Monte Carlo sim

[LarryS]

Observations about the Monte Carlo simulation
(1)
Right click on the Monte Carlo chart & select Save as image - works as expected.
Right click on the Monte Carlo chart & select Print - prints a blank page on my laser printer, prints nothing in my inkjet (I think this printer ignores blank pages).
Please fix this.

(2)
Saving an image is often less useful than copying it to the clipboard. If you want it in a document you save the image then import the image in the document - several steps.
If you can copy to clipboard in ninja - right click & choose copy to clip OR ctrl-C - then a ctrl-V can paste it where you need it. Quicker & easier.
Can this be implemented?

[NinjaTrader_Dierk]

on 1): We'll look into.
on 2): Thanks for your suggestion. We'll add it to the list of future considerations.

[LarryS]

I like the Monte Carlo feature. I expect it to be very useful.
One awkward detail is the Clear button which clears both the current charts AND the settings for #simulations, # trades, Removing winning & losing outliers.

It would be more useful to be able to Clear the Chart OR Reset the Settings with separate buttons.

As it is now if I want to clear the charts but want to continue to use the same settings the settings must be reentered.

Please consider this suggestion.

[NinjaTrader_Dierk]

Thanks for your suggestion. We'll add it to the list of future considerations.

[laparker]

On the MC results graph for Max Consecutive Losers (and winners), the Number when clicking on the graph line, looks to be multiplied by 100

[NinjaTrader_Dierk]

We'll look into and get back to you. Thanks

[NinjaTrader_Chris]

Observations about the Monte Carlo simulation
(1)
Right click on the Monte Carlo chart & select Save as image - works as expected.
Right click on the Monte Carlo chart & select Print - prints a blank page on my laser printer, prints nothing in my inkjet (I think this printer ignores blank pages).
Please fix this.

This will be fixed in the next release. Thanks for your help!

[NinjaTrader_Chris]

On the MC results graph for Max Consecutive Losers (and winners), the Number when clicking on the graph line, looks to be multiplied by 100

I'm having trouble reproducing what you are referring to. It seems that the number being displayed is correct for the Max Consecutive Winners/Losers graph. Could you perhaps provide a screenshot?

[laparker]

I've just worked it out. Looks like if you select Mode: Percent in the upper LH box, (I had it selected % from looking at other graphs) it multiplies the y value by 100.

[laparker]

On an earlier point, I thought the out of memory problem had been resolved already but it has just popped up again, running a couple of 10,000 sims I get the needs to shut down message and "Exception of type 'System.OutOfMemoryException' was thrown." in the trace file.

[NinjaTrader_Chris]

Thank you for your observations, will look into.

[NinjaTrader_Dierk]

You certainly could drive the monte carlo sim (like any other NT backtest etc) to a point where it crashed due to memory excess.

However, you need to reconsider your setup: your screen unlikely has more than 2000 pixs width. Why would it make it sense have 10,000+ sim runs as it would not make sense to have more than one data point per screen pixel?

[laparker]

Number of pixels? Please run a few tests and check the difference between 100, 1,000 and 10,000 sims. You will see that 10,000 is where you need to run it. I have attached screen shots to demonstrate. 10,000 is the number I have seen in the literature for running these tests. If you run with less, you tend to not get the right result at the extremes of the graph as clearly demonstrated on the attached.

[NinjaTrader_Dierk]

The curve is smoother, that's all. The 1000 and 10000 are telling you the same thing: that e.g. 50% of your scenarios would yield in an result of less than 40K CumProfit. Stuff like that is all an Monte Carlo Sim could tell you. Of course you may look for other thresholds than 50%, but you get the idea.

[laparker]

Two really useful numbers for MC sims are the mean and median. Is it possible to add these to the results window or is there another way of getting them?

On the memory issue, is there a way of releasing the memory between each run? This is what's crashing my system.

-thanks