Frequency distribution and statistical significance in strategy analyzer

June 30th, 2012, 06:41 PM

I haven found any results only a few discussions, does anyone know a way to create frequency distributions of profits in the strategy analyzer. (frequency on one axis, and profits in % or $ on the other).

Or does an indicator exist, that shows statistical significances of profits in the strategy analyzer.

I could export the trades list to excel and go from there, but i would prefer a solution within ninja

June 30th, 2012, 07:36 PM

You could try to run a Monte Carlo simulation. It would show you the frequency distributions of the cumulative profit of your trades, when selected at random.

Frequency distribution and statistical significance in strategy analyzer

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Frequency distribution and statistical significance in strategy analyzer