Create and Test Forex Strategies
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| fsbpro_guide:monte_carlo [2017/09/29 06:40] – yavor | fsbpro_guide:monte_carlo [2018/01/08 12:20] – [1.2 Execution problems] yavor | ||
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| On the other hand – if you make some minor changes and the strategy’s profits crumble – it means that this strategy is over-optimized and thus, is a bad choice to trade. | On the other hand – if you make some minor changes and the strategy’s profits crumble – it means that this strategy is over-optimized and thus, is a bad choice to trade. | ||
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| + | The FSP Pro Monte Carlo tool can simulate changes in the market conditions, strategy execution problems and changes in the strategy. | ||
| <WRAP center round tip 60%> | <WRAP center round tip 60%> | ||
| - | When you run the Monte Carlo tool, you actually do not run a single test but 20 (by default) tests. Each test can use one or more simulations. The FSP Pro Monte Carlo tool can simulate changes in the market conditions, strategy execution problems and changes in the strategy. | + | When you run the Monte Carlo tool, you actually do not run a single test but 20 (by default) tests. Each test can use one or more simulations. |
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| **Randomly skip position exits** –works as the previous one, but for exiting positions. This one of course is much more important, since not closing a position in time might result in loss. | **Randomly skip position exits** –works as the previous one, but for exiting positions. This one of course is much more important, since not closing a position in time might result in loss. | ||
| Randomly close positions – simulates problems with the broker. Tests what will happen if the broker for some reason sometimes closes your positions. | Randomly close positions – simulates problems with the broker. Tests what will happen if the broker for some reason sometimes closes your positions. | ||
| - | Randomize slippage – slippage is present on markets, where the prices change fast. It might happen that the price changes by one or two ticks, while the program sends the order and the broker computes it. | + | |
| + | **Randomize slippage** – slippage is present on markets, where the prices change fast. It might happen that the price changes by one or two ticks, while the program sends the order and the broker computes it. | ||
| ==== 1.3 Strategy variation ==== | ==== 1.3 Strategy variation ==== | ||