How do you calculate risk/reward and probability?

Discussion in 'Commodity Futures' started by long, Mar 19, 2023.

  1. plav

    plav

    Thank you panzerman.
    Where is this example from?
     
    #11     Mar 19, 2023
  2. But surely you have a library of your past trades?
    How long have you been trading the strategy, how many trades did you do?
     
    #12     Mar 19, 2023
  3. deaddog

    deaddog

    there's a good possibility that they use support and resistance for their exit strategy rather than pulling numbers out of their ass.
     
    #13     Mar 19, 2023
  4. smallfil

    smallfil

    Therein lies a huge problem. If you cannot backtest your trading system, how do you know it is positive expectation and you have an edge versus negative expectation and you do not have an edge and merely gambling? Discretionary trading is also, hard because you end up dealing with your emotions and trading based on your emotions, 90% of the time ends pretty badly. Reactive trading that is mechanical is much better. You react after the stock has moved then, enter. A mechanical trading system has rules you have to follow to the letter. No ambiguity, no guessing of where to enter and where to exit. Then, you can measure if it has a positive expectation and trading edge which is what matters.
     
    #14     Mar 19, 2023

  5. Hi, I'm tracking nodes. Thanks to bsc nodes rpc, I can see the number of transactions, their increase or decrease. With this information, I draw conclusions and decide whether the cryptocurrency will increase or decrease. I consider this an effective way, because when you see that transactions have increased, it means that larger specialists have seen a good forecast and started buying! Try it.
     
    #15     Mar 19, 2023
  6. alistera

    alistera

    Actually there are a very specific set of top down numbers that very few have which dictate that exact equation, everything you will read is from the bottom up pushing the boundaries of what works for that individual (but is not transferable) until it invariably fails, but as a baseline anything above 1-2% return on capital per month and you move your probability of loss to a logarithmic curve, not exponential, actually even 1-2% per month is failing today but no one will have noticed that yet!
     
    #16     Mar 19, 2023
  7. toucan

    toucan

    hi... that pdf portion is very interesting... do you have the complete pdf?

    thanks
    toucan
     
    #17     Mar 20, 2023
  8. %%
    NOT advice, but good example .
    QQQ =88% buy, barchart.com opinion .But its based on tech indicators mostly.
    Since you asked in a leverage context\OK /SQQ is a 100% sell. barchart .com opinion
    Some people use sell meaning short, but looks like SQQ is a 100% sell.
    As far as hi%, one can look @ % of long funds + billions AUM ,+long term profits ;
    and % of short funds+ smaller AUM + long term profits..............................
    As far as risk, i try to figure out a worst case loss+ add a bit to that:caution:
     
    #18     Mar 20, 2023
  9. Unless your entry is completely mechanical and can be back-tested programmatically, you pretty much need to do this manually bar-by-bar on historical charts and take notes/statistics systematically.

    And yes. It's a lot of work.
     
    #19     Mar 20, 2023
    long likes this.
  10. virtusa

    virtusa

    And then he should calculate the expectancy: (Win % x Average Win Size) – (Loss % x Average Loss Size)
     
    #20     Mar 20, 2023
    Laissez Faire likes this.