or instead of finding the Std Dev , I could just do 1/ SQRT (N)
this was your shortcut formula you had in an earlier post.
I think if you are using a trading platform it will provide the standard dev in the performance profie, but if I am manually backtesting......not quite sure (might have to find a way in excel to do it )
Yes, that that is the shortcut forumula i was using. Honestly excel has the std dev tool in it, it shouldn't be to hard to figure out what you want. Manual backtesting or not you should have the stats of every trade you tested, so just use that as your sample set. Use excel and then find out every possible stat about it.
I use R and have custom performance profiles. SO yes it does it but i also know the math required so either way is fine. the math is not hard, and excel has 90% of the functions you need.
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I have posted the formula for the standard deviation (sigma). You need to apply it to the sample of trades which you have selected for your backtest. Once you have calculated the standard deviation, you divide by the square root of N (number of trades) to obtain the standard error.
Wondering how to speed up the learning process for becoming proficient at ninjascript
Really want to speed up the learning curve in becoming a ninjascript backtester.
So I am learning the basic course of C# at Lynda, I would like you to take a look at the course curriculum I have in blue below and tell me what are the main items I should know for NInjascript (of course you dont need to know everything!).
Just put a * to whatI need to know and a ** next to something that is vital for me to know for ninjascript
I plan on finishing this course and then tackling some simple scripts in ninja.
3. Program Flow
Reading and writing from and to the Console
Writing conditional statements
Using the switch statement
Using operators and expressions
Using constants and enumerations
Using functions and methods
Understanding data types
(Almost) everything is an object
Working with numbers
Working with characters and strings
Understanding variable scope
Understanding type conversion
5. Custom Classes and Objects
Object orientation refresher
Defining a class
Using access modifiers
Understanding value and reference types
Working with arrays
Using array lists
Working with stacks
Working with queues
7. More Complex Classes
Creating abstract classes and methods
Using sealed classes
Introducing the Exception object
Creating your own exceptions
9. File Management
Introducing streams and files
Working with existing files
Working with directory and disk information
Using the Path class
Reading and writing files
10. Some Advanced C#
Using variable parameter lists
Using function parameter modifiers
Using optional and named function parameters
Using the C# preprocessor
Working with delegates
11. Garbage Collection
How garbage collection works
The Garbage Collector object
Common compilation issues
Setting breakpoints and examining code
Using the Debug class
Right now I have learnt everything up to working with arrays.
All of it! It looks like a good course. I wouldn't worry about stacks and queues since nobody uses them but Dictionaries come in especially handy. Abstract classes are good to know but you won't need that for Ninjascript writing. You might not ever need to use an interface either but I actually had to for the Martingale that someone asked me for. So you might just as well go through that part.
And file management is good too... Every so often you'll get someone asking how to read levels from a file so they don't have to load them by hand.
With a couple of exceptions, I don't see a whole lot you'll want to skip... Sorry!
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