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new sorting column in autotrade/systems listings: normalized daily performance vote results

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new sorting column in autotrade/systems listings: normalized daily performance Discussion

pierpa
May 16 2013 at 10:19
15 posts
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

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