I'm looking for (Risk of Ruin) probability投票结果

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I'm looking for (Risk of Ruin) probability讨论

Dec 04, 2010 at 16:27
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9 Replies
会员从May 19, 2010开始   10帖子
Dec 04, 2010 at 16:27
I would like this to be added into myfxbook, it seems like a nice feature.

Love this site
Sit Tight and Keep it Simple.
会员从Jul 31, 2009开始   1444帖子
Dec 07, 2010 at 13:55
Waxavi, thanks for the compliments!

Can you show an example of such calculation?
会员从May 19, 2010开始   10帖子
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!
Sit Tight and Keep it Simple.
会员从May 19, 2010开始   10帖子
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!

Sit Tight and Keep it Simple.
会员从Jan 14, 2010开始   556帖子
Dec 08, 2010 at 17:00
会员从May 19, 2010开始   10帖子
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.
会员从Oct 06, 2009开始   47帖子
Dec 08, 2010 at 20:41 (已编辑 Dec 08, 2010 at 20:42)
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%)
会员从May 19, 2010开始   10帖子
Dec 08, 2010 at 21:55
Then that would be risk of drawdown (50%)?
Sit Tight and Keep it Simple.
会员从Oct 06, 2009开始   47帖子
Dec 13, 2010 at 21:52
yes, it's in the box
thans to all for this good idea and implementation
会员从May 19, 2010开始   10帖子
Dec 14, 2010 at 00:50
Consecutive Losing trades are based on average loss?
Sit Tight and Keep it Simple.
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