Not logged in
Viewing 5 posts - 1 through 5 (of 5 total)

Forums>StrategyQuant>General Discussion>Monte Carlo tests resampling Restest, filter out 95% less than 100 $?

  • #261608 |
    Participant
    86 Posts

    How to filter out Restest -> Monte Carlo tests resampling -> filter out 95% less than 100 $?

     

    #261613
    Customer
    790 Posts

    how could you compare some USD values? doesnt make sense to me…

    You want to be a profitable algotrader? We started using StrateQuant software in early 2016. For now we have a very big knowhow for building EAs for every possible types of markets. We share this knowhow, apps, tools and also all final strategies with real traders. If you want to join us, fill in the FORM. 1500+ final SQX strategies for members running on demo accounts to verify the edge DEMO ACCS. We provide also strategies for indices - DAX, DOW JONES, NASDAQ, SP, UK, because we have realtick data from our brokers.

    #261626
    Participant
    86 Posts

    i want bottoms of MC to be above 100$

     

    #261631
    tomas262
    Administrator
    1823 Posts

    Do you mean filter out strategies with Net Profit < 100 at level 95%?

    You can set filtering for various confidence levels. Up to you. See the screen

    Attachments:
    You must be logged in to view attached files.
    #261664
    Customer
    790 Posts

    he can set whatever he want, but question is if filter for some USD values make sense – for me absolutely not, every strategy has different MM and thus the USD values are not comparable. Everything what counts is only RDD

    You want to be a profitable algotrader? We started using StrateQuant software in early 2016. For now we have a very big knowhow for building EAs for every possible types of markets. We share this knowhow, apps, tools and also all final strategies with real traders. If you want to join us, fill in the FORM. 1500+ final SQX strategies for members running on demo accounts to verify the edge DEMO ACCS. We provide also strategies for indices - DAX, DOW JONES, NASDAQ, SP, UK, because we have realtick data from our brokers.

Viewing 5 posts - 1 through 5 (of 5 total)

You must be logged in to reply to this topic.