Repeat the complete simulation - including training and testing - as often as set up with this variable (default = 0 = no repetitions). This is normally used for plotting histograms, doing special Montecarlo simulations or evaluating result statistics dependent on changed parameters or randomized price curves.
The number of the cycle from 1 to NumTotalCycles.
Read/only, automatically set by NumTotalCycles.
When nonzero, appends the given number to the files generated by the simulation. By setting LogNumber = TotalCycle, different log files are stored for any cycle.
- If BarOffset was changed or prices were shuffled, a new price curve is generated at the begin of every cycle.
BarPeriod = 1440;
StartDate = 2015;
NumYears = 1;
LookBack = 0;
// run this simulation 3000 times
NumTotalCycles = 3000;
// some random trading strategy
if(random() > 0)
// plot the result of every run in a bar graph
int Step = 250;
int Result = floor(ProfitClosed/PIPCost/Step);
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