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Search: Posts Made By: Fat Tails
Forum: NinjaTrader April 12th, 2011, 11:10 AM
Replies: 8
Views: 4,409
Posted By Fat Tails
The main point of Monte-Carlo-Simulation: ...

The main point of Monte-Carlo-Simulation:

You get more information out of your sample without increasing sample size, so you can actually save part of the sample for the walk-forward-analysis.
...
Forum: NinjaTrader April 12th, 2011, 10:55 AM
Replies: 8
Views: 4,409
Posted By Fat Tails
If there are no outliers in terms of P&L, it is...

If there are no outliers in terms of P&L, it is difficult to do curve fitting, you will need a lot of parameters.




The 30% success rate is not yet the problem, but let us assume that you do...
Forum: NinjaTrader April 12th, 2011, 10:14 AM
Replies: 8
Views: 4,409
Posted By Fat Tails
It is all real printed books. In earlier times,...

It is all real printed books. In earlier times, when I left home, I took some food with me. This is no longer necessary, as I am already carrying some weight around. Also food is available...
Forum: NinjaTrader April 12th, 2011, 09:27 AM
Replies: 8
Views: 4,409
Posted By Fat Tails
If you have limited data available a Monte Carlo...

If you have limited data available a Monte Carlo Simulation (fancy word) can be used to increase the reliability of your backtest.

This is what the Monte-Carlo-Simulation does: Let us assume that...
Showing results 1 to 4 of 4

What unexpected challenges have you encountered while trading on a "Funded Trader" platform?

 


 
 


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