I'm looking for (Risk of Ruin) probability keputusan undian
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I'm looking for (Risk of Ruin) probability Perbincangan
Ahli sejak May 19, 2010
10 hantaran
Dec 04, 2010 at 16:27
Ahli sejak May 19, 2010
10 hantaran
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.
Ahli sejak Jul 31, 2009
1444 hantaran
Dec 07, 2010 at 13:55
Ahli sejak Jul 31, 2009
1444 hantaran
Waxavi, thanks for the compliments!
Can you show an example of such calculation?
Can you show an example of such calculation?
Ahli sejak May 19, 2010
10 hantaran
Dec 07, 2010 at 20:52
Ahli sejak May 19, 2010
10 hantaran
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.
Ahli sejak May 19, 2010
10 hantaran
Dec 08, 2010 at 13:38
Ahli sejak May 19, 2010
10 hantaran
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.
Ahli sejak Jan 14, 2010
556 hantaran
Dec 08, 2010 at 17:00
Ahli sejak Jan 14, 2010
556 hantaran
Ahli sejak May 19, 2010
10 hantaran
Dec 08, 2010 at 17:40
Ahli sejak May 19, 2010
10 hantaran
Expectancy must be positive, there are different formulas, I think all of them reflect similar results.
Sit Tight and Keep it Simple.
Ahli sejak Oct 06, 2009
47 hantaran
Dec 08, 2010 at 20:41
(disunting Dec 08, 2010 at 20:42)
Ahli sejak Oct 06, 2009
47 hantaran
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%)
Ahli sejak May 19, 2010
10 hantaran
Dec 08, 2010 at 21:55
Ahli sejak May 19, 2010
10 hantaran
Then that would be risk of drawdown (50%)?
Sit Tight and Keep it Simple.
Ahli sejak Oct 06, 2009
47 hantaran
Dec 13, 2010 at 21:52
Ahli sejak Oct 06, 2009
47 hantaran
yes, it's in the box
thans to all for this good idea and implementation
thans to all for this good idea and implementation
Ahli sejak May 19, 2010
10 hantaran
Dec 14, 2010 at 00:50
Ahli sejak May 19, 2010
10 hantaran
Consecutive Losing trades are based on average loss?
Sit Tight and Keep it Simple.
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