Ivan Vagin: :-) too much profit, something is wrong
It was a run in VERY LUCKY!!! There are also a bunch of minuses.
MQL4 has a MathSrand random number counter initialisation function. The operation of the random number generator depends on this initial value.
The initial value is set there and ideally it should be random too. In real life I used from help. That is set number of milliseconds since start of winds, which is random at the moment of start of script.
What useful things can be modelled using Monte Carlo?
For example, how many trades are needed for a particular indicator (MO, FI, FS, etc.) to converge with sufficient accuracy to its true values. I.e. how many deals we need minimum for tests. And it turns out that it depends on the distribution of returns and on what indicator is being estimated. For example, let's trade with a fixed tp and sl. Then the minimum number of trades depends on tp/sl. In general it depends on the distribution of returns
What useful things can be modelled using Monte Carlo?
For example, how many trades are needed for a particular indicator (MO, FI, FS, etc.) to converge with sufficient accuracy to its true values. I.e. how many deals we need minimum for tests. And it turns out that it depends on the distribution of returns and on what indicator is being estimated. For example, let's trade with a fixed tp and sl. Then the minimum number of trades depends on tp/sl. In general it depends on the distribution of returns
Oh, I can't even smell Monte Carlo in this trading robot, it made me fart in 20 minutes while I was testing it ))
Allow the use of cookies to log in to the MQL5.com website.
Please enable the necessary setting in your browser, otherwise you will not be able to log in.
You are signed in. Two-factor authentication has been disabled. Set it up again and scan a new QR code, or continue with two-factor authentication disabled.
I had to put the red numbers into an array because the colours and even/odd don't match, data from here https://otvet.mail.ru/question/9344746
2015.12.09 00:55:46.757 Roulette EURUSD.e,M5: iteration=10000 depo=66927.0 MinDepo=1001.0 MaxDepo=66927.0 MaxLot=16384.0 NZero=260 Nred=4969 Nblack=4771
MinLot=1; //minimum lot
StartDepo = 1000; //Start deposit
Iterations = 10000; //Number of iterations
---------
Of course "give back to the casino", I can only look it up on the computer now if I understand.
:-) too much profit, something is wrong
It was a run in VERY LUCKY!!! There are also a bunch of minuses.
MQL4 has a MathSrand random number counter initialisation function. The operation of the random number generator depends on this initial value.
The initial value is set there and ideally it should be random too. In real life I used from help. That is set number of milliseconds since start of winds, which is random at the moment of start of script.
What do you know how to do?
similarly. What is the probability that a coin will fall 1942 times tails up in a row?
0.5^1942 for "the right coin"
What useful things can be modelled using Monte Carlo?
For example, how many trades are needed for a particular indicator (MO, FI, FS, etc.) to converge with sufficient accuracy to its true values. I.e. how many deals we need minimum for tests. And it turns out that it depends on the distribution of returns and on what indicator is being estimated. For example, let's trade with a fixed tp and sl. Then the minimum number of trades depends on tp/sl. In general it depends on the distribution of returns
What useful things can be modelled using Monte Carlo?
For example, how many trades are needed for a particular indicator (MO, FI, FS, etc.) to converge with sufficient accuracy to its true values. I.e. how many deals we need minimum for tests. And it turns out that it depends on the distribution of returns and on what indicator is being estimated. For example, let's trade with a fixed tp and sl. Then the minimum number of trades depends on tp/sl. In general it depends on the distribution of returns