How much is the "grail" worth? - page 10

 
"Medium risk" - given that the costs are minimal. The risk of 700 quid on a deposit of 1000 is still not much, as it is small money. However, the risk of 7000 on a 10,000 deposit is already a disaster.
 

Alexei, that phrase is from the dimeon website

I drew from :)

 

By the way, what does it mean: "little money"?

Tu hum hau, as they say among MGIMO graduates :)

Pardon - DipAcademy :)

 
Of course, tu hum hau. But even taking into account the average salary in Russia (about 20,000), it is still small.
 
Mathemat:
"Medium risk" - given that the costs are minimal. The risk of 700 quid on a deposit of 1000 is still not much, as it is small money. However, the risk of 7000 on a 10,000 deposit is already a disaster.
it's not a risk, it's a kamikaze...
 

Hot Estonian boys, what are you talking about? Bears wake up, it's going to be bad!

 

This is indeed a non-trivial problem:

The trading results of the system with n trades are given. The maximum drawdown is dd %. What is the probability that with additional N trades the maximum drawdown in the new area will not exceed DD %?

The sequence of trades of the system is a Bernoulli scheme with known probability of success p and known ratio of average profitable trade to average losing trade alpha.

 
Mathemat:

This is indeed a non-trivial problem:

The trading results of the system with n trades are given. The maximum drawdown is dd %. What is the probability that with additional N trades the maximum drawdown in the new area will not exceed DD %?

The sequence of trades of the system is a Bernoulli scheme with known probability of success p and known ratio of average profitable trade to average losing trade alpha.


There you go again about probability ...
 
tara: There you go again about probability ...

Are we "on a first-name basis"?

The problem has been bothering me for a long time, because I often see here an experienced bisonman instructing a neophyte who has posted a straight: "Multiply the maximal drawdown by half, or better by three times".

 
Mathemat:

This is indeed a non-trivial problem:

The trading results of the system with n trades are given. The maximum drawdown is dd %. What is the probability that with additional N trades the maximum drawdown in the new area will not exceed DD %?

The sequence of trades of the system is a Bernoulli scheme with known probability of success p and known ratio of average profitable trade to average losing trade alpha.

The system has a high probability of cyclicality. in forex this is a fundamental difference... so this scheme has no application...