Montecarlo Retest Methods - Slippage and Spread - please allow % min and % max as an option instead of whole numbers

Can you please add an option for the 2 Montecarlo Retest Methods (Spread and Slippage) to allow a % min and % max option.



The current implementation makes the Automatic Retest option much less effective for these 2 tests because all pairs would test on different min and max spreads and slippages e.g.

  • EURUSD would be 1 to 5
  • GBPJPY would be 2 to 10
  • XAUUSD would be 20 to 100



It would be great to have a % min and % max option instead for this type of task e.g. if I build my original strategy on 2 spread I could use a 50% min and a 250% max option to test with a spread between 1 and 5. This would also work for XAUUSD where I build on a spread of 40 and this test will then run with spreads between 20 and 100.


The same for slippage too. If I build my strategy for EURUSD with slippage of 1 then I can set my min to 100% and my max to 500% for example.


Conditions for this to work:

  • If spread = 0 and slippage = 0, then use the default spread from the data manager for both spread and slippage
  • If spread = 0 and slippage > 0, then use the default spread from the data manager for spread and use the input slippage value
  • If spread > 0 and slippage = 0, then use the input spread for both spread and slippage
  • If spread > 0 and slippage > 0, then use the input spread and input slippage values



As always, thanks for all of your great work and great product :) 

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  • Votes +1
  • Project StrategyQuant X
  • Type Feature
  • Status Archived
  • Priority Normal
  • Assignee None

History

JK
#1

Insanity82007

28.03.2020 10:36

Task created

JK
#2

Insanity82007

28.03.2020 10:37
Voted for this task.
MF
#3

Mark Fric

10.03.2021 12:44

Status changed from New to Archived


Votes: +1

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