How are you with a market mindset? - page 13
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Oleg, please tell me how Relative Drawdown = 0.00% on this report.
Is that possible ???
Strange question... This is an actual MT4 terminal report. are you doubting its possibility ???
Strange question... This is an actual MT4 terminal report. Are you doubting its capability???
I don't trade on MT4.
Such charts and reports do not show relative drawdown by funds. And such results do not tell us anything.
P.S. On MT5 this line is written as"Balance Drawdown Relative"
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Define)
Firstly, I can and will waste my time, which is not the same thing. Secondly, it's not a statistically correct sample, you need at least 5000 data.
I don't trade on MT4.
These charts and reports don't show relative drawdown by funds. And these results don't tell me anything.
P.S. On MT5 this line is written as"Balance Drawdown Relative"
I don't trade on MT4.
These charts and reports don't show relative drawdown by funds. And these results don't tell me anything.
P.S. On MT5 this line is written as"Balance Drawdown Relative".
In MT4 reports the drawdown is counted by means. At least in the tester it is exact, because I myself count during testing to determine the time and date of this drawdown.
And why 5000?) I wonder)) hmmm...you seem to be thinking correctly) well, why is that anyway?:)
In MT4 reports the drawdown is counted by means. At least in the tester it is accurate, because I myself count during testing to determine the time and date of this drawdown.
Yes, in the MT5 tester during testing the drawdown is counted by equity too, and in MT reports only by balance.
To specify the maximal drawdown by equity in terminal reports, one should go through all deals and calculate the drawdown by equity using real ticks from the beginning of the report.
It is not calculated in the signals either. If there were deals before the signal was created, the drawdown by equity is shown as 0 %.
But it is surprising that this drawback has not been solved so far.
As far as I know, they usually talk about the coefficient of elasticity of demand, supply (or whatever) as a function of something else. It's essentially just the first derivative (just replacing the variables with their logarithms). How does your elasticity coefficient relate to this standard concept?
Have a look at the above article, it's all explained. And its physical meaning, indeed, means the first derivative of income from price - by how many roubles the income will change if the selling price of the commodity changes by 1 rouble. Consequently, it is a dimensionless quantity.
You need to plot the probability distribution of the increments there and you can see everything at a glance. Why 5000? If it is minutes, it will be approximately 3.5 days, during which time the deviation will definitely show up. If it is ticks, it will also show up. In general, the larger the better, but when I dealt with this issue, I found out experimentally that the trend is usually visible from 1000 of data. And the market can behave for some time very similar to a random process, so it is better with some reserve.
2500 is more than enough) Some statistical parameters come to a "stable" state over this period.