I'm looking for (Risk of Ruin) probability resultados de voto
Discusión I'm looking for (Risk of Ruin) probability
Dec 04, 2010 at 16:27
Vistas 1,151
9 Replies
Miembro desde Jul 31, 2009
posts 1444
Dec 07, 2010 at 13:55
Waxavi, thanks for the compliments!
Can you show an example of such calculation?
Can you show an example of such calculation?
Dec 08, 2010 at 13:38
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.
Miembro desde Jan 14, 2010
posts 556
Dec 08, 2010 at 17:00
Dec 08, 2010 at 20:41
(editado Dec 08, 2010 at 20:42)
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%)
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