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Monte Carlo Analysis

224 bytes removed, 18:06, 15 June 2017
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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, maximum number for Shuffled Analysis is 100, for Distribution Analysis – 10,000. These settings have been chosen experimentally, 10 it is the minimum number of simulations, which gives an approximate idea of characteristics distribution. An increase in the  Maximum number of simulations above the maximum for Shuffled Analysis is 100 and , for Distribution Analysis – 10,000 does not lead . In MultiCharts 11 this number was increased to a significant change in the results 100 000 simulation for both types of the analysis and the difference is within the margin of error. Recommended values are set by default: 100 for Shuffled, 1000 for Distribution
#'''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.

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