Simulation Error

[Da80th]

hi Stan,

Today just notice some error in Simulation reports that show "increase" in Simulation but "Avg" value show decrease. May be I am wrong but can you double check?

Col Sum Simulation [%] Avg
0 358 decrease 58% 352
-1 618 increase 70% 624
-2 925 increase 52% 924
-3 1246 increase 52% 1244
-4 1593 decrease 61% 1587
-5 1886 increase 56% 1887
-6 2135 increase 70% 2142
-7 2445 increase 51% 2444
-8 2720 increase 65% 2724
-9 2999 increase 62% 3002
-10 3328 decrease 62% 3324

I emailed you the image.


Thanks,

Da80th

[stan]

it's not a bug the data in column 'simulation' compares how many simulations lead to increased values and how many lead to decreased values. but it doesn't compare the actual simulated values. so it may happen there was a lot of large negative values, therefore the avg is also lower then.
you may also note from the table you posted that this happened for columns with percentage just slightly above 50...

[Da80th]

Thanks Stan,

I will try to keep this in mind when I see column in the ~50% range.


Thanks again,



Da80th

[Da80th]

hi Stan,

In Simulation Back-test the Diff column = Avg minus Previous, can you add another column so that it shows = Avg minus Actual?

Thanks,


Da80th

[PadawanLotto]

[quote=Da80th]
hi Stan,

In Simulation Back-test the Diff column = Avg minus Previous, can you add another column so that it shows = Avg minus Actual?

Thanks,


Da80th
[/quote]

How do you get any information to show up in the details table? I have found this Simulation Back test useless as no data ever shows in the details table.

[Da80th]

[quote=PadawanLotto]

How do you get any information to show up in the details table? I have found this Simulation Back test useless as no data ever shows in the details table.
[/quote]


Hi PadawanLotto,

after you ran simulation back-test on a package then click on any date on the left side column, the Draw Date and In Range will highlight then data will show up in the details table.

let me know if you have any problem.

Da80th

[PadawanLotto]

Thanks Da80th, I never tried clicking on the draw dates, work ok now.

[stan]

[quote=Da80th]
In Simulation Back-test the Diff column = Avg minus Previous, can you add another column so that it shows = Avg minus Actual?
[/quote]

ok

[PadawanLotto]

I don't use this feature very much and was just checking it out and found this. For the WV Cash 25 drawing 4/5/07 the details show that column -7 failed the +/- 20 and column -2 past the +/- 20 when in fact the opposite occurred.

Column -7 was a difference of -20 and column -2 was a -21, am I missing something here?

[stan]

[quote=PadawanLotto:1175851317]
I don't use this feature very much and was just checking it out and found this. For the WV Cash 25 drawing 4/5/07 the details show that column -7 failed the +/- 20 and column -2 past the +/- 20 when in fact the opposite occurred.

Column -7 was a difference of -20 and column -2 was a -21, am I missing something here?
[/quote]

it's actually the simulation average and the actual results for a particular draw that get compared.
also the +/-20 range is adjusted according to the simulation trend. so the row will pass the range (no red background) if
the actual result >= simulation average - (20 * (100 - percentage_column) /100)
and
the actual result <= simulation average + (20 * percentage_column / 100)

[Da80th]

[quote=stan:1175540122]
[quote=Da80th]
In Simulation Back-test the Diff column = Avg minus Previous, can you add another column so that it shows = Avg minus Actual?
[/quote]

ok
[/quote]

Thanks Stan for the new feature.


Da80th

[Midas]

Checking the equations highlighted against Padawan's WV Cash 5 drawing for Thursday 04/05/2007, there seems to be an anomoly which does' not tie up with the "10" columns passed shown in the in range table.

Is there a mistake in this algorithm or perhaps I've misinterpreted the formulae?.

Upper Bound Range (UBR) = Actual Result >= Previous -(20x (100-%col)/100))
Lower Bound Range (LBR) = Actual Result <= Previous + (20 x (%col/100))

[Midas]

Continued Analysis:

{ Col_0} UBR = 92 + 6.6 = 98.6
LBR = 92 - 13.4 = 78.6 ( Actual Result = 100)

{ Col_1} UBR = 197 + 9.4 = 206
LBR = 197 -12 = 186 ( Actual Result = 193)

{ Col_2} UBR = 308 + 9.6 = 317
LBR = 308 - 10.4 = 297 (Actual Result = 287)

{ Col_3} UBR = 420 + 6.8 = 427
LBR = 420 - 13.2 = 407 (Actual Result = 410)

{ Col_4} UBR = 518 + 8.6 = 527
LBR = 518 - 11.4 = 506 (Actual Result = 512)

{ Col_5} UBR = 639 + 8.8 = 648
LBR = 639 - 13.2 = 625 (Actual Result = 628)

{ Col_6} UBR = 725 + 8 = 733
LBR = 725 - 12 = 713 (Actual Result = 730)

{ Col_7} UBR = 818 + 8 = 826
LBR = 818 - 12 = 806 ( Actual Result = 798)

{ Col_8} UBR = 965 + 2.4 = 968
LBR = 965 - 17.6 = 947 ( Actual Result = 951)

{ Col_9} UBR = 1033 + 2 = 1035
LBR = 1033 - 19.8 = 1013 (Actual Result = 1034)

{Col_10} UBR = 1122 + 5.8 = 1128
LBR = 1122 - 14.2 = 1107 (Actual Result = 1134)


As stated by Rudy, Columns 2 and 7 clearly don't pass since they are out of range. Column 0 appears slightly below the actual result of 100. Also Column 10 is out of range when compared with the actual result of 1134.

I make the total columns passing " in range" to be 7 out of 11 disregarding roundup errors?.

[stan]

[quote=Midas:1176381889]
Upper Bound Range (UBR) = Actual Result >= Previous -(20x (100-%col)/100))
Lower Bound Range (LBR) = Actual Result <= Previous + (20 x (%col/100))
[/quote]

it's actually like this:
Upper Bound Range (UBR) = simulation average -(20x (100-%col)/100))
Lower Bound Range (LBR) = simulation average + (20 x (%col/100))

see my previous post in this thread.

[stan]

[quote=stan]
[quote=Midas:1176381889]
Upper Bound Range (UBR) = Actual Result >= Previous -(20x (100-%col)/100))
Lower Bound Range (LBR) = Actual Result <= Previous + (20 x (%col/100))
[/quote]

it's actually like this:
Upper Bound Range (UBR) = simulation average -(20x (100-%col)/100))
Lower Bound Range (LBR) = simulation average + (20 x (%col/100))

see my previous post in this thread.
[/quote]

sorry, i checked the source code and it's actually
Upper Bound Range (UBR) = simulation average -(40x (100-%col)/100))
Lower Bound Range (LBR) = simulation average + (40 x (%col/100))

so the default ranges are +/-20 instead of the usual +/-10