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Search: Posts Made By: vvhg

Forum: Psychology and Money Management

March 10th, 2012, 04:09 PM

Replies: 147

Sticky: Risk of Ruin

Views: 96,819

Posted By vvhg

Looks like I am late to the party. Lots of...

Looks like I am late to the party.
Lots of other things going on at the moment so I didnt have too much time i could spend on futures.io (formerly BMT)...:crazy_pilot:

Nice work, thanks.

Forum: Psychology and Money Management

March 8th, 2012, 01:55 AM

Replies: 147

Sticky: Risk of Ruin

Views: 96,819

Posted By vvhg

As ThatManFromTexas is aging exponentially (as he...

As ThatManFromTexas is aging exponentially (as he stated:becky:) I quickly ran a few calculations.
I believe you missed a few brackets, so the formula should read:
P(a,b.k) = ( 1 � a (1-2/k))...

Forum: Psychology and Money Management

January 17th, 2012, 10:33 AM

Replies: 147

Sticky: Risk of Ruin

Views: 96,819

Posted By vvhg

Very true but the statement is entirely...

Very true but the statement is entirely qualitative. So it doesn't give me any quantitative statement what my risk of ruin is.
But as I have said before, I have no optimal solution to that problem...

Forum: Psychology and Money Management

January 8th, 2012, 07:14 AM

Replies: 147

Sticky: Risk of Ruin

Views: 96,819

Posted By vvhg

Correct, but that (how do I react to a certain...

Correct, but that (how do I react to a certain ror?) is the second step .

The first is to determin the ror, which in that case, or as a matter of fact in any case with negative expectancy (always...

Forum: Psychology and Money Management

January 8th, 2012, 02:38 AM

Replies: 147

Sticky: Risk of Ruin

Views: 96,819

Posted By vvhg

That is right, it's completely different. But...

That is right, it's completely different.
But ideally the results would be similar. Personally I would rather trust a Monte Carlo simulation with many iterations than the formulas you gave me....

Forum: Psychology and Money Management

January 4th, 2012, 08:31 AM

Replies: 147

Sticky: Risk of Ruin

Views: 96,819

Posted By vvhg

I have posted a new (beta) version of the Journal...

I have posted a new (beta) version of the Journal ( see Trading Metrics for journals/record keeping...

Forum: Psychology and Money Management

December 31st, 2011, 05:28 PM

Replies: 147

Sticky: Risk of Ruin

Views: 96,819

Posted By vvhg

Well, you don't have to understand why a plane...

Well, you don't have to understand why a plane flies to travel with it...:becky:
I thought you might be interested in it for tracking different setups and so on as it pulls all the statistics out of...

Forum: Psychology and Money Management

December 27th, 2011, 04:10 AM

Replies: 147

Sticky: Risk of Ruin

Views: 96,819

Posted By vvhg

I inserted the link to that thread, I think you...

I inserted the link to that thread, I think you will find a few things you touched upon in there.

Why don't you start a thread on that? I would very much enjoy such a thread! I think...

Forum: Psychology and Money Management

December 27th, 2011, 02:30 AM

Replies: 147

Sticky: Risk of Ruin

Views: 96,819

Posted By vvhg

Very good post indeed. I have to agree with about...

Very good post indeed. I have to agree with about all of it. Many things you mentioned are actually in the journal (here...

Forum: Psychology and Money Management

December 26th, 2011, 01:07 PM

Replies: 147

Sticky: Risk of Ruin

Views: 96,819

Posted By vvhg

The more I think about the risk of ruin formulas,...

The more I think about the risk of ruin formulas, the more I come to the conclusion that first they seem to be more a kind of educated guess than hard fact and secondly (as also stated in the link...

Forum: Psychology and Money Management

December 24th, 2011, 04:32 AM

Replies: 147

Sticky: Risk of Ruin

Views: 96,819

Posted By vvhg

This is basically the same error that I had with...

This is basically the same error that I had with my calculations (though not the only one:sarcastic:).
So I am tempted to conclude that the formula is wrong.
Perhaps we can come up with a better...

Forum: Psychology and Money Management

December 23rd, 2011, 03:22 AM

Replies: 147

Sticky: Risk of Ruin

Views: 96,819

Posted By vvhg

What puzzles me is that risk of ruin increases...

What puzzles me is that risk of ruin increases dramatically when you decrease MaxRisk. That sure can't be right!?

vvhg

Forum: Psychology and Money Management

December 5th, 2011, 10:14 AM

Replies: 147

Sticky: Risk of Ruin

Views: 96,819

Posted By vvhg

Theoretically, yes, practically not really. ...

Theoretically, yes, practically not really.
What you described is (close to) a classic depreciation, always substract a fixed percentage of the current account vaue. As you only ever substract a...

Forum: Psychology and Money Management

December 2nd, 2011, 09:11 AM

Replies: 147

Sticky: Risk of Ruin

Views: 96,819

Posted By vvhg

Ok, here are my calculations. They are on...

Ok, here are my calculations. They are on overview tab to the right.

The middle version didn't work at all until I multiplied R by -1 but it still makes no sense.

Just play around with the...

Forum: Psychology and Money Management

December 1st, 2011, 06:24 AM

Replies: 147

Sticky: Risk of Ruin

Views: 96,819

Posted By vvhg

After spending quite some time trying to get that...

After spending quite some time trying to get that clculation to work, I finally ran out of ideas. I double and triple checked everything and think that I finally got it working as intended according...

Forum: Psychology and Money Management

November 30th, 2011, 05:34 AM

Replies: 147

Sticky: Risk of Ruin

Views: 96,819

Posted By vvhg

BM, have you got some more info on the...

BM, have you got some more info on the complicated formula? I'm getting funny results with that one and I suspect that I interpret something wrong (putting in a wrong value) as the calculation itself...

Forum: Psychology and Money Management

November 30th, 2011, 02:51 AM

Replies: 147

Sticky: Risk of Ruin

Views: 96,819

Posted By vvhg

BM, as always you prove your talet of raising...

BM, as always you prove your talet of raising very interesting topics!
Things like RoR are often overlooked but in my view they are absolutely crucial! It's not only about trading well, it's trading...

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