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Search: Posts Made By: Big Mike
Forum: EasyLanguage Programming March 30th, 2010, 08:53 PM
Replies: 13
Views: 5,973
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, 09:41 PM
Replies: 13
Views: 5,973
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, 08:34 PM
Replies: 13
Views: 5,973
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, 08:32 PM
Replies: 13
Views: 5,973
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, 08:25 PM
Replies: 13
Views: 5,973
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, 08:04 PM
Replies: 13
Views: 5,973
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
...
Forum: EasyLanguage Programming March 29th, 2010, 06:53 PM
Replies: 13
Views: 5,973
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

How many times have you walked away from trading and have come back? (please discuss in thread)

 

 
 

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