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Monte Carlo Filtering

Hi. 



I'm not sure that the Monte Carlo filtering is accurate. 
My intention with this setup is to filter out strategies where Ret/DD at the 90% level is more than 50% of the original. I've attached a sample strategy with screenshot, and my settings that I used. 

Attachments
MyTrendFollowing.xml
MyTrendFollowing.xml
(375.46 KiB)
2018-05-08.png
2018-05-08.png
(212.95 KiB)
Strategy 185.sq4
Strategy 185.sq4
(214.49 KiB)
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

GA
#1

GaryAitcheson

08.05.2018 21:07

Task created

TT
#2

Tamas

31.05.2018 08:32
ano, s tymto taskom som uz vcera robil a Tomas to tiez debugoval. ten filter obcas pusta strategie ktore nema. pozrem to
TT
#3

Tamas

01.06.2018 08:26

Status changed from New to Fixed

Votes: 0

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