Traders' Roundtable

Yes, Sluggo, my analysis was simplistic and quick and dirty. Have you found any improvement in other goodness measures by factoring in the equity curve?

Here's my addition to the "trading the equity curve" discussion. By my limited research detailed below I was convinced that filtering one's trades by how the equity curve is doing is a bad idea. In addition to what's below, I ran the above mentioned correlation test on the same data (1100 trades ...

Kianti,
Referring to your f.jpg, What is the relationship between your Opt F of 23% and your "Bet Ratio" of 7.67%

Yes, Sluggo I agree that stepped parameter runs are the quick way to find the optimal risk fraction. What I want to know is why this number doesn't correspond to an F derived mathematically from the same trade log per Vince's procedure. My guess is that I'm missing something in my understanding of ...

Looking for more clarity on Optimal F:

Per my reading of Vince, I believe that Opt F is defined and calculated as in the quote above but the same resulting number is also then used in trading as the fraction of equity to bet. Any comments from those who have used it?

Also is the thought that T ...