Calculating BC, IC & PE of Multiparameter Systems

alienated

Well-Known Member
#1
(Note: Unless you are interested in how to calculate the playing efficiency of multiparameter systems, this post should be avoided. It is written in response to a query at AP.com. Since I do not wish to post there, or be associated with that site in any way, I have posted my reply here.)

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INTRODUCTION

Calculating BC and IC is relatively straightforward. Calculating PE using Griffin's method is somewhat more involved. For single parameter systems, there is an easy shortcut - a simple formula used by Snyder. (The formula can be found in chapter 3 of Cant's _Blackjack Therapy_, accessible at BJ Review Net.) For multiparameter systems, calculating PE without the aid of a computer is time consuming, though doable. Allow maybe 2-3 hours with pen, paper and pocket calculator. The good news is that you have all the information you need within the covers of Griffin's book, though it is scattered to all parts.

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PRELIMINARIES: THE CORRELATION COEFFICIENT

To calculate BC, IC and PE, you first need to know how to calculate the various correlation coefficients for your count system. Some simple examples will illustrate the procedure. Unless otherwise specified, all worked examples will assume use of Revere's level 1 primary count (0 1 1 1 1 1 0 0 -1 -1) and, depending on the circumstances, (A) and/or (78) side counts.

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- Definition -

The correlation coefficient is calculated by taking the inner product of the count system's tags and the EORs and dividing by the product of the sum of squares of the system and the sum of squares of the EORs. That is,

CC = IP/[(SSc.SSr)^1/2]

where IP is the inner product of the count system's tags and the EORs, SSc is the sum of squares of the count system's tags and SSr is the sum of squares of the effects of removal.

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- Single-Parameter Balanced Count Systems -

Let's calculate the betting correlation of Revere's level 1 system, R1, in Griffin's benchmark game (described p.11). We have:

R1: (0 1 1 1 1 1 0 0 -1 -1)

EORs: (-.61 .38 .44 .55 .69 .46 .28 .00 -.18 -.51)

Here IP = 0(-.61) + 1(.38) + 1(.44) + 1(.55) + 1(.69) + 1(.46) + 0(.28) + 0(.00) + -1(-.18) + 4(-1)(-.51) = 4.74

SSc = 0^2 + 1^2 + 1^2 + 1^2 + 1^2 + 1^2 + 0^2 + 0^2 + (-1)^2 + 4(-1)^2 = 10

SSr = -.61^2 + .38^2 + .44^2 + .55^2 + .69^2 + .46^2 + .28^2 + .00^2 + -.18^2 + 4(-.51^2) = 2.84

So BC = 4.74/[(10 x 2.84)^1/2] = .8894

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- Single-Parameter Unbalanced Count Systems -

If the count system is unbalanced, it is first necessary to convert it to its balanced equivalent before calculating the correlation coefficient. This is done by adding -u/52 to each tag, where u is the system's 'unbalance'. For wagering decisions you might use an ace side count together with Revere's level 1 count:

R1 - (A) = (-1 1 1 1 1 1 0 0 -1 -1)

which is unbalanced. The unbalance, u, is -4 (since if you count through a deck using IRC = 0, your running count will end up at -4). Thus to get the balanced equivalent, call it x, add -u/52 = 4/52 = 1/13 = .077 to each tag:

x = (-.923 1.077 1.077 1.077 1.077 1.077 .077 .077 -.923 -.923)

Notice x is balanced (all the tags add up to zero). The sum of squares of x's tags is 10.923.

Here IP = (-.923)[-.61 + -.18 + 4(-.51)] + (1.077)(.38 + .44 + .55 + .69 + .46) + (.077)(.28 + .00) = 5.35

So BC = 5.35/[(10.923 x 2.84)^1/2] = .9601

To take another example, for insurance you might use:

R1 + (A) + (78) = (1 1 1 1 1 1 1 1 -1 -1)

The unbalance is now 12, so we need to add -12/52 = -3/13 = -.231 to each tag to get the balanced equivalent, y:

y = (.769 .769 .769 .769 .769 .769 .769 .769 -1.231 -1.231)

The sum of squares of y's tags is 12.308. The EORs for insurance are given by Griffin on p.71:

EORs: (1.81 1.81 1.81 1.81 1.81 1.81 1.81 1.81 1.81 -4.07)

The sum of squares of the insurance EORs is 95.7. The inner product of y's tags and the insurance EORs is 28.95. So the insurance correlation is:

IC = 28.95/[(95.7 x 12.308)^1/2] = .8435

The correlation coefficient can also be calculated for the play of any strategy decision, using the EORs in Griffin's tables on pp.74-85. For example, for 14 v T you might use:

R1 + 2(78) = (0 1 1 1 1 1 2 2 -1 -1)

By converting this to its balanced equivalent, the correlation coefficient for 14 v T can be calculated in the usual way. As will soon be explained, the correlation coefficients, calculated separately for all strategy decisions, form the basis of the calculation of PE.

For more information on the conversion of unbalanced counts to their balanced equivalents do a search on Harris' unbalanced true-count theorem.

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- Multiparameter Systems Using Traditional Adjustments -

In the traditional method outlined by Griffin, the player adjusts the primary count according to the richness/poorness of the side-counted denomination/s. If you plan to use this method, you need to convert your multiparameter system into a single-parameter 'effects of removal' count. Griffin explains how to do this on pp.244-5. He also provides a simple-to-follow numerical example, so there is no need to repeat the explanation here. Once you have converted your multiparameter system appropriately, you simply take the correlation coefficient between the normal EORs and the 'tags' of the 'effects of removal' count.

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- Summary of Preliminaries -

The discussion so far has explained how to calculate correlation coefficients. This is all that is needed to calculate a system's BC and IC. However, for PE, what has been explained so far is merely a prerequisite. Once you have correlation coefficients for every hand - actually, by convention, the 71 decisions 10-16 v 2-A plus insurance (see Griffin, p.45) - you use these to determine PE.

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CALCULATING PLAYING EFFICIENCY

Armed with correlation coefficients for every strategy decision, you are now ready to calculate PE. The method is explained, with examples, by Griffin in chapter 6, pp.88-90. To carry out the calculations, you will need to make constant reference to:

1) The UNLLI table (p.87).

2) Approximations of the probabilities of occurrence for each hand (endnote F, p.39).

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- The Basic Approach -

The method requires two sets of calculations to be made. Firstly, you need to calculate the gains (over basic strategy) that are attainable from 'perfect play' (such as could be carried out by a computer that kept track of all denominations separately and made optimal decisions based on the precise composition of the cards remaining). Secondly, you must calculate the gains from 'actual play' - ie, those attainable through 'best use' of your particular count system ('best use' in the sense that all indices and multiparameter adjustments, if applicable, are correctly determined and accurately employed). Because count systems devised for human use are necessarily approximate in nature, the gains from actual play will obviously be less than the gains from perfect play. PE is calculated simply as (Gains from Actual Play)/(Gains from Perfect Play); ie, it is an estimate of how much of the potential theoretical gain your count system can capture if employed flawlessly.

- The Specifics -

To calculate gains from perfect play, the steps are as follows:

1) Calculate b by taking the square root of [ss.(N-n)/13.(N-1).n)] and multiplying this amount by 51. Here ss is the sum of squares of the EORs for the particular hand under consideration (provided in column 12 of the EOR charts), N is the number of cards initially in the pack, and n is the number of cards remaining to be dealt (assumed to be 20).

2) Calculate z = m/b, where m is the full deck favourability of hitting (12-16) or doubling (10-11) and is provided in column 11 of the EOR charts.

3) Look up the UNLLI chart to find the corresponding number for z.

4) Multiply the number found in the UNLLI chart by b.

Steps 1 to 4 give you the conditional gain from perfect play.

5) Weight the conditional gain by the probability of the relevant hand occurring. For example, Griffin estimates the probability of being dealt 15 v T as (165/1326)(188/663), so you would multiply the conditional gain for 15 v T by this probability of occurrence. This will give you the weighted gain for this particular hand.

Repeat these 5 steps for all 71 decisions to get all the weighted gains. You then simply add them all together to estimate the gain from perfect play of these 71 decisions.

To calculate the gains from actual play, do exactly the same 5 steps as above, except that instead of using b in the calculations, you use b', where b' is simply b multiplied by the CC of your count system for the hand in question.

Once you have the gains from actual and perfect play, take their quotient to obtain your estimate of your count system's PE.
 
#2
Re: Calculating BC, IC & PE of Multiparameter Syst

wouldn't the number of cards remaining in the deck be "40"..not the "20" that you assumed?

Mr.Black
 

The Mayor

Well-Known Member
#3
Great post!

Hi alienated,

Thanks for your great post, I appreciate your sharing your talents on this site. Apparently your reference to this site was busted over on ap.com, so your post is currently hanging unattached. I don't quite get the post-busting requirements over at ap.com, but I wish them well in succeeding down the path they have chosen.

It is a curious world.

--Mayor
 

alienated

Well-Known Member
#5
Re: Calculating BC, IC & PE of Multiparameter Syst

You can actually choose whatever number of cards remaining, n, you prefer. The smaller you make n, the greater the gains from 'perfect play' and 'actual play' - since you are considering strategy decisions at a deeper point in the deck. I chose n = 20 to follow Griffin (see bottom of p.45, top of p.46). Griffin writes that the choice of n does not significantly effect the relative performance of different systems.

Incidentally, I think I forgot to mention that all page references in my earlier post refer to the 6th (Elephant) edition of Griffin's TTOBJ.
 

Dave

Active Member
#7
Re: Great post!

Yeah, that was a good post. I saw something on BJmath or something about Moss's approximation formula yet could not understand it until this post. Actually, if you have anymore on finding PE for certain hands such as 15 v 10, or 16 v 10 and it isn't too much trouble, I know that I would certainly appreciate it. `
 

alienated

Well-Known Member
#8
Worked examples

In these examples I estimate the PE for 14 v T of the following systems:

a) R1 = (0 1 1 1 1 1 0 0 -1 -1)
b) R1 + 2(78) = (0 1 1 1 1 1 2 2 -1 -1)
c) R1 + 4(7) = (0 1 1 1 1 1 4 0 -1 -1)
d) R1 + (7) using traditional adjustments

The EORs for 14 v T are presented by Griffin, p.76:

-0.08___0.44___0.17___-0.26___-0.77___-1.41___-4.21___0.22___0.77___1.28___6.64___27.5

The last two entries are m (the full-deck favourability of hitting) and SSr (the sum of squares of the EORs), respectively.

We will refer back to these EORs constantly.

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First we need to find the gains from 'perfect play' (see Griffin, p.88):

STEP 1. b = 51[{ss(N - n)}/{13(N - 1)n}]^1/2 = 51[{27.5(51 - 20)}/{13(51 - 1)20}]^1/2 = 13.06

Here, ss is the sum of squares of the EORs for 14 v T (ie, 27.5), N is the number of cards in the full deck, n is the number of cards remaining. I have used N = 51, rather than N = 52, since a little more accuracy is gained by removing the dealer's upcard - in our example, a ten. (See Griffin, p.89.)

STEP 2. z = m/b = (6.64 + 1.28)/13.06 = .6064

Note that I have adjusted m, which is 6.64, for the removal of the dealer's ten upcard, to be consistent with the choice of N = 51. If you choose N = 52 during the first step, you should not adjust m in this second step.

STEP 3. From the UNLLI table (Griffin, p.87), the corresponding value for .6064 lies somewhere between the entry for .60 (.1687) and .62 (.1633). It wouldn't hurt just to use the closest entry (the one for .60), or you could take the midpoint between the values for .60 and .62. I usually extrapolate: .32(.1633) + .68(.1687) = .1670.

STEP 4. .1670b = 2.1807

This is the conditional gain (in %).

Referring to Griffin, note F, p.39, the frequency of 14 v T is (188/663) x (160/1326) = .0342.

STEP 5. (2.1807)(.0342) = .0746.

So the maximum potential gain for 14 v T, using 'perfect play', is .0746% (assuming, of course, 20 cards remain in a single deck with Griffin's benchmark rules).

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a) 14 v T using R1 = (0 1 1 1 1 1 0 0 -1 -1)

We need to calculate the correlation coefficient, CC, between R1's tags and the EORs for 14 v T. SSc (the sum of squares of R1's tags) is 10. SSr (the sum of squares of the EORs) is 27.5. The inner product, IP, of R1's tags and the EORs for 14 v T is 7.72. So:

CC = IP/[(SSr)(SSc)]^1/2 = 7.72/[(27.5)(10)]^1/2 = .4655

Now we can estimate the gains from 'actual play' using R1 for 14 v T. We follow the same steps as we did for 'perfect play', except we use b' instead of b.

STEP 1. b' = CC.b = (.4655)(13.06) = 6.0794
STEP 2. z = m/b' = 7.92/6.0794 = 1.3028
STEP 3. UNLLI: .86(.0456) + .14(.0437) = .0453
STEP 4. .0453b' = .2756
STEP 5. .2756 x (188/663) x (160/1326) = (.2756)(.0342) = .0094

So the gain for 'actual play' using R1 alone is .0094%.
Overall playing efficiency is the sum of gains from 'actual play' for all hands divided by the sum of gains from 'perfect play' for all hands. That is,

PE = (gains from actual play)/(gains from perfect play)

Similarly, the PE for an individual hand is simply the gain from actual play of this hand divided by the gain from perfect play of this hand:

PE (14 v T) = .0094/.0746 = .1260 = 12.60%

Obviously, any count that excludes the 7 will perform very poorly for this decision.

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b) 14 v T using R1 + 2(78) = (0 1 1 1 1 1 2 2 -1 -1)

To calculate the relevant correlation coefficient, we first need to convert R1 + 2(78) into its balanced equivalent, x. Since u = 16, we need to add -u/52 = -16/52 = -4/13 = -.3077 to each tag:

x = (-.3077 .692 .692 .692 .692 .692 1.692 1.692 -1.3077 -1.3077)

The sum of squares of x is 16.77. The correlation coefficient between x and the EORs is:

CC = 15.70/[(27.5)(16.77)]^1/2 = .7310

Turning to the gains from 'actual play':

STEP 1. b' = CC.b = .7310(13.06) = 9.55
STEP 2. z = m/b' = .8293
STEP 3. UNLLI: .1141
STEP 4. .1141b' = 1.0900
STEP 5. (1.0900)(.0342) = .0373

So PE = .0373/.0746 = .50 = 50%

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c) 14 v T using R1 + 4(7) = (0 1 1 1 1 1 4 0 -1 -1)

The balanced equivalent, y, is:

y = (-.3077 .692 .692 .692 .692 .692 3.692 -.3077 -1.3077 -1.3077)

The sum of squares of y is 24.76. The correlation coefficient between y and the EORs is:

CC = 24.55/[(27.5)(24.76)]^1/2 = .8886

The gains from 'actual play':

STEP 1. b' = CC.b = .8886(13.06) = 11.61
STEP 2. z = m/b' = .6822
STEP 3. UNLLI: .1473
STEP 4. .1473b' = 1.7097
STEP 5. (1.7097)(.0342) = .0585

PE = .0585/.0746 = .7841 = 78.41%

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d) 14 v T + (7) with traditional (rich/poor) adjustments

This case is somewhat more involved. Before calculating the relevant correlation coefficient, we need to derive a special 'effects of removal' count. The procedure is outlined by Griffin, pp.244-5.

The 'tags' for this special 'EOR' count are derived using the following steps (my numbering here is slightly different to Griffin's):

1. Assign the side-counted card (the 7) its correct EOR.

That is, E7 = -4.21

2a. TEMPORARILY assign to cards designated as small by the primary count the average of the EORs for these cards.

For us, R1 treats 2-6s as small. So we set:

E2 = E3 = E4 = E5 = E6 = (.44 + .17 - .26 - .77 - 1.41)/5 = -.37

2b. TEMPORARILY assign to cards designated as big by the primary count the average of the EORs for these cards.

For us, R1 treats 9 and tens as big. So we set:

E9 = ET = [.77 + 4(1.28)]/5 = 1.18.

3. Assign to any noncounted cards the sum of the J side-counted cards' EORs divided by J-13.

For us, the ace and 8 are not counted. J = 1 (only one card is side-counted). So we set:

EA = E8 = -4.21/(1 - 13) = .35

4. We now need to adjust our 'temporary' values for bigs and smalls, calculated in 2a and 2b. We do this by subtracting our noncounted cards' 'tags' from their true EORs, summing the resulting amounts together, and dividing this total by the number of denominations included in the primary count. (!) The result must then be added to each of our 'temporary' values for bigs and smalls. (This is actually much simpler than it reads.)

For us, we subtract .35 from the ace's EOR, and subtract .35 from the 8's EOR, add the amounts together and divide by 10 (the number of denominations included in our primary count, R1). That is,

(-.08 + .22 - .35 - .35)/10 = -.06

We now add this amount to our temporary big and small values to get our 'tags' for these cards. That is,

Small tags = -.37 - .06 = -.43
Big tags = 1.18 - .06 = 1.12

So finally we can write our special 'EOR' count, z, for 14 v T as:

z = (.35 -.43 -.43 -.43 -.43 -.43 -4.21 .35 1.12 1.12)

The sum of squares of z is 25.1656. Now we can calculate the correlation coefficient between z's tags and the true EORs:

CC = 25.1568/[(27.5)(25.1656)]^1/2 = .9563

From here it's all down hill. Turning once more to gains from 'actual play':

STEP 1. b' = .9563(13.06) = 12.49
STEP 2. z = m/b' = 7.92/12.49 = .6341
STEP 3. UNLLI: .1591
STEP 4. .1591b' = 1.9872
STEP 5. (1.9872)(.0342) = .0680

PE = .0680/.0746 = .9115 = 91.15%

The PE using a (7) side count with traditional adjustments is higher than the PE using the unbalanced R1 + 4(7) because +4 is not the optimal tag for the 7 when using R1. The optimal (7) adjustment is almost 6. (Griffin shows how to calculate the (7) adjustment for hi-opt I on p.64.) I chose a tag of +4 to keep the 'unbalance' in examples b) and c) the same, for illustrative purposes.
 
#9
Re: Calculating BC, IC & PE of Multiparameter Syst

Would this (your post) prove my theory - that ZEN w/7s multiparam-side is stronger than HO2 w/As betting-side (assuming 50+ indices and a typical play-all 2D or wong 6D game)? zg
 

Rob McGarvey

Well-Known Member
#10
Hi Opt II vs Uston Hi Opt II

Please not that the Uston version of Hi Opt II is not a side counted Ace program like the original Hi Opt II was (A -2 and two other + cards had to be kept track of at +1 to balance!)

"Would this (your post) prove my theory - that ZEN w/7s multiparam-side is stronger than HO2 w/As betting-side (assuming 50+ indices and a typical play-all 2D or wong 6D game)? zg"

further more, using side 7's and the Uston version of Hi Opt II with just as many indices, U7 Hi Opt II would still end up being the top dog.

ZEN is the lazy mans Hi Opt II, and adding side sevens defeats the purpose of the idea of ZEN, and puts the complications back into Hi Opt II that were done away with by Ken Uston.
 
#12
Re: Hi Opt II vs Uston Hi Opt II

Please explain to me Uston's version of the Hi-Opt II....must admit I have never heard of it! What are the point values etc?
 

alienated

Well-Known Member
#13
Re: Calculating BC, IC & PE of Multiparameter Syst

The post shows how to calculate PE, IC and BC for any system. The relative importance of these three measures will depend on the game.

Note that the conventional PE measure is calculated implicitly assuming flat betting.

To test a system more fully, you might like to: (i) weight gains by bet size, and (ii) calculate gains at different penetration levels (values of n) and average the results.

Note on (i):

The idea here is to weight gains by the average bet placed when the relevant strategy departure is made. For instance, 12 v 5 calls for departures from basic strategy only during negative counts, where our bets will be zero or minimum (say, 1 unit). Thus, although the flat-bet gains for 12 v 5 are high (and therefore quite important in small spread single-deck games), the gains in a 6-deck game will be relatively unimportant (since we'll be betting very little, if at all). On the other hand, the gains for plays with positive index numbers become more significant when bet spread is factored in, because departures from basic strategy will occur when bigger bets are placed. To account for bet spread, you need the distribution of true counts for the game you play, and the bets placed at each true count. These things will tell you the average bet for each departure.

Note on (ii):

For a 5/6 game you might calculate gains for n = 52, 65, 78, 91, 104, ..., 284, then average them. A quicker method makes use of Simpson's Rule (described in Schlesinger's _Blackjack Attack_, 2nd Ed., p.66).

Incidentally, Schlesinger used steps (i) and (ii) in deriving his I18.

Regarding the relative performance of Zen + (7) and HOII + (A) for betting only, I haven't done the necessary calculations. The latter has a higher BC and IC. The former has a higher PE. The (7) side count will help Zen's performance in strategy decisions, but add little for betting and insurance. I haven't calculated the PE of Zen + (7), but my guess is that it would be about .70-.71. This guess is based on calculations I have done for similar counts (ie, 2-level counts that give the 7 a +1 tag). For instance, I have previously calculated that using a (7) side count raises the efficiency of HOII from .67 to .75.

Remember that BC, IC and PE calculations implicitly assume that systems are used flawlessly - that is, all indices and side-count adjustments are calculated correctly, and employed accurately in actual play. Thus the higher theoretical BC of HOII + (A) is only fully realised if all adjustments are made accurately; likewise the higher theoretical PE of Zen + (7).
 

Rob McGarvey

Well-Known Member
#14
Re: Hi Opt II vs Uston Hi Opt II

"Please explain to me Uston's version of the Hi-Opt II....must admit I have never heard of it! What are the point values etc?"

I call it "U" Hi Opt II because it was the way Uston's team used the Hi Opt II count. The point values are the same. Let me quote from Million $ BJ:

'As we will see, professional level systems are based on the identical ingredients. Thus, this chapter (8) can be used by the student of Uston APC, Hi Opt I or II, the Revere APC, or other counts as an assist in preparing for casino play.'

When a half a deck has been dealt we should see 2 Aces. If not, we are 2 Aces rich. If we count a certain card(s) to offset the Ace and those cards have not been played either, then we do not know that we are 2 rich. This is the flaw of the original Humble Hi Opt II. By expecting the Ace to be non random, and expecting two other cards to be random at the same time defeats the entire exercise.
 
#15
Re: Hi Opt II vs Hi Opt II

Which is exactly why both Uston and Snyder concurred as early as mid80s that HO2 and ALL OTHER Ace-neutral counts were "OBSOLETE" (see ASnyder BJF'83 'The Best Count' and KUston 'Uston on BJ'86) - NOT HUMBLE and virtually no one else (sans maybe 5 counters in the world) actively utilize the seconday-Ace-count overlay, without which AO2, HO2, and their ilk, do NOT perform relative to their computer-indicated SCORES... they may not even perform on par with 'Ace-reckonned level-2s like ZEN and RPC, and they do NOT meet the SCOREs of the latter IF the latter ustilize MORE INDICES - so as a former HO2 160i#s A-7 multiparam practioner I laugh EVERYTIME some newbie decides that he/she is going to learn HO2 for its "superior SCORE" - newbies, work SMART NOT HARD! zg
 

Rob McGarvey

Well-Known Member
#17
Re: Hi Opt II vs Hi Opt II

New players should start with Hi Low and take it from there, I agree. Unfortunately for me, I was one of these people that saw stars when I learned the Hi Opt II. I learned it because I saw that it was equal to Uston's APC from the book M$BJ and was easier to master. It's been good to me. The fact that I have been watching for Ace imbalances naturally gave me an advantage once I got into tracking etc. Each step was preparation for the next.
 

T-Hopper

Well-Known Member
#18
Another way to figure PE

Run 3 simulations of a given game.

A = Flat bet edge Basic Strategy
B = Flat bet edge Count System
C = Flat bet edge Perfect Play

PE = (B - A) / (C - A)

This is the result that the calculations above are trying to approximate. Not many simulators can do this, but John Gwynn figured PE this way nearly 20 years ago.
 

T-Hopper

Well-Known Member
#19
Re: Hi Opt II vs Uston Hi Opt II *LINK*

This method was suggested by Arnold Snyder, not Ken Uston. And it works just as well as the ace side count for betting. See the link below.
 

Rob McGarvey

Well-Known Member
#20
Re: Hi Opt II vs Uston Hi Opt II

Chapter 8 M$BJ

"As we will see, professional level systems are based on the identical ingredients. Thus, this chapter can be used by the student of UAPC, Hi Opt I & II, Revere APC, or other counts as an assist in preparing for casino play."

1981

I have AS article printed out here. What is the date on it TH?
 
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