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Yes, if you take the square root of the variance, you get std.
You can just divide your series by std than you get zscore.
Isn't it easier to say that you don't need a drawdown of more than a third and not bother with statistics?
i.e. 13*0.67=level ?
;)
Isn't it easier to say that you don't need a drawdown of more than a third and not bother with statistics?
i.e. 13*0.67=level ?
;)
Ideally, there should be no drawdown at all, maximum 1-3%.
Everyone defines the risks himself )). How to approach them is an individual matter.
Divide the series by std and see what happens.
Ideally there should be no drawdown at all, 1-3% max.
The risks are determined by each player himself )) The question how to deal with them is individual.
If you want to take them, you should divide them by std and then see what you get.
I meant the drawdown in pips, i.e. 0.33 of them, not percentages
the series is stationary, the mu is zero, so zero is real.
everything down to the centicle can be counted.
I meant points, not percentages.
The row is stationary, the mu is at zero, so zero is real.
everything down to the cents can be counted.
Well, it doesn't matter what you measure in, points or percentage, the main thing is the point ))
Yes, a certain zero should be taken from the row, not from the GUI graph.
It makes no difference what to measure, in points or in percentage, the main thing ))
Yes, zero should be taken from the series, not from the chart.
I get zero in zero (the average of the population), the maximum deviation is the same in both directions.
The drawdown should not be greater than 33%, ie maximum multiplied by 0.67 and you have luck.
If you stand in the middle, you'll have a 50% slippage and that's it.
the lower the drawdown, the higher the risk
I have zero in zero (population mean), the maximum deviation is the same in both directions
The drawdown should not exceed 33%, i.e. multiply the maximum by 0.67 and you have happiness.
Well, if the series is normally distributed, as you said, it will be the same in both directions.
33% is a lot, usually take 5%
But if you show such a drawdown to any investor, he will immediately say goodbye to you, he will not even look at the positive report.
The lower the drawdown, the lower the risk.
Well, if the series is normally distributed, as you said, then it will be the same in both directions.
33% is a lot, they usually take 5%.
Roman, 33% of the part of the deposit that you allocate to trade.
Depo 1k, risk 10%, respectively 10*0.33=3.3% of drawdown.
Roman, 33% of the part of the deposit that you allocate to trade
Depo 1k, risk 10%, correspondingly 3.3% drawdown
Ah, well, if you count like that, then yes.
Roman, 33% of the part of the deposit you want to trade.
Depo 1k, risk 10%, respectively 10*0.33=3.3% of drawdown.
What about leverage?