Some Ideas to Select Trading Signals - page 10

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PauloBrasil:

I thank you for your  analysis on this spreadsheet.

As a moderator you could suggest something like that to MetaQuote to  put available in the website 'MQL5'  so we can to choose and analyze the signals. I know I should not be easy, but it sure is possible.

The customers  would choose the signs and values ​​of the score, the other statistics, the website  'MQL5' would give us automatically. 

...

You know, as a moderator, I do not have more influence you with MQ. Thank you for the explanation, it is clearer now.
 
angevoyageur:

I will not put 0 for a percentage less than 1% per month. See my proposal above.

In Brazil a personal investment with guaranteed monthly income above 1% per month is very good and rare some bank offer, below 1%  in the Brazil there many investments guaranteed, so I will not risk my money in forex options if I have options secured in  this level here.

Therefore, I put on the table a yield less than 1% = 0 points

 
PauloBrasil:

In Brazil a personal investment with guaranteed monthly income above 1% per month is very good and rare some bank offer, below 1%  in the Brazil there many investments guaranteed, so I will not risk my money in forex options if I have options secured in  this level here.

Therefore, I put on the table a yield less than 1% = 0 points

Ok, what about 0.95% => 11.40% per year. Here in Belgium, if you find a traditional investiment for 4%, it's a lot. Obviously, all depends on the risk.
 
angevoyageur:

Fator de lucro <1.0 é um sistema de perder. Fator de lucro = valor absoluto de (Lucro Bruto / Prejuízo Bruto).

ok! I will update the table for this score
 
angevoyageur:

Eu realmente não sei o valor a ser colocado na tabela , mas 0,05 é resultado de muito errado eu acho.

Então, você tem que ir muito maior do que 1,0.

I'm sorry I put  wrong  in the posting.

copy and paste .... :(

but in the spreadsheet is  is as follows.

Recovery Factor 

SCORE:
to 0,0 = 0
>0,0 to 0,05 = 1
> 0,05 to 0,25 = 2
> 0,25 to 0,50 = 3
> 0,50 to 0,75 = 5
> 0,75 to 1,00 = 6
> 1,00 to 1,50 = 8
> 1,50 to 3,00 = 9
Any value greater than 3,00 = 10

 


 

I think I'm wrong in this assessment.

 

I did the proportion of operations of consecutive gains for  consecutive losses and did not take into consideration the  gain value  and lost value, this may cause a error  in the final result.

See the examples:

signal A

Operation with 48 Wins  and  Value Gain: 427.70

Operation with 2 losses   and  Value lost: -179.69

48/2 = 24 ( so what is in the spreadsheet I made)

 427.70/179, 89 = 2.377564067

signal B

Operation with 13  Wins  and  Value Gain: 438 425.09

Operation with 19  losses   and  Value lost: -42 274.11

13/19 = 0,68

425.09 / 42 274.11 = 10.371

Let's compare the signal A with the signal B:

Looking only at the number of  successful operations  against   lost, the signal A is better than B 

SIGNAL A

Operation with 48 Wins  

                                                           GOOD!!!!!!!!!!!!

Operation with 2 losses  

SIGNAL B

Operation with 13  Wins  

                                                          BAD !!!!!!!!!!!!!!!!

Operation with 19  losses   

Looking  for amounts earned against  amounts lost​​, the signal B is better than A.

SIGNAL A

Value Gain: 427.70

                                              GOOD

Value lost: -179.69

SIGNAL B

Value Gain: 438 425.09           

                                      VERY GOOD!!!!!!!!!!!!

  Value lost: -42 274.11

So because of this I concluded that in this item I have that to modify.

I'll change the spreadsheet,  placing the values gain and lost ​​rather than the number of operations 

 

 
PauloBrasil:

I think I'm wrong in this assessment.

 

I did the proportion of operations of consecutive gains for  consecutive losses and did not take into consideration the  gain value  and lost value, this may cause a error  in the final result.


 

Why are you using Maximum (consecutive Win/loss) and not total Win/Loss ? This can make a big difference, especially if signal is irregular. The factor that you get is actually a kind of Profit Factor, but I wonder about its representativeness.

 
angevoyageur:
Why are you using Maximum (consecutive Win/loss) and not total Win/Loss ? This can make a big difference, especially if signal is irregular.
I agree with you, lacked this statistic, and now I add in the spreadsheet, the file is  attached to this posting

I will keep the "FACTOR (Win / Losses)" because it gives a fine tuning, it gives me an idea of the risk  of   volume size or of the Stop Loss Size that the signal operator is working.

Example:

The signal has many operations consecutives of victories and few defeats, but money gains is  only 10% greater than the volume of losses, with sure is a signal  very aggressive. When it loses, it loses much!

 

 
PauloBrasil:
Concordo com você, não tinha essa estatística, e agora eu adicionar na planilha, o arquivo está anexado a este anúncio

Vou manter o "fator (Vitória / Perdas)" porque ele dá um ajuste fino, ele me dá uma idéia do risco de tamanho do volume ou do Stop Loss tamanho que o operador do sinal está funcionando.

Exemplo:

O sinal tem muitas operações consecutivas de vitórias e algumas derrotas, mas os ganhos de dinheiro é apenas 10% maior do que o volume de perdas, com certeza é um sinal muito agressivo. Quando perde, perde muito!

 

Attention! the last attached spreadsheet , I did not protect, follow the attached spreadsheet protected for anyone  unconfigure
 
PauloBrasil:
Attention! the last attached spreadsheet , I did not protect, follow the attached spreadsheet protected for anyone  unconfigure
Very good Paulo, I will check this version, my suggestion is change the name of your worksheet to "Trading Signals Analyser - Version 1.01" or something near this.
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