Monte Carlo Simulation Equity Curve

AFL Programming
1

Hello Everyone. I would like to know if there is a way to get the Equity Curve of a 5 Percentile Confidence Level in a Monte Carlo Simulation?

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There is no single equity in MC but hundreds of thousands of them. The 5 percentile means that 5% of thousands of equity curves land in lowest 5% zone. In fact there can be more than one or zero that is "exactly" at 5%.

http://www.amibroker.com/guide/h_montecarlo.html

The equity "cloud" is drawn by regular MC report
image

1 Like
3

Understood. Thank you for your answer.

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