How can I tell the difference between a FOREX chart and a PRNG? - page 23
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https://en.wikipedia.org/wiki/Autocorrelation
And here is Karl himself about his brainchild:
That is, both correlation and autocorrelation and ANC for fitting and regression of any random variables can be used, but Karl and his friend Yule cannot give a complete guarantee for the case if they are not Gaussian distributed.
The accuracy of these methods is then simply unknown.
https://en.wikipedia.org/wiki/Autocorrelation
And here is Karl himself about his brainchild:
That is, both correlation and autocorrelation and ANC for fitting and regression of any random variables can be used, but Karl and his friend Yule cannot give a complete guarantee for the case if they are not distributed in a Gaussian way.
The accuracy of these methods is then simply unknown.
That's true. I am counting correlations (at work) between non-normally distributed variables, and SPSS shows me the "confidence level" in this case as well, so I have long since learned that this level (in the absence of normality - which is very common in market/behaviour studies) does not give me shit and, therefore, I a) do not look at it and b) do not show it to others.
Let me correct a bit (I just had to deal with the package and the users): SPSS includes different methods, not only non-parametric ones. But in the relevant environment it has a reputation as a package "for dummies" (the phrase "I program in Excel" comes to mind, for example), because it cuts many features of statistical methods for the sake of usability. Basically, for students-statisticians it is a normal tool to learn the basics, but something real should be done in R, Stata, etc., and not everyone has enough brains for that.
Shit, I also program in Excel and use SPSS. ( In my environment it's normal. SPSS is a good thing, the methods there give calculations without errors, and the fact that they are "truncated", well, maybe, but a bad dancer gets in the way of everything, in fact.
That's right. I count correlations (at work) between non-normally distributed quantities, and SPSS shows me the "confidence level" in this case as well, so I have long ago learned that this level (in the absence of normality - which is very common in market/behavioural studies) does not give me shit and, therefore, I a) do not look at it and b) do not show it to others.
I think you should use cointegration or the Granger causality test if you want to.
But.
Recall non-stationarity, the first sign of which is trend, and it is always in quotients, since the mean quotient is always greater than zero. If detrended, the residual can most likely be investigated by Pearson, but still the causality test will be more correct and it will be possible to both look and show.
I'm not very experienced, I apologise)
About testing - if the Relaitive drawdown was 10205.58 at a deposit of 10000 the Expert Advisor would not have survived in the beginning
About testing - if Relaitive drawdown 10205.58 was at a deposit of 10000 would have been at the start the EA would not have survived
Maximal drawdown 18486.48 (10.39%) Relative drawdown 29.36% (10205.58)
You should watch % %, not $. Also, study your Math.
Serferrer, be more correct to others.
You, by the way, could do with a bit of study, too:
You need to watch the %, not the USD.
If you don't understand the difference between these pairs of numbers, that's your problem.
When assessing drawdown in relation to the initial deposit, it is the absolute numbers you need to look at. And it's not even 10205, but even more - 18486.
In the interest of fairness, you should specify whether there is reinvestment. If there is reinvestment, then you are probably right (and judging by the balance chart I removed, there is reinvestment).
If it is a permanent lot, then you are already wrong.
I'm sorry, this is nonsense you have made up. It's not about points. It's money in the currency of the account.
Serferrer, be more correct to others.
By the way, you should also study the basics:
You should watch the %, not the $. Also, study your Math.
If you don't understand the difference between these pairs of numbers, that's your problem.
When assessing drawdown in relation to the initial deposit, it is the absolute numbers you need to look at. And it's not even 10205, but even more - 18486.
In the interest of fairness, you should have specified whether there is reinvestment. If there is, you are probably right (and judging by the balance chart I deleted, there is).
If it is a constant lot, you are already wrong.
I'm sorry, it is a load of nonsense you have invented. It's not about points. It's money in the currency of the account.
Sorry, maybe I'm being a bit rude, and I forgot about the hat, but let's sort it out to the end.
The last few trades.
Well of course there is reinvestment, you can see it on the chart.
From the MT4 terminal help:
Alexei, how can it be that 151.09 is money in the currency of the account? is that logical?
Let them from the administration show the formula how it is calculated so that it is clear to everyone.
Yes and can I paste back the balance chart you deleted to the chart with the cap?
Alexei, how can it be that 151.09 is money in the currency of the account? is that logical?
There is a lot of illogic in life in general.
There's a lot of illogic in life in general.