I am just curious, have anybody implemented Monkey tests of your trading strategies as part of your testing?
Standard strategy has according to backtest e.g. 100 trades over 1 year period.
By monkey test you want to replace entry with random entry with remained exit orders (according to your strategy) and than run those 100 trades with randomly placed orders over e.g. 10000 times, then compare monkey test performance with performace of your actual strategy.
Is it somehow possible to test in ninjatrader? I have already seen example of random on this forum however I am not sure if there is any possibility to run the strategy over sufficient number of times (10 000 times) in order to see valid results to compare it.
Does anybody have experience with this kind of testing?