I'm looking for (Risk of Ruin) probability résultats de vote
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Discussion I'm looking for (Risk of Ruin) probability
Membre depuis Jul 31, 2009
posts 1444
Dec 07, 2010 at 13:55
Membre depuis Jul 31, 2009
posts 1444
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
Membre depuis May 19, 2010
posts 10
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.
Dec 08, 2010 at 20:41
(édité Dec 08, 2010 at 20:42)
Membre depuis Oct 06, 2009
posts 47
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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