ME-Pepper
17 Nov 2023, 10:50

RE: Reply to: Difference in cTraders's Margin Calculation between opening several trades separately vs. modyfying volume

PanagiotisCharalampous said: 

Hi all,

Which version do you use?

Best regards,

Panagiotis

4.8.30

ME-Pepper
20 Feb 2023, 15:10 ( Updated at: 21 Dec 2023, 09:23 )

Show time in Backtesting Equity Window

This is how it looks on ctrader Copy! Date in 1st line!

Is this so difficult to implement in Automate as well?

ME-Pepper
18 Oct 2022, 08:10

RE:

Spotware said:

Dear traders, 

Thanks for reporting this issue. The team is aware of it and working on a solution. In the meanwhile, you need to downgrade the cTrader Automate package to 1.0.2.

Best regards,

cTrader Team

How do I do a downgrade?

ME-Pepper
12 Oct 2022, 15:42 ( Updated at: 21 Dec 2023, 09:22 )

RE: Answer about Sharpe and Sortino Ratio calculation

      public static double SharpeSortino(bool isSortino, IEnumerable<double> vals)
      {
         if (vals.Count() < 2) return double.NaN;
         double average = vals.Average();
         double sd = Math.Sqrt(vals.Where(val => (!isSortino || val < average)).Select(val => (val - average) * (val - average)).Sum() / (vals.Count() - 1));
         return average / sd;
      }

And so can you call it:

         var SharpeRatio = SharpeSortino(false, History.Select(trade => trade.NetProfit));
         var SortinoRatio = SharpeSortino(true, History.Select(trade => trade.NetProfit));

This will give you the exact same results as Spotware is calculating it.

You are welcome

PS: The secret is the division by (vals.Count() - 1) and not just vals.Count for the standard deviation as described here:
(look for "sample standard deviation"

Waxy said:

Hello Spotware,

I've been trying to replicate the result of Sharpe Ratio given by the backtester, but I've been unable to come with the same result, the formula I found online is:

So my questions are:
1 - What value are you giving for "risk-free rate of return"
2 - The standard deviation is calculated from returns trade by trade, or maybe returns on a monthly, weekly or even daily basis?

Regards,

ME-Pepper
06 Oct 2022, 14:45

RE:

mmnniinn said:

Hello, 

I would like to propose this relatively simple query :). I would love to be able to limit my cBot with its number of daily trades. 

Thanks in advance!

 

Why don't you just code the limitation into your cBot and use a Parameter so the user can set the limit?

ME-Pepper
06 Oct 2022, 14:42

RE:

For a state of the art solution, also the Swaps should be evaluated accordingly. At the moment they are completely ignored :-(

ME-Pepper
24 Sep 2022, 09:25

RE:

PanagiotisCharalampous said:

Hi ME-Pepper,

If you download and install the link I provided, you will be able to access your Pepperstone account.

Best Regards,

Panagiotis 

Join us on Telegram and Facebook

Ok, seems to work now.

Thx

ME-Pepper
22 Sep 2022, 11:02

RE:

PanagiotisCharalampous said:

Hi ME-Pepper,

Can you try reproducting this on 4.3.12? It's a cross broker version and this issue should have been fixed there.

Best Regards,

Panagiotis 

Join us on Telegram and Facebook

How do I get the newer Version 4.3.12 on a Pepperstone account?

ME-Pepper
22 Sep 2022, 10:41 ( Updated at: 22 Sep 2022, 10:49 )

RE:

PanagiotisCharalampous said:

Hi ME-Pepper,

Which version of cTrader do you use?

Best Regards,

Panagiotis 

Join us on Telegram and Facebook

Version 4.2.22

PS: I think it is easier to reproduce the bug when memory on the computer gets limited. I.e. On a 4GByte computer starting Visual studio while the bot is running.