new sorting column in autotrade/systems listings: normalized daily performance résultats de vote
Discussion new sorting column in autotrade/systems listings: normalized daily performance
May 16, 2013 at 10:19
Vues 478
0 Replies
May 16, 2013 at 10:19
hello,
to compare/evaluate systems for autotrade and also in usual systems listing, i think that the most important parameter is the daily gain.
but every trader has his own 'security' principles, so a system that gains 0.3% daily with a 10% drawdown is way far better that a system that gains 1% daily with 50% of drawdown.
now i make this calculation 'by hand'. instead it would be nice to have a column with daily gain 'normalized' by drawdown. normalization can be done at 10%, or 25% or 50% drawdown, as you prefer.
so it will be easier for me to list and sort best performing systems.
i hope that you will add this very useful feature in the systems listing.
best regards
ppp
to compare/evaluate systems for autotrade and also in usual systems listing, i think that the most important parameter is the daily gain.
but every trader has his own 'security' principles, so a system that gains 0.3% daily with a 10% drawdown is way far better that a system that gains 1% daily with 50% of drawdown.
now i make this calculation 'by hand'. instead it would be nice to have a column with daily gain 'normalized' by drawdown. normalization can be done at 10%, or 25% or 50% drawdown, as you prefer.
so it will be easier for me to list and sort best performing systems.
i hope that you will add this very useful feature in the systems listing.
best regards
ppp
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