0 mc_min_return_to_drawdown = 0 mc_min_win_loss_ratio = 0