Monte Carlo Analysis: Difference between revisions
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Parameters of analysis that can be defined by a user: | Parameters of analysis that can be defined by a user: | ||
#'''Number of simulations''' – the number of simulations generated. Minimum number is 10 for both types of analysis, | #'''Number of simulations''' – the number of simulations generated. Minimum number is 10 for both types of analysis, it is the minimum number of simulations, which gives an approximate idea of characteristics distribution. | ||
Maximum number for Shuffled Analysis is 100, for Distribution Analysis – 10,000. In MultiCharts 11 this number was increased to 100 000 simulation for both types of analysis. | |||
#'''Number of trades''' – the number of trades in one simulation, calculated in % of quantity of base equity curve trades, default value = max value = 100%. The number of trades in simulations can be decreased when processing large amounts of data (e.g. hundreds, thousands or millions of trades) to speed up the results. Practice shows that with large amounts of data a decrease in the number of trades per simulation does not lead to a significant difference in the results due to random selection of trades while forming the simulations. | #'''Number of trades''' – the number of trades in one simulation, calculated in % of quantity of base equity curve trades, default value = max value = 100%. The number of trades in simulations can be decreased when processing large amounts of data (e.g. hundreds, thousands or millions of trades) to speed up the results. Practice shows that with large amounts of data a decrease in the number of trades per simulation does not lead to a significant difference in the results due to random selection of trades while forming the simulations. | ||