Add this Monte Carlo Test: do MCTM, Assumming that trades closed at ±n % of mean profit
This is beneficial, specially if we have no strict PT/SL in pips, say ATR or indicator based.
It shows what if our trades closed with ±n % of mean Profit (I mean Expectancy)
And doing Monte Carlo Trade Manipulation (MCTM) adding this method, will give us better understanding real behavior of strategy
Also it is better to have it as e.g.: +5%, -7% (distinct values for + and - parts) which makes more sense.
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Votes +2
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Project StrategyQuant X
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Type Feature
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Status New
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Priority Normal
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Votes: +2
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