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Search: Posts Made By: verge
Forum: Psychology and Money Management November 3rd, 2009, 09:31 AM
Replies: 31
Views: 26,727
Posted By verge
Expectancy formula in my version

Here is the complete formula:

percentWin = (double) systemPerformance.AllTrades.WinningTrades.Count / systemPerformance.AllTrades.Count;
percentLose = (double)...
Forum: Psychology and Money Management November 3rd, 2009, 09:16 AM
Replies: 31
Views: 26,727
Posted By verge
What is the real Van K Tharp formula?

I had a look at the original thread started by Ellio Wave here :

Optimizer Type: Max. Expectancy - NinjaTrader Support Forum (http://www.ninjatrader-support2.com/vb/showthread.php?t=12573)

He...
Forum: Psychology and Money Management November 3rd, 2009, 05:47 AM
Replies: 31
Views: 26,727
Posted By verge
rickt I agree with you - after reading the...

rickt

I agree with you - after reading the article at the link you posted.

Do you have code for the "expectancy score" that you can share?

Verge
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