Hello, After a few issues (thanks for the help those who contributes) I've managed to perform monte carlo analysis on a system I'm testing.
If I sort the reults by weight of noise added, the net profit % drops almost linear - but the RAR remains almost constant. The noise is reducing the exposure of the system (hence the net % return) but the quality of the signals are undiminished. Is this to be expected from a system that isn't curve fir - or should I be alarmed at the drop off in exposure / net profit? In short - when looking for a drop off in "performance", what results should we define as "performance". Thanks in advance, Rich
