</> Codebase - Manipulation methods
StrategyQuant X platform codebase – a place to share coded customizations and extensions – among all users.
Monte Carlo > Manipulation methods
Monte Carlo – Simulate Parameter Jitter
In the real world of trading, market conditions are constantly evolving. Volatility shifts, liquidity fluctuates, and the data feed itself might have minute variations from tick to tick. Consequently, even a well-optimized strategy might not perform exactly as predicted by a backtest, as its core parameters or indicator calculations could experience slight "jitter" or instability when faced with live conditions. This Monte Carlo simulation is designed to test how resilient your strategy is to such minor, unpredictable deviations from its perfect backtest behavior.
Monte Carlo
jitter
missed trqades
Monte Carlo > Manipulation methods
Monte Carlo – Randomly Degrade Execution
Execution imperfections, such as price slippage or temporarily wider spreads, are common occurrences in live trading. These factors can cause the actual closing price of a trade to be less favorable than the ideal price observed or targeted during the backtest. This Monte Carlo simulation models the impact of such random execution issues.
Monte Carlo
degradation of the trading system
Monte Carlo > Manipulation methods
Monte Carlo – Randomize SWAP of every trade
A SWAP is the interest fee or credit that is applied to a trader's account when they hold a position overnight in forex or CFD trading. This fee is determined by the interest rate differential between the two currencies in a forex pair or the cost of maintaining a position in CFDs. It can be either positive (a credit) or negative (a debit) depending on the direction of the trade and the interest rate differential.
Monte Carlo
snippet
clonex
swap
random
robustness
noise
points
percent
randomisation
crosscheck
shared
code
ivan hudec
Monte Carlo > Manipulation methods
Monte Carlo – Randomize SWAP of a whole backtest
A SWAP is the interest fee or credit that is applied to a trader's account when they hold a position overnight in forex or CFD trading. This fee is determined by the interest rate differential between the two currencies in a forex pair or the cost of maintaining a position in CFDs. It can be either positive (a credit) or negative (a debit) depending on the direction of the trade and the interest rate differential.
Monte Carlo
swap
random
corsscheck
robustness
noise
points
percent
cfds