Awesome series, gold nuggets I would say. Thanks for producing this! In some of your videos you ask subscribers to ask you questions which you might consider making videos about. I just wanted to ask if you use Monte Carlo simulations to assess possible system's drawdown? Is that possible to integrate with the Metatrader 5? Thanks!
I watched a few videos of yours and I realized you never talked about sortino or shape ratio : do you recommend against using them and instead use PF, SQn, CAGR/mean drawdown ? :) (I'm most interested in comparing strategies) And thank you for the great educational content you are putting on youtube 🙏
It's a different calculation to Sharpe, but I agree, many performance metrics will give similar results. The choice comes down to personal preference :)
Great episode, Martyn! - Thank you for publishing those interesting results of your research! Much appreciated! - :)
Could you please test the Edge Ratio?
Great content, thanks for sharing.
Thanks!
Martyn. thanks a lot, very informative video. added to my analysis such metrics 👍
Awesome series, gold nuggets I would say. Thanks for producing this!
In some of your videos you ask subscribers to ask you questions which you might consider making videos about. I just wanted to ask if you use Monte Carlo simulations to assess possible system's drawdown? Is that possible to integrate with the Metatrader 5?
Thanks!
I watched a few videos of yours and I realized you never talked about sortino or shape ratio : do you recommend against using them and instead use PF, SQn, CAGR/mean drawdown ? :) (I'm most interested in comparing strategies)
And thank you for the great educational content you are putting on youtube 🙏
What metric do you recommend for optimizing money management parameters?
For some reason, seems that you commented but I can't see all the comment.
SQN is nothing but Sharpe Ratio of a strategy.
It's a different calculation to Sharpe, but I agree, many performance metrics will give similar results. The choice comes down to personal preference :)