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Early stoppage of Monte Carlo tests??

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David

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1 year 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?

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hankeys

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1 year 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

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David

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1 year ago #255258

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

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