Gamestudio Links
Zorro Links
Newest Posts
M1 Oversampling
by jcl. 04/26/24 11:12
Why Zorro supports up to 72 cores?
by jcl. 04/26/24 11:09
Eigenwerbung
by jcl. 04/26/24 11:08
MT5 bridge not working on MT5 v. 5 build 4160
by EternallyCurious. 04/25/24 20:49
Data from CSV not parsed correctly
by EternallyCurious. 04/25/24 10:20
Trading Journey
by howardR. 04/24/24 20:04
Zorro FIX plugin - Experimental
by flink. 04/21/24 07:12
Scripts not found
by juergen_wue. 04/20/24 18:51
AUM Magazine
Latest Screens
The Bible Game
A psychological thriller game
SHADOW (2014)
DEAD TASTE
Who's Online Now
6 registered members (Petra, AndrewAMD, VoroneTZ, Quad, 2 invisible), 833 guests, and 5 spiders.
Key: Admin, Global Mod, Mod
Newest Members
Mega_Rod, EternallyCurious, howardR, 11honza11, ccorrea
19048 Registered Users
Previous Thread
Next Thread
Print Thread
Rate Thread
Median AR 142% #474670
10/28/18 20:46
10/28/18 20:46
Joined: Feb 2018
Posts: 236
Italy
tradingest Offline OP
Member
tradingest  Offline OP
Member

Joined: Feb 2018
Posts: 236
Italy
Hi all,

what does means "Median AR 142%"

Thanks

Re: Median AR 142% [Re: tradingest] #474671
10/29/18 06:47
10/29/18 06:47
Joined: Feb 2017
Posts: 369
D
Dalla Offline
Senior Member
Dalla  Offline
Senior Member
D

Joined: Feb 2017
Posts: 369
From the manual:
"Median AR - Annual return by Monte Carlo analysis at 50% confidence level."

Re: Median AR 142% [Re: Dalla] #474676
10/29/18 20:08
10/29/18 20:08
Joined: Feb 2018
Posts: 236
Italy
tradingest Offline OP
Member
tradingest  Offline OP
Member

Joined: Feb 2018
Posts: 236
Italy
Originally Posted By: Dalla
From the manual:
"Median AR - Annual return by Monte Carlo analysis at 50% confidence level."


Thanks for the answer, but what does means the value?
The higher is better or not?

thanks again

Re: Median AR 142% [Re: tradingest] #474677
10/29/18 20:14
10/29/18 20:14
Joined: Feb 2017
Posts: 1,725
Chicago
AndrewAMD Online
Serious User
AndrewAMD  Online
Serious User

Joined: Feb 2017
Posts: 1,725
Chicago
Higher is better, you make more money.

Re: Median AR 142% [Re: AndrewAMD] #474678
10/29/18 20:36
10/29/18 20:36
Joined: Feb 2018
Posts: 236
Italy
tradingest Offline OP
Member
tradingest  Offline OP
Member

Joined: Feb 2018
Posts: 236
Italy
Originally Posted By: AndrewAMD
Higher is better, you make more money.


Hi Andrew,

this is my number, are good?
Can you help me to interpret?

thanks again

Re: Median AR 142% [Re: tradingest] #474679
10/29/18 21:40
10/29/18 21:40
Joined: Feb 2017
Posts: 1,725
Chicago
AndrewAMD Online
Serious User
AndrewAMD  Online
Serious User

Joined: Feb 2017
Posts: 1,725
Chicago
I'm mostly interested in the 95%-100% confidence levels, as you want to be prepared for the worst case scenario (which, by the way, can be worse than the 100% confidence level).

That's all I have to say in this context. At least make sure you have good risk management.

Re: Median AR 142% [Re: AndrewAMD] #474680
10/29/18 22:15
10/29/18 22:15
Joined: Feb 2018
Posts: 236
Italy
tradingest Offline OP
Member
tradingest  Offline OP
Member

Joined: Feb 2018
Posts: 236
Italy
Originally Posted By: AndrewAMD
I'm mostly interested in the 95%-100% confidence levels, as you want to be prepared for the worst case scenario (which, by the way, can be worse than the 100% confidence level).

That's all I have to say in this context. At least make sure you have good risk management.


thanks so much


Moderated by  Petra 

Gamestudio download | chip programmers | Zorro platform | shop | Data Protection Policy

oP group Germany GmbH | Birkenstr. 25-27 | 63549 Ronneburg / Germany | info (at) opgroup.de

Powered by UBB.threads™ PHP Forum Software 7.7.1