Přejít k obsahu | Přejít k hlavnímu menu | Přejít k vyhledávání

Early stoppage of Monte Carlo tests??

2 replies

4 years ago #255251

When running Monte Carlo tests with e.g. 200 simulations, are all 200 simulations done before the filters are used? I mean if the strategy fails after 50 simulations because of the filters, will SQ still run the remaining 150 simulations?

Thanks.

Regards

4 years ago #255254

how could you evaluate MC tests after 50 simulations if you want 200 simulations to be made? only after final amount of MC tests you could tell if the strategy failed or not

You want to be a profitable algotrader? We started using StrateQuant software in early 2014. For now we have a very big knowhow for building EAs for every possible types of markets. We share this knowhow, apps, tools and also all final strategies with real traders. If you want to join us, fill in the FORM.

4 years ago #255258

Thanks hankeys. You are right. I forgot that in order to calculate confidence levels, SQ needs to run all simulations.

Viewing 2 replies - 1 through 2 (of 2 total)

Risk Disclosure:
Futures and forex trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing ones’ financial security or life style. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results.

Hypothetical Performance Disclosure:
Hypothetical performance results have many inherent limitations, some of which are described below. no representation is being made that any account will or is likely to achieve profits or losses similar to those shown; in fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk of actual trading. for example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all which can adversely affect trading results.

Testimonial Disclosure:
Testimonials appearing on www.strategyquant.com may not be representative of the experience of other clients or customers and is not a guarantee of future performance or success.