Sultonov differential indicator - page 48
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How do you taste them, do you lick them?
♪ I can see right through a guy when he's near me ♪)
I can even tell by his bump how much device he has)))
Thank you!
(let's not talk about me anymore)
Trial run of the Expert Advisor on H4 timeframe :
What does it show on other timeframes?
What is the Sharpe Ratio? What is the reliability of the system in real time?
Good day!
on the other periods, what does it show?
What does Sharpe's K-value amount to? What is the reliability of the system in real life?
1. So far, only checked on H4 and D1 on the tester;
2) Tester does not calculate K-Sharp;
3. I`m going to check it soon, I`ll start my real account with 30 $, lot 0,01, judging by the maximum drawdown, on H4 TF on UPU.
1. So far, only checked on H4 and D1 on the tester;
2. the tester does not calculate C.H;
3. I have to check it, soon I will start real account with 20 $, judging by the maximum drawdown, on H4 TF on UPU.
I should build a multicurrency system based on your indicator and move to mt5.
Ksh will be about 0.3 - a bit low.
You need to build a multi-currency system based on your indicator and switch to mt5.
Ksh would be about 0.3 - a bit low.
How do you define CSH?
In MT5 it is calculated automatically. KS>=1
Link http://economic-definition.com/Other_branches_of_mathematics/Koefficient_Sharpa_Sharpe_Ratio__eto.html
The Sharpe Ratio is a measure of the performance of an investment portfolio (asset) and is calculated as the ratio of the average risk premium to the average deviation of the portfolio. In other words, we can say that the Sharpe Ratio is the mathematical ratio of the average return to the average deviation of that return.
The Sharpe Ratio is akind of measure of a system's performance. The higher it is, the more profit the system will make. The Sharpe ratio is rarely higher than one, and it happens mostly when determining efficiency in a banking system. In this case the system will show a return with maximum profit.
The Sharpe Ratio is a ratio of return to risk. This ratio indicates the possible degree of stability of the expected returns.
Variants of Sharpe Ratio calculation
There are many variants of calculating the Sharpe Ratio, but they are all based on the same idea:
Sharpe Ratio = (Yield - Risk-free Yield)/ Standard Deviation of Yield
Note that the right-hand side can be expressed in either dollars or percentages - as long as both parts of the equality are expressed in the same units. A few words about the individual terms that are best expressed in annual terms:
is an interesting thought:
However, I wonder if you don't apply any machinations to increase this ratio, who will have more Sharpe? Obviously, intraday traders, especially pips traders, and portfolio traders. The smaller a trader's timeframe, the more stable the profit by month. Therefore, intraday traders have chances to get a relatively high Sharpe value. As for portfolio trading, everything is clear as well - diversification smoothes the yield making equity closer to the exponent. The hardest position will be occupied by those who trade a single instrument and long term. The Sharpe for them will be close to zero, unless the traded symbols' charts have a large Sharpe. They write on websites that Sharpe speaks volumes about investment performance. And they even build fund rankings based on this coefficient. In fact, it says nothing about efficiency. He only talks about the degree of stability of returns. Stability is not efficiency, don't confuse the two. By comparing the Sharpe ratios of different funds, you can see who has a more stable profit. If one does not pay attention to the profit itself, one can consider a mutual fund with a return of 12%, shown for the year since its creation, to be the most efficient investment. Hence the conclusion: if the Sharpe Ratio is to be used, it must necessarily be in conjunction with a parameter such as the annual return. By the way, banks have the highest Sharpe ratio. If we assume that the risk-free rate is equal to zero, then it is measured in thousands, an unattainable number for a trader. Banks resort to the method of artificially increasing this coefficient - they redistribute the profit. If the profit exceeds the fixed percentage, they put the surplus in their reserves.
Sharpe Ratio (Sharpe Ratio)
Yusuf has done well!
The indicator works))
1. So far, only checked on H4 and D1 on the tester;
2. the tester does not calculate C.H;
3. I want to check it soon I will launch real account on cent account with 30 $, lot 0.01, judging by the maximum drawdown, on TF H4 at VPS.
I ran a cent PAMM account with 100$ deposit, 0.03 lot, on TF H4 on VPS, without manual intervention, to determine the potential of the indicator in real market conditions or its incompetence. If the moderators allow, I would put the link to monitor the account, otherwise - only short comments, answering the questions of the forum participants, as I get them.
My account was opened on the 3rd of July, the results are as follows:
Maximum drawdown - 6 percent;
The maximum profit reached - 4.22 percent;
Current profit for the moment - 3.56 percent;
Profit in pips - 1050 pips 4 points;
Profitable trades - 21;
losing trades - 0;
Open Positions - 25;
Balance - 103.15;
Funds - 103.56;
TP - 50 pips;
SL - 0.
The indicator has persistently held and continues to hold a sell on EUR/USD since launch.