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 ...
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: 8885
- Sun Mar 12, 2017 4:07 pm
- Forum: Testing and Simulation
- Topic: Adding Optimal f to win% . avg gain / avg loss
- Replies: 2
- Views: 10365
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: 10365
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 ...
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 ...