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SaltyWaters

Členem od Mar 22, 2010  191 zpráv(a,y) SaltyWaters Sep 04 2011 at 04:52 (editováno Sep 04 2011 at 04:57 )
Using the provided formula:

NextLevelForex posted:
Pips Expectancy = ( Average Pips Win * Winning Trades % + Average Pips Loss * Losing Trades % ) / 100
= 17.71 * 222 / 309 - 28.20 * 87 / 309 (used the average pip loss with the negative value, as it is, here)
~= 12.72 - 7.94
= 4.78




My system Pips Expectancy should be:

45.58*81.12%+(-49.95)*18.88%=27.54

Expectancy Ratio = Pips Expectancy / Average Pips Loss = 27.54/49.95=0.55

Cheers,

Salty

Only individuals have a sense of responsibility. – Nietzsche
NextLevelForex

Členem od Apr 25, 2011  262 zpráv(a,y) Remus Miclea (NextLevelForex) Sep 04 2011 at 07:59
SaltyWaters posted:
My system Pips Expectancy should be: 45.58*81.12%+(-49.95)*18.88%=27.54
Expectancy Ratio = Pips Expectancy / Average Pips Loss = 27.54/49.95=0.55


That's helpful, thanks for the info!

He who thinks he can, and he who thinks he cannot, are both right. ~ Henry Ford
walker36

Členem od May 13, 2011  1341 zpráv(a,y) Steve Walker (walker36) Sep 04 2011 at 10:49 (editováno Sep 04 2011 at 10:55 )

copett posted:
    Chikot, Remus,

Thanks for touching me :)

Okay, let me explain about my trading. Both of you are right. My system need 30.000 pips to work, I use 8 EA's so I need much balance. If Chikot see my trades against me 500 pips, he was wrong!! Absolutely my trades againts me more than 2000 pips.
You can see, on middle August my system bring me down for about 10%.

-Balance $486, equity $440....... so I'm in floating $46.
-lot : 0.02(insta)=0.002 (standard broker)
-Total floating pips : $46/0.02= 2300 pips

If you see my system had large floating minus, you are right. The most important how to keep the equity, not how much floating in pips. Every trader has different strategy :)

Regards,

copett



if with any system price moves against over 100 pips, it is better to go Vegas and try there. there is no guarantie that it will come back. and at that poınt lost will be very dramatic. instead of 2000 pıp stop make it 10000 pıp and wait years with same open trades.:)


Trade The Trend! Defend To Price!
CuongVC

Členem od Oct 01, 2009  119 zpráv(a,y) Cuong (CuongVC) Sep 04 2011 at 11:32
We should talk about loss or Drawdown in percentage of NAV, not in pips.

If you can proof that you can make money grows, tons of money will flow to you.
walker36

Členem od May 13, 2011  1341 zpráv(a,y) Steve Walker (walker36) Sep 04 2011 at 11:40

CuongVC posted:
    We should talk about loss or Drawdown in percentage of NAV, not in pips.


% depends on
- equity
- trade amount
and this is relative.

if discussing on a single system with agreed lots and equity values for both sides that is ok. but for general discussion like happening here pips is the only value that is not relative.

regards

Trade The Trend! Defend To Price!
CuongVC

Členem od Oct 01, 2009  119 zpráv(a,y) Cuong (CuongVC) Sep 04 2011 at 11:48 (editováno Sep 04 2011 at 11:52 )
We all care about making money grow. The parameter to measure that is how many percentage per month or per year. That is why we have interest. Interest is how many percentage per year we have to pay the bank when we borrow money from them. With this, we know where the money grow the fastest.

Pips has some meaning but we can not just look at pips and say this system is better than that system,... We need to look at NAV curve, DD%, sharpe ratio.

Have a good strategy.

If you can proof that you can make money grows, tons of money will flow to you.
Chikot

Členem od Jan 14, 2010  2194 zpráv(a,y) Chikot Sep 04 2011 at 11:50
I think this image is better than words to describe what you are doing and consequences:

<a target='_blank' title='ImageShack - Image And Video Hosting' href='/'><img src='' border='0'/></a>

Uploaded with <a target='_blank' href='http://imageshack.us'>ImageShack.us</a>

Uploaded with <a target='_blank' href='http://imageshack.us'>ImageShack.us</a>
copett posted:
    Chikot, Remus,

Thanks for touching me :)

Okay, let me explain about my trading. Both of you are right. My system need 30.000 pips to work, I use 8 EA's so I need much balance. If Chikot see my trades against me 500 pips, he was wrong!! Absolutely my trades againts me more than 2000 pips.
You can see, on middle August my system bring me down for about 10%.

-Balance $486, equity $440....... so I'm in floating $46.
-lot : 0.02(insta)=0.002 (standard broker)
-Total floating pips : $46/0.02= 2300 pips

If you see my system had large floating minus, you are right. The most important how to keep the equity, not how much floating in pips. Every trader has different strategy :)

Regards,

copett


CuongVC

Členem od Oct 01, 2009  119 zpráv(a,y) Cuong (CuongVC) Sep 04 2011 at 11:55 (editováno Sep 04 2011 at 11:55 )
Everyone is free to keep their opinion. I am focusing on making my NAV curve smoothly going up.

smiley

If you can proof that you can make money grows, tons of money will flow to you.
Chikot

Členem od Jan 14, 2010  2194 zpráv(a,y) Chikot Sep 04 2011 at 11:59
Cuong, there is intellect and there is wisdom.
This guy's curve and Sharpe ratio will look great until he blows one day and he will if he continues to trade this way.

CuongVC posted:
    We all care about making money grow. The parameter to measure that is how many percentage per month or per year. That is why we have interest. Interest is how many percentage per year we have to pay the bank when we borrow money from them. With this, we know where the money grow the fastest.

Pips has some meaning but we can not just look at pips and say this system is better than that system,... We need to look at NAV curve, DD%, sharpe ratio.

Have a good strategy.

walker36

Členem od May 13, 2011  1341 zpráv(a,y) Steve Walker (walker36) Sep 04 2011 at 12:04

CuongVC posted:
    We all care about making money grow. The parameter to measure that is how many percentage per month or per year. That is why we have interest. Interest is how many percentage per year we have to pay the bank when we borrow money from them. With this, they don't really care how big the account is.

Pips has some meaning but we can not just look at pips and say this system is better than that system,... We need to look at NAV curve, DD%, sharpe ratio.

Have a good strategy.


when you deal with bank you have no DD. you have fix % interest and you will see it in your account at the end of option if your bank is not Lehmanbrothers :)

but on trading you have risk/reward ratio and DD.
in this thread most of the systems are built up from many systems. so when you are talking about a trader system basicly you are talking about a bunch of systems at the same time.

when discussing that kind of combined system with low level detailed information PIP s is more important then DD%.
when you go details for a named system you are wright.

with 1000 usd equity
if you trade 0.1 lot and price goes against you DD% wil be different
if you trade 1.0 lot and price goes against you DD% wil be different

so I can easily fake about the information I publish here while trade lots are not well known. but PIP s never fails.

but this is not my thread and ı am not the one who is goıng to make comments.

have nice week end.

walker.

Trade The Trend! Defend To Price!
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