I'm curious why that's a problem if he was answering my question? People show screenshots of tradestation and other platforms all the time......
So this is going to sound really rude and cruel but, if you've been with them for 15 years and know that they occasionally review orders for no...
LOL - these are from published strategies on WealthLab Pro. I'm picking them because of their variable result profiles not because I'm trading...
Fidelity will send an order for review if it's to open a position that goes over the "normal" margin requirements. I've had fills for better...
Here's the new file. Thanks.
I don't know why I missed this earlier but I just noticed it. Those new numbers make a lot more sense to me. With my final ROR calcs that I...
I personally like the idea of using ROR for risk measurement (see my thread and latest post:...
I've currently come up with a way to calculate a necessary bankroll that makes sense to me, but it's not Monte Carlo based. I'm still interested...
The easiest solution if that's happening is to switch brokers... An order to close an open long position should never have to be reviewed.
To calculate the ROR you need the EV, standard deviation and bankroll, then you can plug them into this calculator which also lists the formula:...
Actually, if you read the last two threads you're listing, that appears to be his intention from those comments. Since imitation is a form of...
Thanks for pointing out those articles - this might save me the trouble of what I'm trying to do in the other thread. This stuff is so confusing :)
I don't really know what to say to that. If I had 10k and trusted your max drawdown, I'd be broke. If I had known that the actual drawdown risk...
Thank you very much for running that. You'll notice though that you're drawdown max is only about 3k but the actual was 16k... I'm not sure why...
Here's the data from the performance. Thanks, I'm curious to see what you get for comparison: Long + Short Starting Capital $100,000.00...
I've been resisting using equity curve calculations. The reason for this is due to the various number of trades per day that can occur. It's...
Thanks for doing this. It does look like I'll have to add the excursion data. The Max DD's are all less then 10k so far but the actual was about...
I'm interested in the theoretical maxdrawdown that happens for 99.9% of situations. I.e. what the needed capital is for a ROR of less than 0.1%...
Thanks NoWorries, I had actually downloaded that before and I copied all the trades in and the formulas all the way down. But now I have no...
Ooops, forgot the file. Here it is. The actual drawdown was -16689. I think I should probably include the max positive and negative excursions...
Separate names with a comma.