[amibroker] Monte carlo analysis

["foxblade2000invest" <foxblade@xxxxxxxxxxxx>]

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


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