From performance report, what is Outlier.... Rooky question

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arjfca
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From performance report, what is Outlier.... Rooky question

Postby arjfca » 22 Dec 2010

Hello

Fromt the Performance report. What is Outlier value? They are depicted with a red dot.

Are they counted in the report?
Do I have to take care of them

Martin

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Dave Masalov
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Re: From performance report, what is Outlier.... Rooky quest

Postby Dave Masalov » 23 Dec 2010

Dear Martin,

Please post a screenshot of your Performance report.

arjfca
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Re: From performance report, what is Outlier.... Rooky quest

Postby arjfca » 23 Dec 2010

Hello Dave

Data from
Strategy Permormance report / Trade Analisys / Total Trades
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Outlier_1.jpg
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Dave Masalov
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Re: From performance report, what is Outlier.... Rooky quest

Postby Dave Masalov » 27 Dec 2010

Dear Martin,

This graph illustrates the profit in $ vs. Trade Number for all trades. The Horizontal line stands for the average trade. When the strategy has outlier trades, they are represented with large dots, in green (positive) or red (negative). They are not counted.


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