Viewing 7 posts - 1 through 7 (of 7 total)
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  • #41883
    gert.ljungqvist
    Participant

    Hi.
    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 suggestions

     

    #41966
    Luis Getino
    Participant

    Hi,

    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?

     

    #41968
    gert.ljungqvist
    Participant

    Monte Carlo minimum Count of trades 300, net profit 10.
    Acceptans criteria minimum Counts of trades 300, minimum profit factors 1,2
    In sample.
    I use Dukascopy data downloaded from this site.
    H1, 82369 bars

    #41969
    gert.ljungqvist
    Participant

    I made some changes according to your suggestions. And it did the trick, now strategies are going through Monte Carlo.
    Thanks Luis

    #41986

    Hey Gert,

    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.

    #41989
    gert.ljungqvist
    Participant

    Hi

    I changed Monte Carlo Validation Minimum Count of trades to 100 and then it started to let strategies pass.

    #42214

    Hey Gert,

    Yeah, that is fine to keep the Monte Carlo with 100.

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