Norm?

 
If anyone is interested, I'll put it on the market for a lemon.
Files:
01.png  275 kb
 
lordlev:
If anyone is interested, I will put it on the market for a million roubles.

For 13 years 160% ? Easier to bank for 13 years - more secure

What if the mode is all ticks + random delay? Put the result on the market.

 
Sorry, it's 1600%.)
 
Konstantin83 Unfortunately it won't work in all ticks mode. It eats a lot of gigabytes. Unless you run each year separately... I will do it in the final version, but in general, I do not see the point in ticks. I'm not a scalper. The minimum take is 20 pips. The error in OHLCM1 is minimal with this take and the ticks will not fundamentally change the picture.
 

Konstantin83 all ticks, random delay, constant lot 0.01, forward test.

The picture is the same. Differences are minimal.

 
VNIK:
Sharpe Ratio = 0.06 is not serious. If it is > 3.0, you may find your Investor quickly enough.
What kind of Sharpe on a fixed lot? You have to think in your head.
 
VNIK:
Sharpe Ratio = 0.06 is not serious. If it is > 3.0, you may find your Investor fairly quickly.
I don't see any practical sense in Sharpe. I think it's more for theoreticians. In practice it's only the deposit load, the stability of retained returns and the recovery factor that counts.
 
lordlev:
If anyone's interested, I'll put it on the market for a million roubles.
Will you be putting it on the market? It's interesting to test it yourself.
 
By the way, here's an interesting one about Sharp 8)http://forum.alpari.ru/showthread.php?t=36876 About why it's not worth chasing.tol64 Not yet, not unless you find someone with real money 8)(what if?) I'm just afraid that the demo could easily be broken. I have not delved into these demo modes in detail. Until I thoroughly understand them I will not put anything out.
Коэффициент Шарпа
  • 2007.06.17
  • Player 2
  • forum.alpari.ru
На форуме уже пару раз были споры о том, как вычисляется коэффициент Шарпа. Странный такой коэффициент, всегда было интересно откуда он получается и что значит. Буду писать всё с нуля, чтобы понял даже тот, кто впервые об этом слышит, и не пришлось рыться по математическим сайтам в поисках способа вычисления стандартного отклонения...
 
papaklass:

What do you put up!

The maximum time a position can be held is 52 days. Can you explain?

Average position holding time is 11 hours at take profit of 20 pips. Can you explain?

What exactly is bothering you? This is MT5, not 4. The rules are different here. The lot is 0.01, take and stop ranges from 20 to 100 pips. Do not forget that there is ONE position per Pair in MT5. It increases if a new entry signal is received. And it may exist at least a hundred years until you decide to close it, or until a triggered stop.
 
lordlev:
By the way, here's an interesting one about Sharp 8)http://forum.alpari.ru/showthread.php?t=36876 About why it's not worth chasing.tol64 Not yet, not unless you find someone with real money 8)(what if?) I'm just afraid that the demo could easily be broken. I have not delved into these demo modes in detail. Until I thoroughly understand them I will not put anything out.
A man with money would need to do the test himself anyway. Bet on Signals then, if you're worried about hacking.
Reason: