Van Tharp's SQN with over 100 trades | Psychology and Money Management


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Van Tharp's SQN with over 100 trades

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Paris + France
 
Trading Experience: Advanced
Platform: Amibroker
Favorite Futures: ES
 
Posts: 33 since Feb 2014
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Van Tharp's SQN with over 100 trades

Hi,
this post assumes that you know what SQN (System Quality Number) is.

in "Ultimate Guide to Position sizing" first edition 1, I quote:


Quoting 
If you have over 100 trades, then simply multiply the ratio (of expenctancy divided by the standard deviation) by 10. In other words, assume you just have 100 trades and calculate SQN

How does this translates in the equation to calculate sqn?

Original sqn calculation for UNDER 100 trades is

(Expectancy / Standard Deviation) x (square root of number of trades).


Last edited by brakkar; August 6th, 2019 at 12:41 PM.
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