Registration for the MetaQuotes-Demo Championships in May - page 37
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Aaaa.... :-)
So drop the link from here and that's it...
If only it were that simple. I can't keep track of a hundred "merchant" accounts on MK, as they are archived at once. So I like the service, but they are afraid of a heavy load due to the multitude of trades.
I'm interested in the monitoring script/parser itself and its adaptability. that's the question.
But as a matter of fact, let's stop here, because already off topic, and Vitaly better answer in private, not to litter the subject ;)
About myself.
What kind of monitoring of participants' trades on any brokers can be?
Roman - very simple. I do not care how to make the monitoring, it is enough to tell Vitaly Invest the password, account number and broker - and you will monitor any broker, do not you understand. You may have an easy solution: just upload your brokerage firm's shares in HTML by FTP and post them on your site once an hour or once a day. Real time is of course the best.
I am new to the service. Explain what the Sharpe Ratio means. What it shows. And what does its high or low value mean? What is the optimal value?
Thank you (that's not implemented here either. There's no Thank you or Like button either).
The Sharpe ratio is one of the most common ratios used to assess the efficiency of investment portfolio management, in other words it assesses the quality of the strategy over the reporting period. Another name for it is the "return to variability ratio" and it is the ratio of the excess return of an investment portfolio (or fund's return) over the return of a risk-free asset to the risk of that portfolio, expressed as a standard deviation.
That's what I was thinking. As for Jury's calculations, most probably he copied the data incorrectly, therefore it may mislead some people. Another question about the coefficients, I understand they are used as weights?
Roman - very simple. It is realistically the same as to make the monitoring, it is enough to tell Vitaly invest password, account number and broker - and it will monitor any broker, do not you understand it. If you do not have an IT background and you are not a programmer, you may arrange a simple site with FTP accounts in HTML and post them on your site once an hour or once a day. Real time is of course the best.
Why you, Yuri - for what is sacred to me? I am IT technology. AND I AM A PROGRAMMER.
In the context of the question, I meant that monitoring(further implied and participation) from any brokers.
Then I propose to use the values of weights in the form of percent, 100% is the maximum weight i.e. 1.0, the formula is as follows coeff=weight%/100%.
Why you, Yuri - for what is sacred to me? I am IT technology. AND I'M A PROGRAMMER.
In the context of the question I meant that monitoring(further implied and participation) from any brokers.
I apologize if I accidentally stepped on my tail, mine got stomped on long ago, cut it off and put it in the wardrobe :-)
It is better to formulate the question as a programmer - in detail - they are usually meticulous and detailed.
As for the current contest to be more or less even - while it was not a PR or something dealing, which is prohibited here, decided to hold only on the server MQ, I think it is also quite obvious.
Roman, by the way, may I sign you up for May ? And for April - until midnight ... Huh? Maybe you could shake a gigabyte of thought.
I know that you have already signed up for June 13 :-) - why wait!
registration for April is still ongoing, allowed until 10.04.2017
-------------- In MAY there are 37 participants ---------------- https://www.mql5.com/ru/forum/189038/page31#comment_4845052
http://mvs.hol.es/Monitoring/
Trading Championship English https://www.mql5.com/en/forum/188046
Vladimir Gorbachev
10 participants trade on mt5, 18 participants trade on mt4 - not a bad proportion for mt5
The Sharpe ratio is one of the most common ratios used to assess the efficiency of investment portfolio management, in other words, it assesses the quality of the strategy during the reporting period. Another name for it is the 'return to variability ratio' and it is the ratio of the excess return of an investment portfolio (or fund's return) over the return of a risk-free asset to the risk of that portfolio, expressed as a standard deviation.
The last sentence is not digestible at all ))))
But still... what is the optimum value for this Sharpe Ratio? I understand it is between 0 and 1. Which is the most sympathetic to the investor/subscriber?
I ap ologize if I accidentally stepped on the tail, mine got stomped on long ago, I cut it off and put it in the wardrobe :-)
Better to formulate the question as a programmer - in detail - they are usually meticulous and detailed.
As for the current contest to be more or less all was smooth - while it was not a PR or something dealing that is banned here, decided to hold only on the server MQ, I think it is also quite obvious.
Roman, by the way, would it be possible to sign you up for May ? and for April too - until midnight ... А ?
Maybe you can shake gigabytes of thought.
I know that you have already signed up for June 13 :-) - why wait!
:-)
THANK YOU.
For May I'm ready.
For now - to start - no.
Shaking - I will not. Available - accumulating. :-)
It'skinda like July... :-) - The market is not going anywhere...!(I'm not in the habit of showing off).