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Risk per trade with Dynamic lot size for Monte Carlo Simulation in QA

Hello Dear SQ Developer Team, Its don't have function for dynamic lot size for Monte Carlo Simulation in QA.



Definitely We unable to select an EA result to run Monte Carlo Simulation in QA if it risk management is 2%, because the lot size is dynamic, after shuffle all of the trades, by logic the result is impossible to be use as a references. So We need the QA Monte Carlo Simulation to run each simulation by apply Risk Per Trade. 


The current version is unable to this now, so hope this new functions can be adding to the new functions.  Thank you very much. 

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  • Votes +1
  • Project QuantAnalyzer
  • Type Feature
  • Status New
  • Priority Low

History

JJ
#1

Jackson

29.09.2022 10:42

Task created

JJ
#2

Jackson

29.09.2022 10:49
Voted for this task.
JJ
#3

Jackson

18.10.2022 08:17
Hello Dear Admin, I add some explanation why this is important, the account balance will be increase and make the lot size different, the lot size increase and make the profit different, 

We unable to use this result to make the monte carlo simulation to check the worse DD in 95% confident level. 

If We plan to risk 2% then the dynamic lot size unable to checking the worse DD in monte carlo simulation, unless it's fixed lot.

So with apply risk per trade to monte carlo simulation will help to check the overall real worse DD scenario, it's an useful information if We want to check the real worse DD after We apply risk per trade in monte carlo simulation. Hope this can add in the new feature update soon. Thank you very much. 

Votes: +1

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