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Monte Carlo Worksheet - Predict Worst Case Drawdown


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  #11 (permalink)
 
xplorer's Avatar
 xplorer 
London UK
Site Moderator
 
Experience: Beginner
Platform: CQG
Broker: S5
Trading: Futures
Posts: 6,354 since Sep 2015
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@kevinkdog

Hi Kevin,

A post by @Symple today reminded me I wanted to ask:

I have used it your Montecarlo analysis for years (freemc) and I find it an excellent aid to my trading decisions.


Recently I noticed you added an upgraded version (KJTradingSystems-MCandPC) which somehow I can't get to work.


I tried using it in the same way I use the prior one - Copied and pasted the trades, adjusted start equity, ruin point and # of trades and clicked 'Calculate!'.

The prior version (freemc) takes under 3 mins to run.

The newer version (KJTradingSystems-MCandPC) seems to keep going indefinitely - I think once I let it run for over 3 hours. Eventually I stopped it manually.


Same machine, same parameters, same inputs.

Any ideas, i.e. am I missing anything obvious?

Thanks


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