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Systems with great sharpe ratio?

Cuong (CuongVC)
Apr 06 2020 at 15:10
posts 237
Hello great traders,

If you have system(s) with good sharpe ratio, please post here.

At least it has to be from 0.2.

Short history is okay. Good sharpe ratio system is worth to watch.


CuongVC


If you can prove that you can make money grows, tons of money will flow to you.
SCRTraders Group (scrtraders)
Apr 06 2020 at 15:13
posts 15
Cuong (CuongVC)
Apr 06 2020 at 17:22
posts 237
That is pretty good Scrtraders.

Somehow your 2019's has much higher return.




If you can prove that you can make money grows, tons of money will flow to you.
Sittikrai (Sittikrai)
Apr 24 2020 at 19:20
posts 7
Sharpe ratio. Why you interest it?
I think it can make only do not close loss order.
Hold loss order will mke Shape ratio error.

But with risk per trade sl tp system. Hard to edit sharpe ratio.

Archivos adjuntos:


almfx
Apr 24 2020 at 22:20
posts 251
AlexFXPIP
May 14 2020 at 07:46
posts 21
hi guys ! i am sorry what is Sharp Ratio parameter show ? as i understand it must be very low
Where i can read about thous all parameters of Myfxbook ?
thank you

AlexFXPIP
May 14 2020 at 07:47
posts 21
Sharpe Ratio
The Sharpe ratio is used to characterize how well the return of an asset compensates the investor for the risk taken. The higher the value, the better.

Looks like i found - Sharpe Ratio higher = better

AlexFXPIP
May 14 2020 at 07:51
posts 21
Cuong (CuongVC)
May 14 2020 at 15:39
posts 237
almfx posted:
Sharp ratio is an important parameter.
https://www.myfxbook.com/members/almfx/rigel/5012796

0.56


This looks nice.

The higher sharpe the better.

Hope more will post their accounts here.

If you can prove that you can make money grows, tons of money will flow to you.
Cuong (CuongVC)
May 14 2020 at 15:41
posts 237
AlexFXPIP posted:
Is it Good ?


Yes, this looks pretty good. Do you have the link to the account?

If you can prove that you can make money grows, tons of money will flow to you.
forex_trader_[584508]
May 14 2020 at 19:26
posts 4
scrtraders posted:
Hello,
https://www.myfxbook.com/members/scrtraders/compressor/3880644
SR = 0.21


Just another manipulated account.. -624660.8 pips last year btw

forex_trader_[584508]
May 14 2020 at 19:28
posts 4
AlexFXPIP posted:
Sharpe Ratio
The Sharpe ratio is used to characterize how well the return of an asset compensates the investor for the risk taken. The higher the value, the better.

Looks like i found - Sharpe Ratio higher = better
sharpes of around 2 or better are considered professional

AlexFXPIP
May 15 2020 at 06:21
posts 21
taylornorboge posted:
scrtraders posted:
Hello,
https://www.myfxbook.com/members/scrtraders/compressor/3880644
SR = 0.21


Just another manipulated account.. -624660.8 pips last year btw

minus pips means total martingaile = big lots with smal pips recover old low lots with big pips of drawdown .... will blow acc very easy

Tuxedo888
May 22 2020 at 13:49
posts 65
Cuong (CuongVC)
May 22 2020 at 15:24
posts 237
I have tried to calculate SR myself and compared it to SR on myFxBook. I found that myfxbook calculate SR not as the Sharpe Ratio Formula. They calculate it based on trades, not based on days.

So the recommended 'SR>1 is good, SR<1 is not good' is not correct if we apply it to SR value in myfxbook.

I found, SR>=0.2 is good in here.

Still have to dig more into this....

If you can prove that you can make money grows, tons of money will flow to you.
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