I would like to add an use case to see what would happen if the backtest started on different dates/bars. I meant. If my starting backtest date is 01.01.2015, I would like that Monte Carlo robustness analysis shows the results for a different (random or defined) dates.
Could you please be so kind to let me know if that is possible?
if you change the dataset, you need ro rerun the MC tests, because it will be computed from different trades and dataset
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Thanks for your answer.
What I am looking for is that each Monte Carlo run starts on a different date/time (random step or defined by the user) along the backtest period in order to know that the strategy will be robust irrespective of when I started to compute the backtest.
Could it be also added a use case in which for each Monte Carlo run the system parameters changes? I meant. If my EMA has a 20 period, I would like to see what happens if the parameter changes slightly for every Monte Carlo run. I know that you can see that by performing a new backtest with different values for the parameter but it would be slow that run each variation using Monte Carlo.
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