Sharpe ratio 6? I'm sure that can't be right
Why Smart Traders Watch the First Hour (Initial Balance Guide)
- #384
- Mar 12, 2026 8:52am Mar 12, 2026 8:52am
- Joined Dec 2020 | Status: Re█████ | 2,868 Posts
Air force
- #385
- Edited 11:16am Mar 12, 2026 11:06am | Edited 11:16am
- Joined Dec 2020 | Status: Re█████ | 2,868 Posts
{quote} Would a good idea for you to do this since you obviously got more experience than me as you said it yourself x3.5. Since you didn't even know about permutation tests and confused it with bootstrapping, reading timothy would be a great idea aswell. Good Luck!
https://evidencebasedta.com/montedoc12.15.06.pdf (pp. 18-20)
....
since you mentioned the need for these tests, would you mind to share your Python code/workflow? You have exp, we have no clue about it
what values do you typically observe for your strategies?
here you go, you saw p<0.005 twice in a day
I'm more interested to see how it takes minutes to hours according to you, bc it only took 200ms for me in this case
Air force
- #387
- Edited 3:38pm Mar 12, 2026 3:03pm | Edited 3:38pm
- Joined Dec 2020 | Status: Re█████ | 2,868 Posts
I responded to this thread's post when I saw something I have had more experience in and went through trials and tribulations to make it work. My point was never to hurt the direction of this thread. As I said before: "I won't ruin the integrity of this thread because of 1 toxic person". But he kept making it worse and digging a whole that he's now scared of going out of. I had to respond. Turns out all of those arguments were for nothing, because Mr. Know-it-all did not even know about permutation testing. I have nothing to prove to him. Instead...
edit:
we were talking about bootstrap because this exactly what was done (correctly) in post 336. How such trained eye of yours didn't recognize it and keeps talking about permutations like the only thing you know claiming it takes tremendous amount of time? -- meaning you have never ran it
edit2: very recommend
Sheldon M. Ross,
Chapter 15 - Simulation, Bootstrap Statistical Methods, and Permutation Tests,
Editor(s): Sheldon M. Ross,
Introduction to Probability and Statistics for Engineers and Scientists (Fifth Edition),
Academic Press,
2014,
Pages 619-646
Air force
- #388
- Mar 12, 2026 3:48pm Mar 12, 2026 3:48pm
{quote} Finally ai made it for you (hopefully) edit: we were talking about bootstrap because this exactly what was done (correctly) in post 336. How such trained eye of yours didn't recognize it and keeps talking about permutations like the only thing you know claiming it takes tremendous amount of time? -- meaning you have never ran it
i'll delete the repo within a few hours, you better clone the repo to report mistakes and tell me it was made by ai
— Developed by MMQ
- #389
- Edited 5:09pm Mar 12, 2026 4:50pm | Edited 5:09pm
- Joined Dec 2020 | Status: Re█████ | 2,868 Posts
{quote} shut up. https://github.com/AyanDot/wolframyousillygoose i'll delete the repo within a few hours, you better clone the repo to report mistakes and tell me it was made by ai
¯\_(ツ)_/¯ You won!
compare to dst_fixer I shared here
Now back on track
Air force
- #390
- Mar 12, 2026 5:12pm Mar 12, 2026 5:12pm
{quote} Congrats
He discussed this on his youtube video:
Inserted Video
Did you try doing permutation testing? How long did it take you now? Still milli/microseconds? Oh wait, I guess it would have taken longer right. So you couldn't talk about that but instead you blamed it as AI code and somehow you got good conscience out of this? Bro, it's okay. You were wrong. But places like Forex Factory exists to help each other, and that's what I have been doing from day 1.
Let me tell you, it wouldn't had ended this way if you didn't get personal, or insulted my nationality. I would've brushed it under the rug and moved on. But you wanted to go. Take a deep breath. Sit back and Relax. Hating has drowned all of your energy. Be open to learning and that's all I have to say for you.
— Developed by MMQ
- #392
- Mar 12, 2026 5:25pm Mar 12, 2026 5:25pm
- Joined Dec 2020 | Status: Re█████ | 2,868 Posts
{quote} HAHAHA I knew you would do this. You don't care about permutation testing, you just want to attack me lol and that's why I did not wanted to give you my own code (never!) and instead gave you an actual author's code with which you still managed to find its AI based: https://github.com/neurotrader888/mcpt He discussed this on his youtube video: https://www.youtube.com/watch?v=NLBXgSmRBgU&t=1141s Did you try doing permutation testing? How long did it take you now? Still milli/microseconds? Oh wait, I guess it would have...
You have exp, we have no clue about it
what values do you typically observe for your strategies?
How such trained eye of yours didn't recognize it and keeps talking about permutations like the only thing you know claiming it takes tremendous amount of time? -- meaning you have never ran it
Claim a commercial tag btw
.....
Did you try doing permutation testing? How long did it take you now? Still milli/microseconds? Oh wait, I guess it would have taken longer right.
yea I;m derailing the thread bc you keep posting unrelated stuff to discussion
Air force
- #393
- Mar 12, 2026 5:31pm Mar 12, 2026 5:31pm
{quote} I saw it's unrelated to what I asked lol. You won twice for not having a code
this was fun
— Developed by MMQ
- #394
- Mar 12, 2026 5:40pm Mar 12, 2026 5:40pm
- Joined Dec 2020 | Status: Re█████ | 2,868 Posts
{quote}
Let me tell you, it wouldn't had ended this way if you didn't get personal, or insulted my nationality.
Air force
- #396
- Edited 9:05am Mar 13, 2026 8:34am | Edited 9:05am
- Joined Jul 2012 | Status: Trader | 1,880 Posts
- #400
- Edited 11:40am Mar 14, 2026 11:16am | Edited 11:40am
- Joined Jul 2012 | Status: Trader | 1,880 Posts