I'm looking for (Risk of Ruin) probability vote results
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Biedrs kopš
10 ieraksti
Dec 04, 2010 at 16:27
Biedrs kopš
10 ieraksti
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.
Biedrs kopš
1418 ieraksti
Dec 07, 2010 at 13:55
Biedrs kopš
1418 ieraksti
Waxavi, thanks for the compliments!
Can you show an example of such calculation?
Can you show an example of such calculation?
Biedrs kopš
10 ieraksti
Dec 07, 2010 at 20:52
Biedrs kopš
10 ieraksti
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.
Biedrs kopš
10 ieraksti
Dec 08, 2010 at 13:38
Biedrs kopš
10 ieraksti
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: http://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: http://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.
Biedrs kopš
541 ieraksti
Dec 08, 2010 at 17:00
Biedrs kopš
541 ieraksti
Biedrs kopš
10 ieraksti
Dec 08, 2010 at 17:40
Biedrs kopš
10 ieraksti
Expectancy must be positive, there are different formulas, I think all of them reflect similar results.
Sit Tight and Keep it Simple.
Biedrs kopš
47 ieraksti
Dec 08, 2010 at 20:41
(labots Dec 08, 2010 at 20:42)
Biedrs kopš
47 ieraksti
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%)
Biedrs kopš
10 ieraksti
Dec 08, 2010 at 21:55
Biedrs kopš
10 ieraksti
Then that would be risk of drawdown (50%)?
Sit Tight and Keep it Simple.
Biedrs kopš
47 ieraksti
Dec 13, 2010 at 21:52
Biedrs kopš
47 ieraksti
yes, it's in the box
thans to all for this good idea and implementation
thans to all for this good idea and implementation
Biedrs kopš
10 ieraksti
Dec 14, 2010 at 00:50
Biedrs kopš
10 ieraksti
Consecutive Losing trades are based on average loss?
Sit Tight and Keep it Simple.

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