I was just looking at my old notes at the point of discovery; as some of you know (or not) my wife and I are expecting a baby girl the end of this month; and so I am not sure how much time I'm going to have to devote to FX. But more importantly, my ...

Optimized Risk vs Reward Equation

hanover, I will explain in terms of real estate; because it will make more sense that way. Say there's a house for sale worth $100K; and let's say you have 2 choices: 1) Get a Call Option on it. You plop down $200, and get the right to buy the house ...

Optimized Risk vs Reward Equation

The other sneaky bit I wanted to help you all out on is the fact that some of your answers might not make sense because you are assuming some rules of the game, but those assumptions might be incorrect. Example: Let's say we start out with 5 lots as ...

Optimized Risk vs Reward Equation

Permutations of all possible value combinations were how I did it initially; (with graphs) Again, why I know so well the sqlite,python,ramdisk combo. You will find that when you do all that, it's all divergent.. It's SUCKS. I mean it. It sucks ...

Optimized Risk vs Reward Equation

A month ago, I would have given you a different answer.. But I have stumbled upon the new "Averaged Second Chance" theory that is strange... When price action is in my favor, the optimal play is always to add, adage "Big when right, Small when ...

Optimized Risk vs Reward Equation

@Monek, I'm looking at your chart image. I didn't see a Ephemeral (Combo Entry point of Initial+2nd+3rd entry) or I'm just blind, which might be the case. I am starting to see your thinking; and I'm gonna see if I can help change a few things so it ...

Optimized Risk vs Reward Equation

Trading system deals with: What situation to enter, and what situations to exit. MM deals with, when you are going to enter, how many lots should you enter at? Random entries with carefully planned exits and very good MM are known to make money. ...

Optimized Risk vs Reward Equation

It's a form of games theory, yes. I think the confusion comes from a "pure math answer" vs "common sense". Math answer is to bet Kelly every time.. That of course, is the mathematical optimization; and if that's all you are looking for, look no ...

Optimized Risk vs Reward Equation

Monek, First, I'm not Jesus Christ.. I don't have the facial hair. Second, I've put in somewhere between 4~8 hours a day for over 2 years, this July, it will be 3 years into this. Third, I had a theory, and it took over 2 years to actually prove it ...

Optimized Risk vs Reward Equation

HD Benchmarks — I was doing some HD Benchmarks and they indeed confirm what I already know to be true: Average transfer rates in Mb/Sec. Ramdisk ~ 4,484Mb/Sec (That's not a typo) RAID 0 ~ 150Mb/Sec (Dual SATA2 drives) Single Disk ~ 100Mb/Sec ...

Optimized Risk vs Reward Equation

Happy New Years to everybody.. I found I had a typo up top, it should say "1 ~ 2 Gigs" not 12 Gigs.. Optimization: Not just of profit, but of profit risk profile. I have been working on Averaging Up for the last almost 3 years of my life; and now I ...

Optimized Risk vs Reward Equation

Let me go ahead and share how I do my testing; not with MT4.. I start off with ramdisk software; About 12 gigs of ramdisk. This is because most of the I/O kills the HD's.. My usual setup: 2 Gig ramdisk; sqlite (don't bother with mysql, it's crap). ...

Optimized Risk vs Reward Equation

bigvlada, I am glad that I have given you a new goal in life to pursue.. It took me 4~8 hours a day, for 2 years.. So the progress you are making trumps mine by a lot.. Keep it up.

Optimized Risk vs Reward Equation

There is a vital component, one that is so minute yet is the influencer here.. I will tell you something important about the risk.. Let's say there is a machine in which, every time you give it a nickel, it spits out a dime. Do it long enough, and ...

Optimized Risk vs Reward Equation

Question.. vs what? A physical exercise?? A profit graph can be created for all infinite points after the position.. (discounting the bid/ask). A risk profile can be created for all infinite points also... As profit approaches infinity, and risk ...

Optimized Risk vs Reward Equation

I'm in Tennessee right now.. visiting a friend, but heading home in 2 hours.. so let me clarify something that I thought was blatantly obvious, but I guess I was wrong. Give A lots @ X point, there exists an infinite amount of B lots @ Y points I ...

Optimized Risk vs Reward Equation

Capitalist.. quick question, have you figured out what you are using for your Z-axis?

Optimized Risk vs Reward Equation

No, it involves the framework as a context-er.. I know that's not actually an English word, but don't know how else to describe it.

Optimized Risk vs Reward Equation

capitalist88.. you are missing a critical element; you are where I was before..

Optimized Risk vs Reward Equation

I (with wife in tow) just moved 6000+ miles.. i am sitting in my newly rented house, with no furniture, a really small netbook, and some OJ in the frig. That's it. So given the circumstances, I apologize for not being more involved in the thread. As ...

Optimized Risk vs Reward Equation