Forum: Traders Hideout
September 7th, 2016, 09:37 PM
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Replies: 12
Views: 6,763
MC
For example, I'll put in my 100 trades that took place over a month's time, and let it run over 10,000 simulations. That's,
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The purpose of the MC simulation is to see possible outcomes and...
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Forum: Traders Hideout
September 3rd, 2016, 08:40 AM
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Replies: 12
Views: 6,763
Drawdowns
Thank you for respond GFIs1 ,
I am afraid we are talking about different things. I only refer to drawdowns.
My point is valid even for a live system that brings you a profit.
If you take...
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Forum: Traders Hideout
September 3rd, 2016, 03:49 AM
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Replies: 12
Views: 6,763
Not so random
Thank you for respond GFIs1
I am not tracking random numbers but draw from a given set of trades. This is best practice and accordance with, for example, the method used by Bandy in "Modeling...
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Forum: Traders Hideout
September 3rd, 2016, 03:01 AM
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Replies: 12
Views: 6,763
Drawdown Monte Carlo Increase over time PROBLEM
Hi Traders
after extensive testing using Monte Carlo mathematically correct for Drawdown analysis I see only bad news.
Using random selection with replacement to create 200 trades long series...
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