EA Forex Academy – Algorithmic & Manual Trading Courses › Forums › Forex Trading Forum › No strategies with Monte Carlo
- March 15, 2020 at 18:10 #41883
I try to generate strategies with Monte Carlo tests but I don’t get any strategies for collection. What am I doing wrong.
I use 300 min. I use Randomize indicator parameters and Randomize backtest starting bar for Monte Carlo. No strategies pass Monte Carlo Validation.
Grateful for all suggestionsMarch 17, 2020 at 0:10 #41966Luis GetinoParticipant
Are you using default for the Monte Carlo validation? Minimum net profit 10 and minimum count of trades 100?
If you have a good number of strategies that passed acceptance criteria but they fail to pass Monte Carlo validation, probably there is a problem with data you are using, maybe too small number of bars loaded. How many bars do you have? Which timeframe?
About acceptance criteria, what is the minimum count of trades do you set? Minimum 300 or more?
Are you using out of sample?March 17, 2020 at 1:06 #41968
Monte Carlo minimum Count of trades 300, net profit 10.
Acceptans criteria minimum Counts of trades 300, minimum profit factors 1,2
I use Dukascopy data downloaded from this site.
H1, 82369 barsMarch 17, 2020 at 1:26 #41969
I made some changes according to your suggestions. And it did the trick, now strategies are going through Monte Carlo.
Thanks LuisMarch 17, 2020 at 23:05 #41986Petko AleksandrovKeymaster
If you share what changes you did exactly, it will be useful for the other beginner traders that might face that issue.
Interesting topic here, guys.March 18, 2020 at 0:30 #41989
I changed Monte Carlo Validation Minimum Count of trades to 100 and then it started to let strategies pass.March 19, 2020 at 21:58 #42214Petko AleksandrovKeymaster
Yeah, that is fine to keep the Monte Carlo with 100.
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