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martin115

Joined Dec 15, 2012

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Systems by martin115

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Jaunākās Publikācijas

Annualized Sharpe Ratio Calculation - according to timeframe

Okay, after further looking at it, the SR calculation on myfxbook seems to be a simple mean of net profit of all analyzed positions divided the standard deviation of those net profits.This is NOT hos SR should be calculated. It needs to have a time component to it. As I said my previous post, the...

3136

Jan 22, 2013 at 12:52

myfxbook needs to become a signal provider

This is definitely a great idea. I realize it is not a trivial task for myfxbook developers but they surely know how to get any job done and I would love to see that implemented.Personally, I see a lot of consistently profitable strategies on myfxbook which seem to work in intra-high frequency do...

2124

Jan 11, 2013 at 21:37

Annualized Sharpe Ratio Calculation - according to timeframe

The main problem with SR on myfxbook is that the formula that used is not clear. To me at least.Seems like a daily SR, but in that case I do not understand the way the 'standard deviation' is calculated.Other problem, and this seems to be a zero divide or other formula implementation problem, is,...

3136

Dec 27, 2012 at 15:47

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HIGH RISK WARNING: Foreign exchange trading carries a high level of risk that may not be suitable for all investors. Leverage creates additional risk and loss exposure. Before you decide to trade foreign exchange, carefully consider your investment objectives, experience level, and risk tolerance. You could lose some or all of your initial investment. Do not invest money that you cannot afford to lose. Educate yourself on the risks associated with foreign exchange trading, and seek advice from an independent financial or tax advisor if you have any questions. Any data and information is provided 'as is' solely for informational purposes, and is not intended for trading purposes or advice. Past performance is not indicative of future results.

EURUSD	1.15982	GBPUSD	1.3492
USDJPY	157.531	USDCAD	1.38343