Monte Carlo - odd looking profit probability graph
Author: avishn
Creation Date: 12/17/2009 9:06 PM
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avishn

#1
...shows vertical drop from 80% to 60% at 0. Regardless of the profit/bin distribution shouldn't it be kind of... smoother?
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Cone

#2
Sure looks like a glitch to me too. Would you be so kind to create a Support Ticket and identify your Monte Carlo Settings there? tia.
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avishn

#3
Done.

As a side note, version 5.6 doesn't seem to be available for selection when creating a ticket.
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Eugene

#4
Thank you.

Thanks for the heads-up re: version selector needs 5.6.
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Cone

#5
Done and on the checklist for next time!
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avishn

#6
Just copying some additional information from the ticket in case anybody is interested.

It appears that the straight vertical segment on the profit probability graph can be explained by the fact that the strategy under analysis does not make any trades for the first 40 bars (out of 1 year or ~250 bars total). This creates a spike in profit probability density histogram at 0% which translates into 40/250 = about 16% flat segment on the graph.

Having said that, would it maybe make sense to have an additional setting in MonteCarlo tool to be able to exclude lead bars?