Create and Test Forex Strategies
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| eas-guide:monte-carlo [2025/09/11 08:27] – [Simulations] Miroslav Popov | eas-guide:monte-carlo [2025/09/12 07:22] (current) – Corrected "Randomize start bar" Miroslav Popov | ||
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| For example, if we start the test on a local performance high, then the following losing period may cause a significant drawdown. | For example, if we start the test on a local performance high, then the following losing period may cause a significant drawdown. | ||
| - | The opposite case is also possible; if we start the test on a local low, the subsequent gains may show overestimated results. | + | The opposite case is also possible |
| - | * **Randomize backtest starting bar** - will randomize the starting bar of the test. | + | * **Randomize backtest starting bar** - searches |
| - | * **Skip to next shadowed opposite order** - searches a following opposite direction signal and starts the test from there. It causes the backtest to start with an opposite trade. This simulation aims to identify cases where initiating with an opposite trade compromises strategy performance. | + | |
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| {{: | {{: | ||
| - | When running the [[eas-guide: | + | When running the [[eas-guide: |
| The **Validated tests** setting uses the **Validation** settings in the Monte Carlo tool here. | The **Validated tests** setting uses the **Validation** settings in the Monte Carlo tool here. | ||
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| These are very similar and work in the same way as the general [[eas-guide: | These are very similar and work in the same way as the general [[eas-guide: | ||
| - | In the above example a strategy will be considered to have passed the Monte Carlo validation only if at least 80% of the tests pass. | + | In the above example, a strategy will be considered to have passed the Monte Carlo validation only if at least 80% of the tests pass. |
| - | ~~DISQUS~~ | ||