PROM - Pessimistic Return on Margin - for SQ4

A computed result value that can also be used as ranking and the objective function for strategies



Two variants



PROM minus biggest winning run
PROM minus biggest win


Where


PROM = {[AW x (#WT -Sq(#WT))] - [AL x (#LT - Sq(#LT))]}/Margin


#WT = Number of Wins
AW = average Win
#LT = number of Losses
AL = Average loss


As defined by Pardo.

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  • Votes +1
  • Project SQ Programming
  • Type Feature
  • Status New
  • Priority Normal

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N
#1

nathan

03.10.2018 13:11

Task created

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#2

nathan

25.10.2018 12:43
Voted for this task.

Votes: +1

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