Is the SWAT worth being sold on prorealcode Market place ?
- This topic has 49 replies, 6 voices, and was last updated 1 year ago by
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IMO the risk/reward ratio is of great interest.
About your Z-Score question:
Loss/gain sequence are random or not, the sign simply tells us whether the dependency is positive or negative, i.e. :
Negative Z-Score – the dependency is positive.
Positive Z-Score – the dependency is negative.Positive dependence – a benefit will be followed by a benefit and a loss by a loss.
Negative dependence – a loss will be followed by a gain and a gain by a loss.And how sure can we be that this will happen? That’s the percentage that you are told in the z-score value of your system. So, for example, if the z-score = 2.17 (97.0%), it means that there is a 97% confidence level that a loss will be followed by a profit and a profit by a loss (negative dependence). In this case, you would want to miss a trade after a profit and take a trade after a loss to maximize profits and minimize losses.
Many thanks Nicolas for the precisions.
I’m focusing on the risk/reward ratio to improve the SWWAT (Smart Wolfe Wave Automatic Trading), which seems very very promising…
10.000 to 286.000 in ten years with 2% risk for each Wolfe wave that is traded.
10.000 to almost 800.000 in ten years with 3.33% risk for each Wolfe wave that is traded.
And 10.000 to almost 1.465.000 in ten years with 5% risk for each Wolfe wave that is traded.1 user thanked author for this post.
Lucas, can you please show the Equity Curve by some means ? Below two examples of that.
Why ? because it looks like you may have huge drawdowns in there. The first example (from the Statistics form – you show a version of that too) would show it from your real (though backtested) finished trades. The second example is usually in the top of the chart with the backtested instrument and shows the continuous flow of money (not finished-trades related).
1 user thanked author for this post.
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