Or more importantly, some kind of Nstop% you can preset ahead to hint to yourself when results no longer seem random i.e. losses too clustered...
Here, under loss level% http://www.automated-trading-system.com/.../risk-of-ruin-and-drawdown-
Ok, so ruin is certain for coin toss. But this formula still does not take into account bet size for each bet? Looking for formula to work...
Ok, this formula looks 'cooler' but how does it look like for a fair coin toss? i.e. p=q & L=W?
Is anyone using this formula for your trading? www.trade2win.com/traderpedia/Risk_of_ruin How is capital_units defined? certain % of current...
Possible explanation: For a broker, when you lose min 0.01lot, that broker wins privately. For ECN, when you lose min 1 whole lot, they(network...
15 lots for 10K account? Are they gambling or trading?:p
Do these traders take into account or organiser even understand "Risk of Ruin", or are allowed to trade any size?...
Especially if some turn out to be the same person debating furiously against oneself.:eek:
Maybe this will be helpful in understanding path dependence ruin concept better. http://www.trade2win.com/traderpedia/Risk_of_ruin ROR =...
That makes sense since the probability of reaching target T with starting zero bankroll is zero. Can P{0|S} be somehow expressed not only in terms...
Demo trade. Hypno theraphy.
If you are trading for a company, hedge fund, etc, or demo account, its ok. If it is your own$, you need to give the remaining 75k to charity to...
Get this device with your massage chair. http://en.wikipedia.org/wiki/Cerebro
You can use wifi hand motion detector device or projector wireless mouse pointer with 50" LED screen to trade from your recliner.
http://www.priceactionlab.com/Blog/2011/01/why-trend-following-is-hard-a-quantitative-answer/ Interesting article for daydreamers.
Express optimal nth (just like optimal f) as a function of probability(win,lose) or some of the above quantities mentioned.
Daytrading using multi-timeframe charts common trend is a joke to confuse novices to contribute$ in a noisy trendless framework.You are looking...
This is as useful as saying "as your account balance decays towards zero, your prob of ruin becomes certain." The question is "how large",...
Sounds like you are not really keen to trade but tempted by the funds and asking for alternative ways to have a guaranteed principal + good...
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