Monte Carlo report idea

[Samuroo]

Hi David, I don't know if this has been suggested but psychologically valuable data would be having access to the max, min and average consecutive winners/losers (and possibly distribution charts) across a Monte Carlo analysis. Not vital but would be nice.

Even if the maximum win/loss streaks were only available on the Monte Carlo simulation log it would still be very useful.

Kind regards,

Rob.

[David Samborsky]

Thanks for your suggestions.

I will look into that.

[Chorlton]

Hi David, I don't know if this has been suggested but psychologically valuable data would be having access to the max, min and average consecutive winners/losers (and possibly distribution charts) across a Monte Carlo analysis. Not vital but would be nice.

Even if the maximum win/loss streaks were only available on the Monte Carlo simulation log it would still be very useful.

Kind regards,

Rob.

I agree with this !!!

This information would make a great contribution to the decision process for assessing when a "System" should be switched off.

[David Samborsky]

I am currently doing some work on the Monte Carlo analysis with some new and exciting features which I believe have never before seen in any back testing software.

I will look at adding successive winners and losers to the stats.

regards
david

[adanwillemse]

Hi David

Another thought - IMHO this would be a killer:

Add the frequency distr. and Min/Max/Avg/StdDev for Monthly Return % as part of the Monte Carlo Report.

Cheers,

AW