• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Add Monte Carlo to Strategy Performance

Collapse
X
  • Filter
  • Time
  • Show
Clear All
new posts

    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

    Comment


      #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

      Latest Posts

      Collapse

      Topics Statistics Last Post
      Started by CriticalMind, 11-29-2015, 12:39 PM
      3 responses
      1,321 views
      0 likes
      Last Post NinjaTrader_ChelseaB  
      Started by novel168, 06-14-2019, 09:20 PM
      1 response
      7 views
      0 likes
      Last Post NinjaTrader_ChelseaB  
      Started by johnnybegoode, Today, 08:00 PM
      3 responses
      7 views
      0 likes
      Last Post NinjaTrader_ChelseaB  
      Started by digibob, Today, 03:00 PM
      1 response
      6 views
      0 likes
      Last Post NinjaTrader_ChelseaB  
      Started by yeshujbp, Today, 02:50 PM
      1 response
      10 views
      0 likes
      Last Post NinjaTrader_ChelseaB  
      Working...
      X