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Showing results 1 to 9 of 9
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Posts Made By:
Big Mike
Forum:
Psychology and Money Management
February 9th, 2013, 10:42 PM
Replies:
42
Van Tharp's SQN (system quality number)
Views:
44,818
Posted By
Big Mike
New thread for Optimizer Types ...
New thread for Optimizer Types
https://nexusfi.com/elite-automated-trading/25792-optimizer-types.html#post300637
Will update more later.
Mike
Forum:
Psychology and Money Management
February 9th, 2013, 03:44 PM
Replies:
42
Van Tharp's SQN (system quality number)
Views:
44,818
Posted By
Big Mike
I am not aware that NT7 has that capability, to...
I am not aware that NT7 has that capability, to pass a user value to the Fitness test. If it does, that would be fine by me as well.
Mike
Forum:
Psychology and Money Management
February 9th, 2013, 12:27 AM
Replies:
42
Van Tharp's SQN (system quality number)
Views:
44,818
Posted By
Big Mike
Luger, Would it be possible for you to make...
Luger,
Would it be possible for you to make a small edit to these please?
I need to discard runs that result in an "Infinity" score, ie 100% percent profitable. What's happening is sometimes...
Forum:
Psychology and Money Management
July 27th, 2012, 05:46 PM
Replies:
42
Van Tharp's SQN (system quality number)
Views:
44,818
Posted By
Big Mike
The source was posted already, MultiCharts uses...
The source was posted already, MultiCharts uses C# for its optimizer type thing (whatever it is called). They don't document anything, so good luck finding the right keywords. It is not...
Forum:
Psychology and Money Management
July 27th, 2012, 01:02 AM
Replies:
42
Van Tharp's SQN (system quality number)
Views:
44,818
Posted By
Big Mike
So far the PEC model seems to be performing very...
So far the PEC model seems to be performing very well. I am still wet behind the ears when it comes to Ninja and C#, I am having to re-learn stuff all over again after being out of it for years. ...
Forum:
Psychology and Money Management
July 25th, 2012, 09:57 PM
Replies:
42
Van Tharp's SQN (system quality number)
Views:
44,818
Posted By
Big Mike
Thanks for this. What kind of sample size and...
Thanks for this. What kind of sample size and trade frequency did you use in your test? I can imagine the fewer the trades, the more this will not make any sense.
Mike
Forum:
Psychology and Money Management
July 25th, 2012, 08:32 PM
Replies:
42
Van Tharp's SQN (system quality number)
Views:
44,818
Posted By
Big Mike
You rock! Mike
You rock!
Mike
Forum:
Psychology and Money Management
July 24th, 2012, 11:48 PM
Replies:
42
Van Tharp's SQN (system quality number)
Views:
44,818
Posted By
Big Mike
Yes absolutely. I basically write two kinds of...
Yes absolutely. I basically write two kinds of strategies, small time frame and big time frame. For the small time frame system I believe the 50/50 split is realistic because the amount of time in...
Forum:
Psychology and Money Management
July 24th, 2012, 11:16 PM
Replies:
42
Van Tharp's SQN (system quality number)
Views:
44,818
Posted By
Big Mike
Luger, Regarding the SQN*maxprofit you...
Luger,
Regarding the SQN*maxprofit you shared. Years ago I used a similar scoring system, but it also weighted based on trade frequency as well as long vs short. I am having trouble finding my...
Showing results 1 to 9 of 9
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