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Closed Feature request MC-1905

Walk Forward Test Engine - MonteCarlo Simulation for Backtest and for Walk Forward Test Engine

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icon_info.png This issue has been closed with status "Partially Implemented" and resolution "Not determined".
Description

I believe the feature does not need any explanation. Anyone knowlegeable in backtesting knows how useful Montecarlo simulation is.
Two places where this feature should be present:
- Simple backtest - where the feature should take into consideration full set of backtest trades.
- Walk-Forward Test Engine - where the feature should take into consideration only the Out-Of-Sample Trade set of intervals.
This would ease our lifes such that we don't have to export the trades set & import into Equity Monaco or the likes.
I would also mention that NinjaTrader and other competitors have this feature for some time now.

Steps to reproduce this issue

Feature Request.

Comments (2)
#0
user-offline.png  Alex MultiCharts (Alex MultiCharts)
Jan 21, 2016 - 13:23
#1
user-offline.png  Alex MultiCharts (Alex MultiCharts)
Apr 13, 2017 - 11:03
We are planning to also make some improvements in MultiCharts 12.
History
Issue basics
  • Type of issue
    Feature request
  • Category
    Performance
  • Targeted for
    MultiCharts 10.0 (RELEASED)
  • Status
    Partially Implemented
User pain
  • Type of bug
    Not triaged
  • Likelihood
    Not triaged
  • Effect
    Not triaged
Affected by this issue (2)
People involved
Times and dates
  • Posted at
  • Last updated
Issue details
  • Resolution
    Not determined
  • Severity
    Normal
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