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#117855

I preferred first to test your result on a non-optimized basis, since if I remember correctly, it were the one with indicators default value, isn’t it?

Results of the analysis are not bad, but the distribution of the random strategies results are quiet wide, so the confidence that a probabilistic future result of this strategy traded in the future would be around the mean profit are poor.

But the mean profit is still positive though.

 

Hi Nicolas

 

Is the monte Carlo Excel sheet available to download on the site or on the web somewhere ? Or is this your hard work ?