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Open Feature request MC-2844

Improve Monte Carlo functionality .

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Description

The default Monte Carlo method appears to be "shuffle" or replace the order. But a better method for me is the randomized Monte Carlo in which the end net profit can be different. It's good to run this method and then work out the geometric mean of all the returns / give you an idea of best-case and worst-case scenarios. So a trade value can be used multiple times or you can set a limit for this and then the order and trades are randomised.

It would also be good to generate bar chart diagrams in the distribution panel. For example, express net profit or drawdown in bins and plot as normal distribution/gaussian. I prefer bar chart plots vs your line plot. Also, can you add % drawdown as an option in the distribution panel, not just drawdown values? I think % would be more useful.

In summary

  • Add a randomised Monte Carlo option
  • Allow the distribution panel to plot bar plot style with bins for normal distribution/ gaussian plots etc
  • Add % drawdown option alongside drawdown value. For comparing strategies against each other in Monte Carlo a % drawdown and % profit are better.
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