monte_carlo_simulation
Assess trading strategy performance by running Monte Carlo simulations on backtest results, providing probability distributions of outcomes.
Instructions
Run Monte Carlo simulation on backtest results.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| symbol | Yes | Stock symbol | |
| strategy | No | Strategy type | sma_cross |
| start_date | No | Start date (YYYY-MM-DD) | |
| end_date | No | End date (YYYY-MM-DD) | |
| num_simulations | No | Number of Monte Carlo simulations | |
| fast_period | No | ||
| slow_period | No | ||
| period | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||