Amibroker version 6 has come out with a new Monte Carlo function (late last year).
Has anyone used this to validate their system statistically yet? Have you found it to be useful at all in assessing your mechanical trading system?
I'm starting to fall into the trap of trying to develop systems with positive returns for 85% of simulations run in the Monte Carlo analysis to minimise losses in markets it they don't operate well under and maximise performance in ideal markets (have to be very careful about curve fitting). I'm curious to see how others are using this tool to their advantage/suggestions on how else it could be used to make trading systems 'better'.