Add Monte Carlo to Strategy Performance

[DaveE]

Please can NT add the Monte Carlo simulation facility (as found in Strategy Analyzer) to the Strategy Performance form.

Reason:
OK so my strategy has run for real and shows a profit, but obviously things could have turned out differently. Perhaps my profit came mainly from one lucky break, but most trades were smaller losses. A Monte Carlo analysis would help to decide whether or not to continue to run the strategy live.

This should be fairly easy to implement since the Strategy Performance form has a list of trades with presumably the same data structure as used as basis for Monte Carlo analysis in Strategy Analyzer.

[NinjaTrader_PaulH]

Hello DaveE,

Thanks for your post and suggestion.

I have written a feature request and will update this thread when we have further information.

[NinjaTrader_PaulH]

Hello DaveE,

Just to update, the feature request has been assigned to SFT-1497.

Thanks for your interest in improving our product.