Monte Carlo retest mwthods ( MCRM ) – Randomize history data exact meaning ???

What are exactly below tests?

Randomize History data (by tick) probability: x% , max change: y%

Modified Randomize History data (by tick) , max change: x% of tick price?

Randomize OHLC max change: x%, prob O,H,L,C: y% ?

SQX changes exactly what?

Hi,

to see how the methods work you can look at the source of the snippet here: SQ.MonteCarlo.Retest

Randomize history data (by tick)
it randomizes tick values as they come from the data feed, with independently adjustable probability and size of change up and down

Modified randomization history data
modified version of the first snippet, only one change size is set

Randomization of OHLC history data
latest version, randomizes OHLC values. It should work well especially for Tradestation/MultiCharts

tomas262 wrote:

Hi, to see how the methods work you can look at the source of the snippet here: SQ.MonteCarlo.Retest Randomize history data (by tick) it randomizes tick values as they come from the data feed, with independently adjustable probability and size of change up and down Modified randomization history data modified version of the first snippet, only one change size is set Randomization of OHLC history data latest version, randomizes OHLC values. It should work well especially for Tradestation/MultiCharts

Hi Tomas,

In the SQ.MonteCarlo.Retest code, for all 3 monte carlo methods, it says:

‘This option is supposed to work best with Selected Timeframe precision’ (around line 30+)

Given that Randomize history data (by tick) and Modified randomization history data both work on ticks, does this mean I should use simulated M1 data tick simulation instead?

Hi, I’m interested to get more details about all the differents randomized datas MC, and I would like to know if the Randomize history data (by tick)

it is required to test with tick data or not.

thanks in advance