I am going to meet with a guy i know next week, however he does not have experience in trading.
Oke, one second, i never uploaded an excel sheet before o_O
Ok, so here are the daily returns for the last 10 months. In the top row (9,10,11 etc are the months) below are the returns every day including rt...
Aha, i think i see where i messed up. I calculated the sharpe ratio based on the return of every day instead of every trade. Or does this works as...
Give me one second, i have to figure out how to attach a image.
The total return over these 10 months where 40587.25$, this is minus the commissions.
Using this calculation i get the same result, 14.79.
You are welcome :D Of course a simulation or forward test can never factor in al these scenario's 100%. During the live testing however results...
I must add that it could happen that the current ask or bid is not large enough to completely fill my position but then the remaining contracts...
A large part of the results are live tested. Partial fills are no problem since the limit orders are placed at the current market bid/ask so i get...
All entry's are based on the previous bar close. So lets say the previous up bar close was 152'10, now the current market ask is 152'11, so a...
There is no negative slippage since i enter all positions via limit orders, entry's are limit orders on the current market bid/ask not market...
So far i only looked at applying (with some small changes maybe) to ZN. Results are very similar (maybe even a little bit better). Once i get...
I just noticed there is a typo in the opening post, since i am unable to edit it i will make the correction here. It say's 153 winning trades and...
I am also trading manually and i have tried a combine in the past. However doing a combine with these results could take forever, since these...
However this is calculated with a tool i found online :rolleyes: With the formula you gave me and based on the average daily return i get 14.8,...
This is calculated on the average daily return.
You are correct, so a scalping system might not be the right way to call it :D I go for 5 ticks TP or SL based on the 2 tick chart, system is...
I have done some new calculations with your formula and now the result is 0.34. Is this a more realistic number?
I am confident enough to borrow the money, the reason i am sharing the results here first is so that i can do some corrections to my calculations...
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