Monte Carlo Sampling Method

[BarzTrading]

I'm using the Monte Carlo feature in the Strategy Analyzer.

Can you verify which sampling technique is used:

* Sampling with replacement
* Sampling without replacement.

Have you considered making this an additional option to allow users to choose their style of sampling? This is something I would like to add to your feature request list if it's not on the horizon already.

Thanks.

[NinjaTrader_PatrickH]

Hello BarzTrading,

Thank you for your post.

I will follow up when I have details on the sampling method used. I will also forward your request for the sampling method as an option to our development team.

Please let me know if you have any questions.

[NinjaTrader_PatrickH]

Hello BarzTrading,

Thank you for your patience.

The collection of trades can be pulled from multiple times. This means it is essentially 'sampling with replacement' but trades can be pulled multiple times as the process is random.

This is discussed to some length at the following link as well: https://ninjatrader.com/support/foru...ad.php?t=34611

Please let me know if you have any questions.

[BarzTrading]

Thanks for the response. And thanks for submitting my request.

[NinjaTrader_PatrickH]

Hello BarzTrading,

Thank you for your response.

The internal tracking number for your feature request is SFT-3459. Please reference this internal tracking number if you ever have questions regarding this feature request.

When a feature request is implemented, you'll find it in the release notes: http://ninjatrader.com/support/helpG...ease_notes.htm

Please let me know if you have any questions.