Monte Carlo Analysis: Difference between revisions
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As described above, Monte-Carlo analysis is performed on trades of the base equity curve that resulted from trading or strategy backtesting. You can access Monte-Carlo analysis from: <ul> | As described above, Monte-Carlo analysis is performed on trades of the base equity curve that resulted from trading or strategy backtesting. You can access Monte-Carlo analysis from: <ul> | ||
<li><b>Strategy Performance Report</b></li> | <li><b>Strategy Performance Report</b></li> To access a Strategy Performance Report apply a strategy to a chart, in the menu select View then click Strategy Performance Report. | ||
<li><b>Trading Performance Report</b></li> | <li><b>Trading Performance Report</b></li> To access a Trading Performance Report connect a broker profile, make sure that you have manual trades on the chart, in the menu select View then click Trading Performance Report | ||
<li><b>Portfolio Performance Report</b></li> | <li><b>Portfolio Performance Report</b></li> To backtest a portfolio сlick the BackTest button on the toolbar, or select Portfolio in the main menu and then select Run Backtesting. | ||
<li><b>Trades Summary</b></li> | <li><b>Trades Summary</b></li> To access Trades Summary go to File -> New -> Order and Position Tracker Window -> Trades Summary Tab. | ||
</ul> | </ul> | ||
To access the analysis, click on “Monte-Carlo Analysis Run” (in the first three cases the button is located at the top: in the toolbar of the report window; in Trades Summary Tab in OPT the button is below the “Generate” button) | To access the analysis, click on “Monte-Carlo Analysis Run” (in the first three cases the button is located at the top: in the toolbar of the report window; in Trades Summary Tab in OPT the button is below the “Generate” button) |