NexusFi: Find Your Edge


Home Menu

 





Equity curve widget


Discussion in Traders Hideout

Updated
      Top Posters
    1. looks_one GoldStandard with 1 posts (4 thanks)
    2. looks_two dutchbookmaker with 1 posts (0 thanks)
    3. looks_3 Quick Summary with 1 posts (0 thanks)
    4. looks_4 NJAMC with 1 posts (0 thanks)
    1. trending_up 3,455 views
    2. thumb_up 4 thanks given
    3. group 4 followers
    1. forum 3 posts
    2. attach_file 0 attachments




 
Search this Thread

Equity curve widget

  #1 (permalink)
 
GoldStandard's Avatar
 GoldStandard 
arizona
 
Experience: Intermediate
Platform: rolling my own
Trading: ES,CL,GC,6E
Posts: 205 since Oct 2009
Thanks Given: 324
Thanks Received: 191

Just found a handy widget for displaying likely equity curves given a win percentage and win/loss size ratio so I'm posting it in case others find it useful.

Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
REcommedations for programming help
Sierra Chart
Pivot Indicator like the old SwingTemp by Big Mike
NinjaTrader
MC PL editor upgrade
MultiCharts
Trade idea based off three indicators.
Traders Hideout
How to apply profiles
Traders Hideout
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Just another trading journal: PA, Wyckoff & Trends
33 thanks
Tao te Trade: way of the WLD
24 thanks
My NQ Trading Journal
14 thanks
HumbleTraders next chapter
11 thanks
GFIs1 1 DAX trade per day journal
11 thanks
  #3 (permalink)
 dutchbookmaker 
NYC
 
Posts: 187 since Dec 2010


Some interesting values to put in are
win/loss :3
win prob: .55

The optimal bet size for what people typically say as their edge is 40% of the account per bet. Obviously, most people are probably far over estimating their true edge.
Probably more interesting to play around with than the equity curve itself is a positive kelly value is a system with positive expectancy and a negative value is one with negative expectancy.
With the winning 3 times what you risk idea, a win rate of 25% is the threshold between positive and negative expectancy per bet.

The "common trading wisdom" double whammy of searching for a completely over stated edge, then even if finding one completely under betting it.

Reply With Quote
  #4 (permalink)
 
NJAMC's Avatar
 NJAMC 
Atkinson, NH USA
Market Wizard
 
Experience: Intermediate
Platform: NinjaTrader 8/TensorFlow
Broker: NinjaTrader Brokerage
Trading: Futures, CL, ES, ZB
Posts: 1,970 since Dec 2010
Thanks Given: 3,037
Thanks Received: 2,395


GoldStandard View Post
Just found a handy widget for displaying likely equity curves given a win percentage and win/loss size ratio so I'm posting it in case others find it useful.

Anyone know if this Widget is still available. This link is dead now.

Nil per os
-NJAMC [Generic Programmer]

LOM WIKI: NT-Local-Order-Manager-LOM-Guide
Artificial Bee Colony Optimization
Visit my NexusFi Trade Journal Reply With Quote




Last Updated on February 10, 2014


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts