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I have just discovered the Random AFL code.
I have created the following code
Buy = filter AND Random() > 0.2;
I have then been running repeated backtest. I have been using it this
way as a monte carlo tester. If I get an average profit of say 35%
over 50 backtests I should have a good system.
Am I right in doing it this way or have I got the wrong idea of the
Random code feature. Also what is the significance of the 0.2 value .
Does it mean the results will be random 5 times (5 * 0.2 = 1) before
repeating. Thanks in advance Phill
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