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Forums>StrategyQuant>Application Support>Early stoppage of Monte Carlo tests??

  • #255251 |
    Customer
    10 Posts

    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

     

    #255254
    Customer
    337 Posts

    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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    #255258
    Customer
    10 Posts

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

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