Optimal f-------------------------------------------------------------------------------- Optimal f (optimal fixed fraction) - method of estimating the optimal % of risk has been improved by Raplh Vince. Using the optimal f strategy, you can optimize your system for the variable f (with "f" being the amount of capital invested in each trade) so that your system achieves the highest net profit (or TWR as defined by ...
Verfasst am: 30.01.2006, 16:49 Aufrufe: 566
Zitat 3: So, on to the trades themselves. The way the analysis works is this: We monitored price for the particular interval until it had moved a certain number of pips in either direction - "the trigger". Let's say the trigger was 10, which is the first group of results. We said: "When the price moves 10 in either direction, mark it, and watch if for the next 24 periods." Of course 24 5-minute periods is much short ...
Verfasst am: 28.01.2006, 09:48 Aufrufe: 707
Simulationsalgo überarbeiten, weniger speicherplatzfressend oder mit Garbage-Collection, zeitraumbezogen 3. Generelles separates Datenkonvertierungstool 4. Zig-Zag läßt sich nur ausschalten, durch Anwählen einer anderen Bar-Zahl (Funktion korrigiert) 5. Beim Chart kommt bei 10 Bareinstellung Fehlermeldung: Axis Maximum Value must be >= Minimum (Fehler behoben) 6. Bei allen Charts wird ein Bar zu viel angeze ...
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