Adding Optimal f to win% . avg gain / avg loss
Posted: Sun Mar 12, 2017 7:36 am
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 appreciated!
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 appreciated!