Registration for the Real Accounts (Cents) Championship July 2017 . - page 33

 
Roman Shiredchenko:


Alexei! Have a better look (can I call you "you"?)... Mine is crossed out... :-)

Am I delusional??? :-)


Yes, it's crossed out on forum but not in his profile. I had a quick look in his profile. Apparently they don't cross it out.
 

Looking for a sponsor! Need to test an EA in a real-time competition. There is a user manual!

Unfortunately I am disappearing since June, probably in July and will not be me, so that the independent investor is needed - can who for fun to test the Expert Advisor? I need someone to test the Expert Advisor for fun? I want to at least become an advisor in a contest)))

https://www.mql5.com/ru/forum/189485/page7#comment_5111421
 

I see that the second nomination again features that notorious Sharpe coefficient...

But they decided to get rid of it and not to take it into account in the calculations, because of its "confusion". Or is it not?


Балл = Balance + Drawdown + Coeff.Sharp

Balance = (Balance - minBalance) / (maxBalance - minBalance) * 1.5

Drawdown = 1 - (Drawdown - minDrawdown) / (maxDrawdown - minDrawdown)

Coeff.Sharp = (Coeff.Sharp - minCoeff.Sharp) / (maxCoeff.Sharp - minCoeff.Sharp) * 0.5



By the way, I want to clarify where the 0.5 multiplier is attached :


Coeff.Sharp = (Coeff.Sharp - minCoeff.Sharp) / ((maxCoeff.Sharp - minCoeff.Sharp) * 0.5)

or

Coeff.Sharp = ((Coeff.Sharp - minCoeff.Sharp) / (maxCoeff.Sharp - minCoeff.Sharp)) * 0.5

 
Олег avtomat:

I see that the second nomination again features that notorious Sharpe coefficient...

But they decided to get rid of it and not to take it into account in the calculations, because of its "confusion". Or is it not?




By the way, I want to clarify where the 0.5 multiplier is attached :


Coeff.Sharp = (Coeff.Sharp - minCoeff.Sharp) / ((maxCoeff.Sharp - minCoeff.Sharp) * 0.5)

or

Coeff.Sharp = ((Coeff.Sharp - minCoeff.Sharp) / (maxCoeff.Sharp - minCoeff.Sharp)) * 0.5

Substitute, but not so immediately. Respected comrade MVS has a birthday on the horizon, and preparations for it are in progress, so there's no time at all yet.


Server Muradasilov:

I don't see a problem if they are small crumbs. How do formulas work correctly after they are added to our monitoring?

I think that yes, the formulas should not be confused. Of course we need to look more carefully at the calculations, the rebates will be replenished with kopecks

 

I wonder if anyone has calculated the behaviour of the proposed ratios? No one! Because one would have seen their "usefulness" for assessing, as they say for some reason,"Effectiveness".

The author of this set of formulas should have at least modelled what the result would be. But he clearly did NOT do that.


By"Coeff.Sharp" we have essentially:




And the 0.5 multiplier doesn't matter here.

What is fundamental here, however, is that it is clearly nonsense, because

The account with the worst values is assigned a better higher value. What "Efficiency" are we talking about?

 
Олег avtomat:

I wonder if anyone has calculated the behaviour of the proposed ratios? No one! Because one would have seen their "usefulness" for assessing, as they say for some reason,"Effectiveness".

The author of this set of formulas should have at least modelled what the result would be. But he clearly did NOT do that.


By"Coeff.Sharp" we have essentially:




And the 0.5 multiplier doesn't matter here.

What is fundamental here, however, is that it is clearly nonsense, because

The account with the worst values is assigned a better higher value. What "Efficiency" are we talking about?

Missing brackets - let's correct that. Thanks for the remark
 
Vitaly Muzichenko:
Missing parentheses - let's get it right. Thank you for the remark.


The brackets aren't the point. I think I've already shown it on the graphs, clearly.

Get to the root of it!

 

The same nonsense appliesto "Balance". And theDrawdown is open to different interpretations.

We have, in essence:



 
No one wants this kind of "Efficiency", so to speak. Who is the "efficient manager" who concocted this?
 
Олег avtomat:
No one wants this kind of "Efficiency", so to speak. Who is the "efficient manager" who concocted this?


Oleg, if you want to suggest something of substance, then suggest it later will be considered. But in this way". Who is this "efficient manager"?Please do not write that, you are insulting the man. Let's live in peace, I repeat, the whole picture is welcome at the technical level, without resorting to personalities, recalling the past and so on.

Thank you for understanding .

Reason: