Registration for the Real Accounts (Cents) Championship July 2017 . - page 80

 
Aleksandr Safronov:

Here are the same formulas as in the first post, only instead of Sharp recovery.

But here, for example, my balance is 0.987, although it has never changed (hence the current balance and the maximum and minimum equal to 1000) and the formula should be 1.5. What is wrong with the calculation?

These are the questions to Yuriy Zaytsev, these are his formulas, and I think he will be able to give a detailed answer when he appears.
 
Vitaly Muzichenko:
Those are the questions for Yuriy Zaytsev, they are his formulas and I think that he will be able to give a detailed answer when he appears.

In fact, the formulas were suggested by my "friend" Dik, although he recently announced in public that he was breaking off his friendship.

I don't even know what happened in his mind, I don't know the reason, I'm sorry - it was so much fun discussing nuns and other topics with him.

Maybe he takes some things too seriously .

All in all the formulas are his creation.

 

The rules should be corrected - a logical error should be corrected:


As all positions will be closed at the end of the competition, the calculation will be based on the balance (=equity).

And this error (extra condition) should be eliminated, so as not to confuse the contest.

 

I did not receive an answer to my question in the Signals Q&A section, which I will ask here, as it is also relevant here:

On what minimal TF are signal providers allowed to trade? For example, on TF M1 the moderators do not allow to trade because of exceeding the frequencyof opening positions and send the signal to the ban.

Совершение сделок - Торговые операции - Справка по MetaTrader 5
Совершение сделок - Торговые операции - Справка по MetaTrader 5
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Торговая деятельность в платформе связана с формированием и отсылкой рыночных и отложенных ордеров для исполнения брокером, а также с управлением...
 
Олег avtomat:

The Rules need to be corrected - to eliminate a logical fallacy:


As all positions will be closed at the end of the competition, the calculation will be based on the balance (=equity).

And the designated error (superfluous condition) should be eliminated, so as not to confuse.


Seconded.

 
Yousufkhodja Sultonov:

I did not receive an answer to my question in the Signals Q&A section, which I will ask here, as it is also relevant here:

On what minimal TF are signal providers allowed to trade? For example, on M1 TF moderators do not allow to trade because of exceeding the frequencyof opening positions and send the signal to the ban.


No one will give a ban for opening/closing a small number of positions once a minute, but a ban is given if dozens/hundreds of positions are opened or closed at one moment, since this overloads the service and reduces the quality of the signal copying.

 
Yuriy Zaytsev:

In general, the formulas are his creation.

Of course, it is good that we have found out which formulas are used, but the question of their implementation still remains. Why do I get different data from the rating when I calculate my balance?

And once again, these points measure the effectiveness of the trade, for example at the moment who will have it more effective at

2Yuriy Zaytsev1 061.351 071.346.13%31.4316.6811.29%

or

8Vasile Verdes1 014.371 013.961.44%465.33466.338.58%

??? Judging by the scores,Vasile Verdes would be better. But answer honestly, is it not more efficient to invest with2.61% risk and get6.13%, than to invest with2.18% risk and get1.44%?

In general, is it not easier to measure the effectiveness of a simple ratioGain toDrawdown? And not to bother with formulas?

 
Aleksandr Safronov:
It's good to know whose formulas are whose, but the question remains about their application. Why when I calculate the balance I get data different from the rating?

And once again, these points measure trading efficiency, for example at this point in time who will have it more efficient at

<td class="dl plus col_hover col_click" title="2.61%
2Yuriy Zaytsev1 061.351 071.346.13%31.4316.6811.29%

or

<td class="dl plus col_hover col_click" title="2.18%
8Vasile Verdes1 014.371 013.961.44%465.33466.338.58%

??? Judging by the scores,Vasile Verdes would be better. But answer honestly, is it not more efficient to invest with a risk of2.61% and get6.13%, than to invest2.18% and get1.44%?

In general, is it not easier to measure the effectiveness of a simple ratioGain toDrawdown? And not to bother with formulas?


The absurdity of using these formulas (which supposedly measure the efficiency) was demonstrated by me a month before the contest started(there was a discussionhere and below). But the organizers preferred not to get into the essence of these formulas, not to think, and not to bother - something fascinated them and they thoughtlessly put this crap in. Well, maybe, in time, they will realize that it is necessary to eliminate obvious stupidity.

 
Олег avtomat:

The absurdity of these formulas was shown to me a month before the competition(there was a discussionhere and below). But the organisers chose not to go into the essence of these formulas, not to think, and not to bother - something fascinated them, and they thoughtlessly put this crap in. Well, maybe, in time, they will realize they should eliminate the obvious stupidity.

Oleg, they changed Sharpe to "Recovery Factor" because they thought it was more appropriate.

 
Vitaly Muzichenko:

Oleg, they changed Sharpe to "Recovery Factor" because they thought it was more correct.


Yeah, man, don't you get it that I'm talking about the formula as a whole -- whether it's Sharpe or Fv -- either way, the formula is bullshit.