Avg Risk/Reward metrics always return zero
Author: Carova
Creation Date: 2/7/2015 3:14 PM
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Carova

#1

2/7/2015 3:14 PM

Hi!

I have noticed that certain risk/reward metrics in the MS123 Scorecard always return "zeros" (see following post for attachment). This does not make much sense. Is there an issue here?

Vince
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Carova

#2

2/7/2015 3:15 PM

Attachment to above post.
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Eugene

#3

2/7/2015 3:43 PM

In fact, this does make sense because your system doesn't have a RiskStopLevel. As per the documentation:

QUOTE:
Risk/reward ratio

All risk/reward metrics, with "Expectancy (traditional)" being the exception, require your system to have a RiskStopLevel defined:

Average risk/reward ratio...


Try it with "Channel Breakout VT", for example. Same story with Trade Graphs | Risk/Reward Ratio.
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Carova

#4

2/7/2015 3:48 PM

Hi Eugene!

Did not see that quote. Where is that defined? I looked for the definition and it did not make that distinction. Thanks!

Vince
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Eugene

#5

2/7/2015 3:54 PM

Vince,

They are not defined but my 2nd link above (Trade Graphs | Risk/Reward Ratio) provides more insight on how they are calculated.
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Carova

#6

2/7/2015 4:17 PM

Thanks!

Vince
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