Template Description
This template takes one or more trade simulation reports (generated using the EdgeRater Trade Simulation tab or Batch Run Trade Simulation Template) and tags each trade with the tags specified in the Tag Layout File.
A tag is a text element derived from either a lookup list of dates to tags or from running a script containing a technical indicator (such as Implied Volatility, %B, RSI, etc). The output of each script is then divided into range tags such as (0-10%, 10-20%, etc).
A Monte Carlo simulation is then run on the entire trade list and also on various combinations of tags (customizable).
The resulting report will show the performance of the entire trade list and each tag combination, allowing insight into the effectiveness of the indicator and indicator combinations applied to your trades.