Monte Carlo
The Monte Carlo AFL in Amibroker employs simulation techniques to assess the potential outcomes of trading strategies. Utilizing Amibroker data feed, this AFL conducts multiple simulated trades, enabling traders to gauge the robustness and risk associated with their strategies. By integrating with Amibroker data feed capabilities, the Monte Carlo AFL assists traders in evaluating strategy performance under various market conditions, aiding in risk management and strategy refinement.
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SetBarsRequired(10000,10000);
balance = Param ( "Initial Balance $", 10000, 1000, 100000, 1000);
trades =Param("Number of Trades", 260, 100, 2600, 10);
expectancy= Param ( "Expectancy %", 50)/100;
rr= Param ( "Reward/Risk", 1, 0.1, 2, 0.1);
ff= Param( "Fixed Fractional %", 2, 1, 50, 1)/100 ;
Lock= ParamToggle("Lock Sequence", "No|Yes");
n= IIf(Lock, 1,Null);
result = Random(n);
stop = 0;
winnig_trades=0;
for (i = BarCount-1-trades; i