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Search: Posts Made By: Big Mike

Forum: EasyLanguage Programming

March 30th, 2010, 07:53 PM

Replies: 13

Expectancy custom fitness

Views: 8,689

Posted By Big Mike

Yes I agree with you on both counts. And because...

Yes I agree with you on both counts. And because of this, I see no real advantage of having it divide out that last part. So I removed it from the version I am using now in my MC.

Thx
Mike

Forum: EasyLanguage Programming

March 29th, 2010, 08:41 PM

Replies: 13

Expectancy custom fitness

Views: 8,689

Posted By Big Mike

Sam, Using the same example above where I...

Sam,

Using the same example above where I got 0.28 score, your formula yields 58.81. I'm not sure how to interpret the results, more research is needed here it seems. Is 58.81 saying there is a...

Forum: EasyLanguage Programming

March 29th, 2010, 07:34 PM

Replies: 13

Expectancy custom fitness

Views: 8,689

Posted By Big Mike

More from user Elliott Wave here: Optimizer...

More from user Elliott Wave here:
Optimizer Type: Max. Expectancy - NinjaTrader Support Forum (http://www.ninjatrader-support2.com/vb/showthread.php?p=67763)

Let me know your thoughts!

Mike

Forum: EasyLanguage Programming

March 29th, 2010, 07:32 PM

Replies: 13

Expectancy custom fitness

Views: 8,689

Posted By Big Mike

Hi Sam, That post says: Hmm. I...

Hi Sam,

That post says:

Hmm. I got mine from Elliott Wave's version in NinjaTrader.

We do agree, higher the better. An expectancy of less than 1.0 means you can expect it to lose money...

Forum: EasyLanguage Programming

March 29th, 2010, 07:25 PM

Replies: 13

Expectancy custom fitness

Views: 8,689

Posted By Big Mike

Hmm, here is another update. Seems I needed to...

Hmm, here is another update. Seems I needed to check for some more division by zero.

// Expectancy
if ( StrategyPerformance.TotalTrades.Count == 0 || StrategyPerformance.LosingTrades.Count== 0...

Forum: EasyLanguage Programming

March 29th, 2010, 07:04 PM

Replies: 13

Expectancy custom fitness

Views: 8,689

Posted By Big Mike

Hmm, Sam I had problems with your code. I...

Hmm, Sam I had problems with your code.

I define expectancy like this:

((avgWinningDollar * pctWinners) - (avgLosingDollar * pctLosers)) / avgLosingDollar

https://nexusfi.com/v/cuhyfh.png...

Forum: EasyLanguage Programming

March 29th, 2010, 05:53 PM

Replies: 13

Expectancy custom fitness

Views: 8,689

Posted By Big Mike

Awesome, thx Sam - I needed this :) Mike

Awesome, thx Sam - I needed this :)

Mike

Showing results 1 to 7 of 7

What unexpected challenges have you encountered while trading on a "Funded Trader" platform?

Limited trading instruments
High platform usage fees
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Unrealistic rules and requirements
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