Registration for the Real Accounts (Cents) Championship July 2017 . - page 18

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Andrey Dik:

there is no switch.

I don't do that in signals, not because I don't have an averaging advisor (so it's like I get greedy), but because my conscience won't let me do that.


So you think you're the only light in the darkness of the averagers...

Don't be silly.

 
Олег avtomat:

that was a rejoinder to dirty.

be specific please. what did i say wrong about leverage, drawdowns, sharpe? what of all this has nothing to do with reality and those who like big leverage and stop out instead of SL?

and even more specifically - what's the problem with scoring big on your system in a competition? what exactly is the problem? it's not the sharpe that's the problem, is it?

 
Олег avtomat:


So you think you're the only light in the darkness of the averages...

Don't be silly.

Why one? You're not. But you're certainly not one of them.
 
Andrey Dik:

be more specific, please. what did i say wrong about leverage, drawdowns, sharpe? what of all this has nothing to do with reality and with those who like big leverage and stop out instead of SL?

and even more specifically, what is the problem with scoring big on your system in a competition? what exactly is the problem? it's not the sharpe that's the problem, is it?


You know exactly what I'm talking about. But you're trying to shut it down... a familiar tactic... On that leash ("be specific, please") I'm not going.
 
Andrey Dik:
why one? not one. but you're certainly not one of them.

That's good.
 
Server Muradasilov:

I've been doing some research on the ranking, and this is what I've come up with.

All indicators in the formula have an equal weighting factor, this is fraught with irrational distortions, and you shouldn't take more than 3 indicators for the same reason.

In my humble opinion, we should replace the current formula for calculating the sharps score with a recovery factor and it will be fine.

 
Олег avtomat:

You know exactly what I'm talking about. But you're trying to shut me down... a familiar tactic... I'm not going on this leash.

Sorry if I hit a nerve, sorry if pointing fingers at reality hurts you.

I apologize purely out of politeness, because it's not my fault you have a bitter reality. just please don't freak out and break the keyboard and monitor, they are not to blame for anything, besides, if you change something in your trade you have to change them too.

 
Andrey Dik:

I'm sorry if I hit a nerve, sorry if pointing fingers at reality hurts you.

I apologize purely out of politeness, because it's not my fault you have a bitter reality.


You're not much of a wit.
 
Andrey Dik:

all indicators in the formula have equal weighting factor, this is fraught with irrational distortions, in addition, we should not take more than 3 indicators for the same reason.

In my humble opinion, we should replace the current sharps score formula with a recovery factor and we'll be fine.


Members - what do you think of Andrei's suggestion?
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