Search found 3 matches
- Mon Mar 13, 2017 8:15 am
- Forum: Testing and Simulation
- Topic: Factoring in 'Worst Loss' over trading simulations...
- Replies: 1
- Views: 3635
Factoring in 'Worst Loss' over trading simulations...
Hello When talking about risk management, many people work out their profit factor..... win 300... loss 100 = 3/1.... win 200, lose 100 = 2/1. What are the thoughts of factoring the worst loss and also position size? It might looks like this (monte carlo) =if random <win% + starting capital+ (Starti...
- Sun Mar 12, 2017 4:07 pm
- Forum: Testing and Simulation
- Topic: Adding Optimal f to win% . avg gain / avg loss
- Replies: 2
- Views: 4236
Re: Adding Optimal f to win% . avg gain / avg loss
Is there anyway I can do this inside formulas?
- Sun Mar 12, 2017 7:36 am
- Forum: Testing and Simulation
- Topic: Adding Optimal f to win% . avg gain / avg loss
- Replies: 2
- Views: 4236
Adding Optimal f to win% . avg gain / avg loss
Hello I have used a tutorial online to create a monte carlo simulation. The metrics I have: win% avg win avg loss worst loss I am trying to add the optimal f to this and then actually run the monte carlo simulation over the optimal f position size. How can I achieve this? Any help is greatly appreci...