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Search: Posts Made By: rickt

Forum: Psychology and Money Management

April 17th, 2010, 07:08 AM

Replies: 31

Van Tharp's Max Expectancy

Views: 26,730

Posted By rickt

My understanding is that you do not count them as...

My understanding is that you do not count them as a win or a loss, but that you do not reduce the total trades. In other words, if you have 2 wins, 3 losses, a 4 breakevens, you would use 2 as the #...

Forum: Psychology and Money Management

November 5th, 2009, 11:23 AM

Replies: 31

Van Tharp's Max Expectancy

Views: 26,730

Posted By rickt

I have just run a bunch of tests on several...

I have just run a bunch of tests on several strategies that I am playing with and have calculated SQN, expectancy score, and a few other metrics for those tests. I am in a quandry.

Theoretically,...

Forum: Psychology and Money Management

November 3rd, 2009, 09:45 AM

Replies: 31

Van Tharp's Max Expectancy

Views: 26,730

Posted By rickt

Thanks. I examined the code and it is...

Thanks.

I examined the code and it is missing the part that differentiates expectancy from expectancy score. What the presented code gives is a modified expectancy. If we take expectancyTemp and...

Forum: Psychology and Money Management

November 3rd, 2009, 09:20 AM

Replies: 31

Van Tharp's Max Expectancy

Views: 26,730

Posted By rickt

If you posted the whole formula that is used, it...

If you posted the whole formula that is used, it is missing the opportunity portion which takes time into account.

I wonder what would happen if the absolute value of the losing trades was...

Forum: Psychology and Money Management

November 3rd, 2009, 05:51 AM

Replies: 31

Van Tharp's Max Expectancy

Views: 26,730

Posted By rickt

Sorry - the only 'code' that I have it in is...

Sorry - the only 'code' that I have it in is EXCEL. Maybe one of these days I will learn what it is you guys here use.

Forum: Psychology and Money Management

October 31st, 2009, 05:23 PM

Replies: 31

Van Tharp's Max Expectancy

Views: 26,730

Posted By rickt

I understand about SQN, but I think it is lacking...

I understand about SQN, but I think it is lacking because it does not take time into account. An investment that returns 10% in 2 days is better than an investment that returns 10% in more than 2...

Forum: Psychology and Money Management

October 30th, 2009, 07:39 AM

Replies: 31

Van Tharp's Max Expectancy

Views: 26,730

Posted By rickt

I think that I like 'expectancy score' better...

I think that I like 'expectancy score' better because it also takes into account time. I found it at URC Trading - Expectancy Score vs Sharpe Ratio (http://unicorn.us.com/trading/expectancy.html) and...

Showing results 1 to 7 of 7

What unexpected challenges have you encountered while trading on a "Funded Trader" platform?

Limited trading instruments
High platform usage fees
Lack of support or mentorship
Unrealistic rules and requirements
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