Registration for the MetaQuotes-Demo Championships in May - page 35

 
Vitaly Muzichenko:
Perhaps you can, but you need to show it in detail, I know Excel at the level of open->view->close

Vitaly I will now try to expand on a staging level!

Using real data as an example, the calculation is only for the first line.



1) Take BALANCES of all participants find the maximum balance from the list of participants 16030.28 and minimum balance from the list of participants 6779.17 ,

2) Calculate the point for each participant according to the scheme BALANCE = (BALANCE - MIN) / (max. balance - min. balance),

BALANCE score = ( 16030.28 - 6779.17 ) / ( 18585.84 - 6779.17) = 0.783549468

3) Score * Coefficient , TOTAL BAL1

0,783549468 * 1.5 = 1 ,175324202

---

The rest are the same.

4) we take the LOSS of participants and find the max. one from the list of participants 0,7651 and the min. one 0,029,

5) we calculate a LOSS score for each participant according to the scheme LOSS score : 1 - ( LOSS OF PARTICIPANT - MIN ) / ( max balance - min balance ),

LOSSING score = 1 - ( 0.034 - 0.029 ) / (0.7651 -0.029 ) = 0.99266404

6) Score * Coefficient , TOTAL BAL1

0,99266404 * 1.0 = 0,99266404

---

7) Take CHARPA's COEF of participants and find the lowest one from the list of participants 2.43 and the lowest-0.44,

8) Calculate CHARPA score for each participant under the scheme CHARPA score : ( CASE SHARPA COEF - MIN ) / ( minimum - maximum CHARPA ) ,

CHARP Score = ( 0.084 -( - 0 .44 ) ) / ( 2.43 -( -0.44 ) ) = 0.445993031

9) Score * Coefficient , TOTAL HARP

0,445993031 * 0.50 =0,222996516

---

10) Calculate Total = Total.score1 + Total.score2 + Total.score3

2,390984758


Vitaly , you have all the data in your table!

 
Yuriy Zaytsev:

Monitoring in May is planned similar to http://mvs.hol.es/Monitoring/ for May a different link is planned.


As an option, this page will contain links to all the Championships, like an archive.

And each championship will accordingly already be in a subfolder such as April2017, May2017.... etc. :)

 
Yuriy Zaytsev:

Vitaly I will now try to expand on a staging level!

Using real data as an example, the calculation is only for the first line.



1) Take BALANCES of all participants find the maximum balance from the list of participants 16030.28 and minimum balance from the list of participants 6779.17 ,

2) Calculate the point for each participant according to the scheme BALANCE = (BALANCE - MIN) / (max. balance - min. balance),

BALANCE score = ( 16030.28 - 6779.17 ) / ( 16030.28 - 6779.17) = 0.783549468

3) Score * Coefficient , TOTAL BAL1

0,783549468 * 1.5 = 1 ,175324202

---

for the rest is similar

4) we take the LOSS of participants and find the max. one from the list of participants 0,7651 and the min. one 0,029,

5) we calculate a LOSS score for each participant according to the scheme LOSS score : 1 - ( LOSS OF PARTICIPANT - MIN ) / ( max balance - min balance ),

LOSSING score = 1 - ( 0.034 - 0.029 ) / (0.7651 -0.029 ) = 0.99266404

6) Score * Coefficient , TOTAL BAL1

0,99266404 * 1.0 = 0,99266404

---

7) Take CHARPA's COEF of participants and find the lowest one from the list of participants 2.43 and the lowest-0.44,

8) Calculate CHARPA score for each participant under the scheme CHARPA score : ( CASE SHARPA COEF - MIN ) / ( minimum - maximum CHARPA ) ,

CHARP Score = ( 0.084 -( - 0 .44 ) ) / ( 2.43 -( -0.44 ) ) = 0.445993031

9) Score * Coefficient , TOTAL HARP

0,445993031 * 0.50 =0,222996516

---

10) Calculate Total = Total.score1+Total.score2+Total.score3

2,390984758


Vitaly , all the data you have in the table!


checked the above calculations or I do not understand the maths at all, in all three examples the result is not correct. Also a question why in the second example the formula is used with a difference from one in the others is not?
 
Yuriy Zaytsev:

Thank you - that was my mistake - corrected!

THIS IS ONLY MAY

№№ 13 и 37?

Oh, that doubles the odds...

 
Natalya Kostenko:


As an option, I'd like to make a kind of archive on this page, where links to all the Championships will be collected.

And each championship will be in a subfolder like April2017, May2017.... etc. :)

It's already done)

Yuriy Zaytsev:

Vitaly now I will try to deploy at production level!

On the example of real data, calculation only for the first line.


Yuriy, I'll try, but it's not clear what calculations are based on, as Sergiy noticed.
 
Vitaly Muzichenko:

It's already done)

Yuri, I'll try, but it's not clear what the calculations are based on, as Sergei has already pointed out.
the best balance of sharpe and drawdown
 

It's good if the status is broader.

https://www.mql5.com/en/forum/189693

Welcome to the championship on treading and auto-trading month May 2017
Welcome to the championship on treading and auto-trading month May 2017
  • www.mql5.com
Welcome to the championship on treading and auto-trading https://www.mql5...
 
Yuriy Zaytsev:

It's good if the status is broader.

https://www.mql5.com/en/forum/189693

I will do
 
Yuriy Zaytsev:
The best balance of sharpe and drawdown


I'm new to the service. Explain what the Sharpe Ratio means. What does it show. And what does its high or low value indicate. What is the optimum value?

Thank you (this, by the way, is not implemented here either. There is no Thank You or Like button either)

 
Vitaly Muzichenko:
I will do it


Vitaliy! Well done! Good monitoring. On Friday/Saturday I saw wrong sorting by Equity. And since leaders are determined by it, it should be so by default. And the function of sorting by another indicator is also great!

Can I ask you something? Is it possible to adapt it to any broker?