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Add Monte Carlo to Strategy Performance

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    Add Monte Carlo to Strategy Performance

    Please can NT add the Monte Carlo simulation facility (as found in Strategy Analyzer) to the Strategy Performance form.

    Reason:
    OK so my strategy has run for real and shows a profit, but obviously things could have turned out differently. Perhaps my profit came mainly from one lucky break, but most trades were smaller losses. A Monte Carlo analysis would help to decide whether or not to continue to run the strategy live.

    This should be fairly easy to implement since the Strategy Performance form has a list of trades with presumably the same data structure as used as basis for Monte Carlo analysis in Strategy Analyzer.

    #2
    Hello DaveE,

    Thanks for your post and suggestion.

    I have written a feature request and will update this thread when we have further information.
    Paul H.NinjaTrader Customer Service

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      #3
      Hello DaveE,

      Just to update, the feature request has been assigned to SFT-1497.

      Thanks for your interest in improving our product.
      Paul H.NinjaTrader Customer Service

      Comment

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