Is it possible to do a monte carlo on combination strategy?
If no, can it be added as a feature?
Thanks

Unfortunately, the answer is no to both questions. Quoting the Wealth-Lab User Guide > Strategy Window > Combination Strategy:

QUOTE:
Performance Visualizers that apply to Portfolio Simulations also apply to Combination Strategies. An exception is Analysis Series, and although Monte Carlo-Lab can be applied, it has limited utility Combination Strategy mode due to its inability to work at the allocation level of child strategies.

Thanks Eugene.
I wanted to export the results from some MC sims which I thought would be similar to equity curve data but no luck. Is there a way of exporting the data from a MC sim?

No, MC doesn't support data export. Why would you do that?

On many MC simulations I find that the baseline Profit and DD is at the extreme for the distribution of the runs (usually 2000 Trade scramble and randomize). My system uses priority for the trades so there are no spare trades or random trade selection. I would have thought that the baselines should either be located randomly across the distribution or generally closer to the peak but not always close to the tail. So for profit the tail is on the right and the baseline profit is in the 1%, while for DD the tail is on the left and again the baseline is in the 1% on the tail.

The reason for wanting to export the MC data was to see if I could see in the data why the baseline is in the tail. Perhaps it is something inherent in MC simulations. Can you enlighten me?

Thanks.