I don't believe the monte carlo is handling futures correctly (I believe it is missing the point value in the calculations)
It would also be nice if you could add the option for it to randomly skip trades with a given probability. (another stress test)
It would also be nice if you could add the option for it to randomly skip trades with a given probability. (another stress test)
Rename
QUOTE:
It would also be nice if you could add the option for it to randomly skip trades with a given probability. (another stress test)
Please consider filing a feature request describing your idea in detail.
Use Monte Carlo-Lab with futures might have to be a feature request too.
Let's see what Glitch thinks about it.
Let's see what Glitch thinks about it.
You guys hate futures traders don't you ;-)
I trade index futures, 3 different contracts total, and I never have given one thought to use MC Simulations for the type of trading I do - I never skip a trade because of insufficient funds.
I'm curious how you're using it though.
I'm curious how you're using it though.
Your Response
Post
Edit Post
Login is required