Research Study | How does Van Tharp's SQN (and Expectancy) perform in Optimizations?

[@valueray]

Could you please test the Edge Ratio?

[@evsssaavvaa6843]

Awesome series, gold nuggets I would say. Thanks for producing this! In some of your videos you ask subscribers to ask you questions which you might consider making videos about. I just wanted to ask if you use Monte Carlo simulations to assess possible system's drawdown? Is that possible to integrate with the Metatrader 5? Thanks!

[@Yewbzee]

Great content, thanks for sharing.

[@ctrodrums]

What metric do you recommend for optimizing money management parameters?

[@ctrodrums]

For some reason, seems that you commented but I can't see all the comment.

[@GanovAlex]

Martyn. thanks a lot, very informative video. added to my analysis such metrics 👍

[@yorgohoebeke]

I watched a few videos of yours and I realized you never talked about sortino or shape ratio : do you recommend against using them and instead use PF, SQn, CAGR/mean drawdown ? :) (I'm most interested in comparing strategies) And thank you for the great educational content you are putting on youtube 🙏

[@bassoras1796]

Thanks!

[@pranjalchaubey]

SQN is nothing but Sharpe Ratio of a strategy.

[@Darwinexchange]

It's a different calculation to Sharpe, but I agree, many performance metrics will give similar results. The choice comes down to personal preference :)