I'm looking for (Risk of Ruin) probability Wyniki głosowania
Edit Your Comment
I'm looking for (Risk of Ruin) probability Omówić
Uczestnik z Jul 31, 2009
1444 postów
Dec 07, 2010 at 13:55
Uczestnik z Jul 31, 2009
1444 postów
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
Uczestnik z May 19, 2010
10 postów
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.
Uczestnik z Jan 14, 2010
556 postów
Dec 08, 2010 at 17:00
Uczestnik z Jan 14, 2010
556 postów
Dec 08, 2010 at 20:41
(edytowane Dec 08, 2010 at 20:42)
Uczestnik z Oct 06, 2009
47 postów
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%)
*Komercyjne wykorzystanie i spam są nieprawidłowe i mogą spowodować zamknięcie konta.
Wskazówka: opublikowanie adresu URL obrazu / YouTube automatycznie wstawi go do twojego postu!
Wskazówka: wpisz znak@, aby automatycznie wypełnić nazwę użytkownika uczestniczącego w tej dyskusji.