DislikedThe flaw #1 is in the first post. When you write P(TP)=SL/(TP+SL) --I fixed the typo-- you're assuming a random walk with no edge. Therefore, per definition, you can't have any strategy even slighly profitable. From there, there is no point in optimizing the SL and TP: the expectancy is always 0 before spread and commission.Ignored
Correct would be:
P (SL) = TP / (SL + TP) = 20 / (1 + 20) = 20 / 21 = 95%
And in the next sentences there is a mistake, too, It must be:
Spoon-fed:
If you are able to change this, I would appreciate if you could do so.
I am not assuming a random walk. I use random generated trade series and I pick out those one that are at least a bit profitable.