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: 1137

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: 1434

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: 1434

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...