Variance simulation followup

[LearnedfromTV]

[ QUOTE ]
Why do the ROI and ITM %s change with each simulation? I understand that this is just simulating games, but if I enter certain placement %s, then the ROI and ITM should be fixed.

[/ QUOTE ]

It's a stochastic simulation. The % you enter influences the probabilities of each individual result, but doesn't guarantee the final percentage. That's the whole point, actually. A "15% ROI" player doesn't always earn 15% over a defined period of time. Same reason that flipping a coin 100 times doesn't always yield 50/50.

[Mr_J]

Ok, so if I play 280 $109s a week with 10%ROI I'll win over 80% of the time and loose just 11%? Crazy. The largest downswing was 80 units though, ouch...then again there was one week we would've won 16k [img]/images/graemlins/grin.gif[/img]

[Zelcious]

There seems to be some problem with you program. First the ROI calculation can't be rightly distributed. It's limit is to high compared to what it should be. Calculate the exact ROI and run a few simulations yourself or set block iteration to a really high value. Secondly Loosing, winning and break even blocks doesn't add up to one. (The come very close though)

[OrcaDK]

[ QUOTE ]
There seems to be some problem with you program. First the ROI calculation can't be rightly distributed. It's limit is to high compared to what it should be. Calculate the exact ROI and run a few simulations yourself or set block iteration to a really high value. Secondly Loosing, winning and break even blocks doesn't add up to one. (The come very close though)

[/ QUOTE ]

Hey, you're right.

I've fixed the winning/loosing/even days problem. It didn't take into account that days with a result of $0 were break even.

Regarding the ROI, it was actually being calculated correctly, which made me use a lot of timer wondering what the heck was wrong. It showed up to be a problem regarding the random number generator, rounding certain decimals down, causing the results to favor the lower positions (higher tourney placement) - that is now fixed [img]/images/graemlins/smile.gif[/img]

You can get the newest version at www.improve.dk/sngcalc.rar

Thanks for pointing out those bugs! [img]/images/graemlins/smile.gif[/img]

[Zelcious]

Sorry to have to point out yet another bug but now it seams that you sum all winnings inside a block and divide buy the cost of one tournament instead of all tournaments inside a block.

[OrcaDK]

Thanks, i missed a () in my code [img]/images/graemlins/blush.gif[/img]

http://www.improve.dk/sngcalc.rar

[curtains]

Im confused but when you run tournaments with a reduced rake it seems that the theoretical ROI isn't adjusted. For instance when I do 200+15. Is this correct or am I crazy?

[dumbmother]

www.rvgsoftware.com/roisimulator.zip

is link for anyone who needs it for a new one