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Forums>StrategyQuant>General Discussion>Monte Carlo Retest Method Backtest precision M1 slow

  • #266887 |
    Participant
    16 Posts

    when this mode is switched on then none of strategies passes through ever

    and in real account trading all strategies lose money quickly

    fastest method is unreliable?

    do you use MC retest M1 slow ?

     

    #266888
    Customer
    94 Posts

    Hi Gin

    Before I make MonteCarlo, I let run a “Sensitivitiy test”. It means at me, that the difference of the Return/DD ratios between the Selected TF and M1 precision should not be to big.
    Let say:

    – Ret/DD on SelectedTF is 10
    – Ret/DD on M1 precision is 9

    So it means, that the strategy produces supposedly at least 90% of the original Ret/DD if it comes to finer moves.

    After that I run the MC tests.

    Brg,
    Csaba

    #266899
    Participant
    16 Posts

    Is it working for you on a real account?

    #266900
    Customer
    94 Posts

    We will see from 1st of January 2021 :)

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