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MonteCarlo Simulation Question

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    MonteCarlo Simulation Question

    Reading the help guide of NinjaTrader 8 I can see that a Monte Carlo simulation can be run on an "Account Performance".

    However, when I go to "trade performance" I can see that the Monte Carlo Simulation option is not available. Is either the help guide wrong or is it possible to do it?

    Thank you!
    Attached Files

    #2
    Hello.

    Thanks for the note.

    A Monte Carlo simulation is used in the Strategy Analyzer to get more statistically probable results from a series of trades that a strategy has taken.

    More information on the MarteCarlo simulation here:
    https://ninjatrader.com/support/help...simulation.htm

    Edit:
    I see the page that states this, I will inquire with our product management team about this item.

    We look forward to assisting further.
    Last edited by NinjaTrader_ChrisL; 03-23-2018, 12:49 PM.
    Chris L.NinjaTrader Customer Service

    Comment


      #3
      The section of the Help Guide is "How to run a Monte Carlo simulation":

      And the "wrong" text is at the point 1:

      1. Run a Backtest, Optimization, Walk-Forward Optimization, or run an Account Performance report.

      Thank you.

      Comment


        #4
        Hello.

        Thanks for your patience.

        It looks like that section is a remnant of the NinjaTrader 7 help guide. The page will be fixed shortly.

        Please let us know if you have any questions.
        Chris L.NinjaTrader Customer Service

        Comment


          #5
          How can Monte Carlo simulation be run in Trade Performance Report?
          Tried right click on display "Trades" and "Executions" in Trade Performance Report, there is no Monte Carlo option. Using NT 8.0.14.1.
          Please advice, thank you.

          Comment


            #6
            Hello garfielalvin,

            Thanks for the post.

            Monte Carlo simulations are not available in the Trade Performance window as of NinjaTrader 8. Those are now done in the Strategy Analyzer.

            https://ninjatrader.com/support/help...o_simulati.htm - Monte Carlo

            Please let us know if you have any questions.
            Chris L.NinjaTrader Customer Service

            Comment


              #7
              Thank you for the reply. Please refer to below

              1. The NT8 help guide indicates that Monte Carlo simulation is available in ""Account Performance report"", please correct it as mentioned by Plaket

              2. How can Monte Carlo simulation be performed on historical trades?
              a. By copying/importing historical trades under a strategy in Strategy Analyzer?
              b. or other possible way?

              3. Can Monte Carlo simulation function be enabled in Trade Performance Report in future release?
              Last edited by garfielalvin; 06-12-2018, 08:40 AM.

              Comment


                #8
                Hello garfielalvin,

                Thanks for the reply.

                The NinjaTrader 8 help guide should be updated shortly.

                Monte Carlo simulations were designed to be a strategy-only feature in NinjaTrader 8, based only on historical strategy trades.

                I will submit a feature request to add Monte Carlo simulations on trades in the Trade Performance window.

                Please let us know if we may assist further.
                Chris L.NinjaTrader Customer Service

                Comment


                  #9
                  Hello garfielalvin,

                  Thanks for your patience.

                  I have the tracking ID for the feature you have requested:

                  SFT-3275

                  You may check the release notes upon future updates to track new features:
                  https://ninjatrader.com/support/help...ease_notes.htm

                  Please let us know if we may be of any further assistance.
                  Chris L.NinjaTrader Customer Service

                  Comment


                    #10
                    Thank you for raising a feature request.
                    Meanwhile how can trades be import under a strategy in Strategy Analyzer?
                    Where can the file containing trades after running a strategy be located?
                    Only summary of performance is contain in the XML file in 'Documents\NinjaTrader 8\strategyanalyzerlogs\'

                    Comment


                      #11
                      Hello garfielalvin,

                      Thanks for the reply.

                      It is not possible to import trades that were not taken in the backtest by the strategy.

                      The strategyanalyzerlogs contains an xml representation of the results the Strategy Analyzer output. You can also export results to an Excel file via right click> Export.

                      Please let me know if I may be of any further assistance.
                      Chris L.NinjaTrader Customer Service

                      Comment

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