Details about MonteCarlo

Posted By: sodiumchloride

Details about MonteCarlo - 08/22/17 14:30

Hey Folks,

Can someone explain this quote for me from manual?

“When using Monte Carlo analysis, the equity curve from the backtest is randomly resampled many times. This generates many different equity curves that each represent a different order of trades and different price movements inside each trade.”

I’d like to know some details how this random resampling exactly works.

For example:
- Are any Bars changed?
– How are they changed?
- Are any indicator Parameter changed?
- And so on … just some numbers.

I hope u understand what I mean wink
Posted By: jcl

Re: Details about MonteCarlo - 09/05/17 07:32

Monte Carlo only resamples the equity curve from the previous backtest. Bars, indicators or any other parameters are not changed.
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