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 Showing results 1 to 10 of 10 Search: Posts Made By: worldwary
 April 17th, 2011, 06:50 PM Replies: 204 Views: 48,632 Posted By worldwary It works until it doesn't, and then your account... It works until it doesn't, and then your account is blown.
 April 14th, 2011, 08:48 AM Replies: 204 Views: 48,632 Posted By worldwary If you look at nickemp's chart in post # 75, the... If you look at nickemp's chart in post # 75, the red dots represent the expected return using a fixed bet of \$500. For instance, the chart shows that the expected return is about \$75,000 if you...
 April 14th, 2011, 04:46 AM Replies: 204 Views: 48,632 Posted By worldwary Unless I've missed something, I think the issue... Unless I've missed something, I think the issue isn't that the formula is flawed per se, but rather that the results are not optimal. This is because the profits posted in those charts would be...
 April 13th, 2011, 08:26 PM Replies: 204 Views: 48,632 Posted By worldwary To push the thought experiment a bit further,... To push the thought experiment a bit further, let's assume you have a system with an overall positive expectancy of \$50 per trade and an overall success rate of 60%. If you break the data down...
 April 13th, 2011, 04:02 PM Replies: 204 Views: 48,632 Posted By worldwary Yes, I understand the distinction and agree that... Yes, I understand the distinction and agree that expectancy is the proper measure. In trading, how do you know if your bets are correlated?
 April 12th, 2011, 01:35 PM Replies: 204 Views: 48,632 Posted By worldwary This is where the rubber meets the road I think.... This is where the rubber meets the road I think. In a thought experiment you can establish the win rate by definition; in the real world the win rate can be guessed at but is subject to change...
 April 3rd, 2011, 05:51 PM Replies: 204 Views: 48,632 Posted By worldwary I ran some numbers through my spreadsheet and... I ran some numbers through my spreadsheet and gave this a bit more thought. I find myself agreeing more with Fat Tails now. If your system has a winning percentage greater than 50%, then the...
 April 3rd, 2011, 12:18 PM Replies: 204 Views: 48,632 Posted By worldwary I agree with this. I've walked through the logic... I agree with this. I've walked through the logic and convinced myself that if you have say a 60% success rate and therefore can expect more winning strings than losing strings over a large sample,...
 April 2nd, 2011, 08:09 PM Replies: 204 Views: 48,632 Posted By worldwary Thanks for the interesting post. This was a new... Thanks for the interesting post. This was a new idea for me and I wasn't really sure I understood the implications so I created a quick spreadsheet to let me experiment. I've attached the spreadsheet...
 April 2nd, 2011, 02:12 PM Replies: 204 Views: 48,632 Posted By worldwary A common tactic among trend followers (like the... A common tactic among trend followers (like the Turtles) is to add to winners. The implication from this thread, if I understand correctly, is that it would not make sense to add to winners...
 Showing results 1 to 10 of 10

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