I'm looking for (Risk of Ruin) probability röstningsresultat
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I'm looking for (Risk of Ruin) probability Diskussion
Dec 04, 2010 at 16:27
Medlem sedan May 19, 2010
10 inlägg
I would like this to be added into myfxbook, it seems like a nice feature.
Love this site
Love this site
Sit Tight and Keep it Simple.
Medlem sedan Jul 31, 2009
1444 inlägg
Dec 07, 2010 at 13:55
Medlem sedan Jul 31, 2009
1444 inlägg
Waxavi, thanks for the compliments!
Can you show an example of such calculation?
Can you show an example of such calculation?
Dec 07, 2010 at 20:52
Medlem sedan May 19, 2010
10 inlägg
LOL I don't know, sorry... I just used some js formula in some site that did the math.
I will find it as soon as I can!
I will find it as soon as I can!
Sit Tight and Keep it Simple.
Dec 08, 2010 at 13:38
Medlem sedan May 19, 2010
10 inlägg
ROR=1/(1 + %Exp)^(Ic/Ir)
Where
%Exp is the Expectancy as percentage.
Ic is Initial Capital.
Ir is Amount at Risk per each trade.
I would define Ic/Ir as how many consecutive losses a trader can afford before going broke, if I risk 1% per trade, then Ic/Ir= 100
Source: https://bit.ly/ggJsXa
My prob. of losing my stake is 1.63^-53... so practically 0, I think the formula is too optimistic, I would like some people's opinion!
Where
%Exp is the Expectancy as percentage.
Ic is Initial Capital.
Ir is Amount at Risk per each trade.
I would define Ic/Ir as how many consecutive losses a trader can afford before going broke, if I risk 1% per trade, then Ic/Ir= 100
Source: https://bit.ly/ggJsXa
My prob. of losing my stake is 1.63^-53... so practically 0, I think the formula is too optimistic, I would like some people's opinion!
Sit Tight and Keep it Simple.
Medlem sedan Jan 14, 2010
556 inlägg
Dec 08, 2010 at 17:00
Medlem sedan Jan 14, 2010
556 inlägg
Dec 08, 2010 at 17:40
Medlem sedan May 19, 2010
10 inlägg
Expectancy must be positive, there are different formulas, I think all of them reflect similar results.
Sit Tight and Keep it Simple.
Dec 08, 2010 at 20:41
(redigerad Dec 08, 2010 at 20:42)
Medlem sedan Oct 06, 2009
47 inlägg
thanks wilkinson for this article very interesting
with this such good but simples formulas, i think it is simple for myfxbook to add risk of ruin information
- proba (account loss 20%)
- proba (account loss 50%)
with this such good but simples formulas, i think it is simple for myfxbook to add risk of ruin information
- proba (account loss 20%)
- proba (account loss 50%)
Dec 08, 2010 at 21:55
Medlem sedan May 19, 2010
10 inlägg
Then that would be risk of drawdown (50%)?
Sit Tight and Keep it Simple.
Dec 13, 2010 at 21:52
Medlem sedan Oct 06, 2009
47 inlägg
yes, it's in the box
thans to all for this good idea and implementation
thans to all for this good idea and implementation
Dec 14, 2010 at 00:50
Medlem sedan May 19, 2010
10 inlägg
Consecutive Losing trades are based on average loss?
Sit Tight and Keep it Simple.
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