Discussion of article "Applying the Monte Carlo method for optimizing trading strategies"

fxsaber 2018.04.23 07:28 #31

Maxim Dmitrievsky:

Just a thought :)

Stretching the owl turns out.

[Deleted] 2018.08.16 21:25 #32

This article is awesome but my ea works on mt4, so I need monte-carlo codes for mql4.

romulocta 2019.12.29 01:23 #33

Hello. I added the Ontester () method to my EA, and in the backtest a numeric value (4.3222) appears in the OnTester result. How do I interpret this value to improve EA performance?

Jorge Santos 2019.12.29 12:31 #34

Aleksey Nikolayev 2019.12.30 07:00 #35

romulocta:
Hello. I added the Ontester () method to my EA, and in the backtest a numeric value (4.3222) appears in the OnTester result. How do I interpret this value to improve EA performance?

It is used as a 'Custom max' criterion when optimising input parameters.

Yu Zhang 2021.06.28 12:47 #36

good idea, but it's only suitable for fixed positions.

Aleksey Nikolayev 2021.06.28 17:45 #37

Yu Zhang:
good idea, but it's only suitable for fixed positions.

It's just a rough strategy appraisal tool, based on the assumptions (chapter 1) of Ralph Vince theory.

Tadeu Lopes 2022.07.18 06:57 #38

Gread Ideia! But i put the code in the end of my EA but nothing happened. Im still getting the same results. Problaby Im doing something wrong, do you have a ideia what it can be? Thanks!

Indicators: Regression Channel with Renko Power System - Moving Average Trend Folder

Samuel De Souza Ferreira 2026.11.13 12:41 #39

A very good article!

So far, I’ve come across very few tools for validating EAs.

Well done on producing yet another analysis tool.

Discussion of article "Applying the Monte Carlo method for optimizing trading strategies" - page 4