I'm looking for (Risk of Ruin) probability resultados da votação
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I'm looking for (Risk of Ruin) probability Discussão
Membro Desde Jul 31, 2009
1444 posts
Dec 07, 2010 at 13:55
Membro Desde Jul 31, 2009
1444 posts
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
Membro Desde May 19, 2010
10 posts
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
(editado Dec 08, 2010 at 20:42)
Membro Desde Oct 06, 2009
47 posts
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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