MC number of lines

Mark,



I did some retesting with MC enabled at 6 tests and 50 simulations.  Should this be printing 300 lines on the MC chart?


See attachment.

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MC number of lines.jpg
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  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

j
#1

jmtc1230

06.05.2018 17:09

Task created

MF
#2

Mark Fric

14.05.2018 14:37

Status changed from New to Refused

no, it uses all MC methods in on esimulation. So in your case it should run 50 simulations.


In each simulation all 6 methods will be applied to the backtest.


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