Add new type of Monte Carlo method

add new type of Monte Carlo method for MC retest - it wil change timeframe.

The configs for this method will be a set of checkboxes, where user selects all TFs that can be simulated:
M5, M10, M15, M30, H1, H2, H4, D1

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Votes 0
Project StrategyQuant X
Type Feature
Status Refused
Priority Normal

History

Mark Fric

13.04.2020 16:38

Task created

hankeys

13.04.2020 20:55

hard to say if this will bring anything and if this is MC test at all - could be done by "additional markets" MC test

but if the devteam will be adding something like this, i think its better to add also something like MC test for different markets - profitabaility on more markets is i think more important

Mark Fric

15.04.2020 09:11

Status changed from New to Refused

we decided we'll not do it. Changing TF changes trading results so much that it is not a good test of robustness.

Votes: 0