I found a reference to Alice4b in another thread related to detrend I believe. This is the snippet I'm referring to:
function evaluate()
{
var TestProfit = 400;
static int Count = 0;
if(Balance > TestProfit)
Count++;
var Bucket = floor(Balance/25);
plotBar("Profit",Bucket,25*Bucket,1,SUM+BARS+LBL2,RED);
if(TotalCycle == NumTotalCycles) {
var Probability = (100.*Count)/NumTotalCycles;
printf("n-------------------------------------------");
printf("nReality Check: %.1f%% Random Probability",Probability);
if(Probability <= 1)
printf("nSystem result is significant");
else if(Probability <= 5)
printf("nSystem result is possibly significant");
else
printf("nSystem result is not statistically significant");
printf("n-------------------------------------------");
}
}
I'm wondering about TradeProfit = 400, which guides whether the system result will be considered statistically significant or not. Were does this value come from?
Is there some reasoning behind the selection of this value? I realise this might be explained in the book, but since I don't read german I'm out of luck :-(