I'm looking for (Risk of Ruin) probability oylama sonuçları
I'm looking for (Risk of Ruin) probability Tartışma
Dec 04, 2010 at 16:27
1,157 Görüntüleme
9 Replies
May 19, 2010 zamanından beri üye
10 iletiler
Dec 04, 2010 at 16:27
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.
Jul 31, 2009 zamanından beri üye
1444 iletiler
Dec 07, 2010 at 13:55
Waxavi, thanks for the compliments!
Can you show an example of such calculation?
Can you show an example of such calculation?
May 19, 2010 zamanından beri üye
10 iletiler
Dec 07, 2010 at 20:52
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.
May 19, 2010 zamanından beri üye
10 iletiler
Dec 08, 2010 at 13:38
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.
Jan 14, 2010 zamanından beri üye
556 iletiler
Dec 08, 2010 at 17:00
May 19, 2010 zamanından beri üye
10 iletiler
Dec 08, 2010 at 17:40
Expectancy must be positive, there are different formulas, I think all of them reflect similar results.
Sit Tight and Keep it Simple.
Oct 06, 2009 zamanından beri üye
47 iletiler
Dec 08, 2010 at 20:41
(Dec 08, 2010 at 20:42 düzenlendi)
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%)
May 19, 2010 zamanından beri üye
10 iletiler
Dec 08, 2010 at 21:55
Then that would be risk of drawdown (50%)?
Sit Tight and Keep it Simple.
Oct 06, 2009 zamanından beri üye
47 iletiler
Dec 13, 2010 at 21:52
yes, it's in the box
thans to all for this good idea and implementation
thans to all for this good idea and implementation
May 19, 2010 zamanından beri üye
10 iletiler
Dec 14, 2010 at 00:50
Consecutive Losing trades are based on average loss?
Sit Tight and Keep it Simple.
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