DislikedThe following charts demonstrate the for a 45% expectancy a system attain sufficient average reward/pay-off is still profitable (neglecting transnational costs). The equity curves from the simulation: {image} The histogram of the expectancy form 10000 simulations runs of 100 trades each (e.g 1 million simulated trade in total): {image} As you can see 2 (estimated) standard deviations from the (estimated) mean the expectancy is still positive (although not by very much ... especially if transaction costs are thrown into the mix!). 9047.Ignored
- Joined Sep 2016 | Status: Its my biz to know what others dont | 1,261 Posts
WBS Where are Buyers and Sellers