Create and Test Forex Strategies
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| fsbpro_guide:monte_carlo [2018/01/08 12:20] – [1.2 Execution problems] yavor | fsbpro_guide:monte_carlo [2018/01/08 12:31] (current) – [1.2 Execution problems] yavor | ||
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| These options test problems with the strategy execution. Such things do happen in the real world, so it is wise to test if the strategy is resilient enough to such events. | These options test problems with the strategy execution. Such things do happen in the real world, so it is wise to test if the strategy is resilient enough to such events. | ||
| - | **Randomly skip position entries** - will just skip closing | + | **Randomly skip position entries** - will just skip opening some of the positions. This sometimes happens in the real world. It might occur due to problems on the broker side, internet connection issues or slowness in the machine executing the strategy. |
| **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 | + | |
| + | **Randomly close positions** – Simulates | ||
| **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. | ||