A single quality indicator for the strategy - page 2

[sibirqk]

Here is a competent article on evaluating the TC criteria.

[Aliaksandr Hryshyn]

sibirqk:

Here is a competent article on evaluating TC criteria.

One indicator is needed, the point of the post is this.)

[Alexandr Andreev]

Aliaksandr Hryshyn:
We need one indicator, that is the essence of the post)).

Totally agree that it's easier with one indicator. There's nothing to invent here either. Math is your help.

ZS: Why are you thinking about it? It smells like a big project.

[Aliaksandr Hryshyn]

Alexandr Andreev:

Totally agree that it's easier with one indicator. There's nothing to invent here either. Math is your help.

ZS: What are you up to? It smells like a big project.

Good thinking).

[sibirqk]

Aliaksandr Hryshyn:
You need one indicator, that's the point of the post.)

That is, if I understand correctly, figuratively you want to describe all the diseases of all the patients in the hospital, with one parameter, such as the average temperature in the hospital and then based on this parameter to prescribe treatment to all?

Revolutionary, of course, but how will the sick react to it?

[Alexandr Andreev]

Aliaksandr Hryshyn:
Good point).

You need mathematicians, so to speak, who knows what clever formulas there are to calculate everything.

But the last time (three years ago) we solved this problem by simply introducing different evaluation methods. If the system determines all by itself, it should also filter assessment methods, so why bother.

And lately I've been thinking more and more... Maybe everything has long been implemented, and your big project has already been created. Or not yet)

I just don't understand one thing so far... .what is the purpose of the project, to create a grill strategy.... If you want me to show you a grail on a single MA, where it looks, then put it there, then it's a matter of technique, I will give you a report for 20 years of history) and it will be a grail. Clear estimates give clear results in history - but stability seems to be elsewhere.

More and more I think about simple manipulation of low liquid instruments and other nonsense. - Although it's gone OFTOP now, sorry....... just nostalgic of big projects

[Alexandr Andreev]

sibirqk:
That is, if I understood correctly, you want to describe all the diseases of all patients in the hospital with one parameter, such as the average temperature in the hospital and then based on that parameter to prescribe treatment to all?

Revolutionary, of course, but how will the patients react to it?

One way or another, even patients are described with one word), condition: stable, critical, normal, hyperactive. And so on.

And here they want to describe the condition of every person (strategy) separately.

[Yousufkhodja Sultonov]

Aliaksandr Hryshyn:
I need one indicator, this is the essence of the post)).

I propose that this indicator (K) is the product of the recovery factor (RV) and the expected payoff:

K=FB*MO

PV=Net Profit/Max Drawdown ;

IR = Net Profit/Number of Trades.

Example (EUR/USD, TF D1):

[Alexandr Andreev]

second option)

sum of squares of deviations from a linear regression, not a very good method, but quite viable

[Yousufkhodja Sultonov]

Alexandr Andreev:

second option)

sum of squares of deviations from a linear regression, not a very good method, but quite viable

The sum of the squares of deviations of what?