Randomize Entries/Exits, Based on Manipulation of Trade's/s Duration time.

Randomize Entries/Exits,  Based on Manipulation of Trade's/s Duration time.

Idea from:


We can do this simply by some kind of a Mone-Carlo simulation, this would be the best choice.

We simply take the Value of Trade's Duration in time, based on Each Single Trade, and Manipulate them all at once.**

So we take all trades of our strategy, Extract the exact Duration time of each trade,
and to all of those values we will add/subtract X amount of %.

so if all of our trades Duration size would be 100% as Original, we will use X amount of % areas to see what would have happen if the trades got opened/closed a bit sooner/later based on the original chart of data it was built on, for example EURUSD H1 with Spread of X, Slippage of Y, Commission of Z, etc..

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  • Votes +3
  • Project StrategyQuant X
  • Type Feature
  • Status New
  • Priority Normal

History

k
#1

Karish

31.03.2021 19:42

Task created

k
#2

Karish

31.03.2021 19:42
Voted for this task.
k
#3

Karish

31.03.2021 19:46

Description changed:

Randomize Entries/Exits,  Based on Manipulation of Trade's/s Duration time.

Idea from:


We can do this simply by some kind of a Mone-Carlo simulation, this would be the best choice.

We simply take the Value of Trade's Duration in time, based on Each Single Trade, and Manipulate them all at once.**

So we take all trades of our strategy, Extract the exact Duration time of each trade,
and to all of those values we will add/subtract X amount of %.

so if all of our trades Duration size would be 100% as Original, we will use X amount of % areas to see what would have happen if the trades got opened/closed a bit sooner/later based on the original chart of data it was built on, for example EURUSD H1 with Spread of X, Slippage of Y, Commission of Z, etc..

JK
#4

Insanity82007

31.03.2021 23:10
Voted for this task.
JK
#5

Insanity82007

31.03.2021 23:10
AS
#6

alfredsylejmani

01.04.2021 00:57
Voted for this task.

Votes: +3

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