Reward Risk Ratio resultados da votação
Edit Your Comment
Reward Risk Ratio Discussão
Dec 08, 2009 at 17:50
Membro Desde Nov 23, 2009
7 posts
The Reward Risk Ratio calculation has a bug, or seems at least very weird: It turns negative, when the average loss is bigger than the average winner.
So there's a gap between 0 and 1 and it's non monotonic, e.g., from better to worse: 3 -> 2 -> 1.5 -> 1.0 -> -1.0 -> -0.8 -> -0.2 -> 0.
If you want to emphasize the lower values, you could take the log of the ratio.
So there's a gap between 0 and 1 and it's non monotonic, e.g., from better to worse: 3 -> 2 -> 1.5 -> 1.0 -> -1.0 -> -0.8 -> -0.2 -> 0.
If you want to emphasize the lower values, you could take the log of the ratio.
Membro Desde Jul 31, 2009
1418 posts
Dec 08, 2009 at 17:58
Membro Desde Jul 31, 2009
1418 posts
Christof,
The reward:risk ratio is showing the average win versus the average loss per currency in the selected month, so it is normal behavior if it becomes negative when the average loss is bigger than the average win.
If you're referring to another issue or you still feel something is wrong, please send us a screen-shot with a more detailed explanation to [email protected].
Thank you.
The reward:risk ratio is showing the average win versus the average loss per currency in the selected month, so it is normal behavior if it becomes negative when the average loss is bigger than the average win.
If you're referring to another issue or you still feel something is wrong, please send us a screen-shot with a more detailed explanation to [email protected].
Thank you.

*Uso comercial e spam não serão tolerados, podendo resultar no encerramento da conta.
Dica: Postar uma imagem/URL do YouTube irá incorporá-la automaticamente no seu post!
Dica: Insira o sinal @ para preencher automaticamente um nome de utilizador que participe nesta discussão.