From theory to practice - page 667

 
Evgeniy Chumakov:


How did you do the calculations? Write the algorithm point by point

Your owl. Sasha gave. the first version.

 
Roman Kutemov:

Your owl. Sasha gave. the first version.


For some reason there are only two trades for September, I had more. don't know what's wrong, have Alexander run a test on his data, what will happen....

 
Evgeniy Chumakov:


For some reason there are only two trades in September, I had more. I don't know what's wrong, let Alexander run a test on his data and see what happens....

the quotes are different it means.

 
Alexander_K2:

:))))) Go to school, child. All your questions will be answered there.

Dummy, you need those answers, not me.
You have no knowledge and you are not even trying to get it.
 
secret:
Dude, these answers are for you, not me.


When are you going to change your profile screenshot?

 
Evgeniy Chumakov:


For some reason for September only two trades, I had more. I don't know what's wrong, let Alexander run a test on his data, what will happen....

My 2018 EURUSD through September is -94 pips, of which -116 pips was the result of one trade in September.

That's the one I need to deal with...

But, in fact, even if I hadn't had it, my profit was +22 points for almost a year(!!!). Bullshit.

That's why I trade 16 pairs at once with possibility of opening several deals at once (thanks goldtrader).

 
secret:
Oddball, you need those answers, not me.
You have no knowledge and you're not even trying to get it.

I don't want anything. Especially not from you.

 
Alexander_K:

Today's deal closed:

+40 pips as if from a bush.

And that's the way it should always be. Amen.


Ran this week on GBPJPY no trade. There you go!

 
Evgeniy Chumakov:


I have checked GBPJPY this week - no deal. Indeed!

??!! No, I posted a screenshot directly from the real one.

Lana, I'll take a look at your code (you have it all done in MQL4?) - we'll figure it out.

 
Alexander_K2:

Here's a look, a prime example of AUDCAD 2018:

In the upper left corner:

penultimate line - coefficient of asymmetry=0.089 (we have a left-sided bevel at the time of the buy entry, while it should be a right-sided bevel)

The last line - the excess=136.54. In general, it is beyond understanding.

Here it seems - both the price and the sum of increments are out of the bottom boundary. Buy and be happy...

But as a result:

The wildest drawdown, defeat and disgrace. Immediately lose 150 (!!!) points.

There you go.

Is 1.95 the variance there? Looks like a standard deviation. The kurtosis coupled with the variance, the greater the variance (standard deviation), the less the kurtosis reacts to outliers, and vice versa, the less the total variance, the greater the coefficient on outliers will be.

Reason: