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U bought at where the blue vertical line is and stopped out where the red arrow is pointing?

kut2k2, i respect you, but you are wrong and mav is correct. Trade returns divided by no. of trades equals (historical ) average result.

who is "they"? ;)

rofl...reminds me of this:

I'm out at 100.20...would have let it run further, i expect further declines. See u guys in a few weeks!

Not scared, mate! Will pick it back up when i get back. Thanks again, Mav :)

Thanks Mav and others too. Going to leave this for the time being, I'm going on vacation tomorrow and will look into this when i come back.

what would my inputs be?

that is historical. i want to know the ev going forward. is it possible? i suspect not.

Ok, let's say i have a strategy for futures trading. Is it possible to determine the ev, positive or negative of this strategy?

NO! It doesn't and that's my point (no pun intended) of all my rants! You said you wanted to make 1 point a day, that's about 20 points a month. But i just lost 14 points... which to you means a lot. But I look at the actual money lost which was v little in percentage terms. So there is no...

Mav, i wanted to know how to calculate it! Good point re variance..which then begs the question, how do you calculate the variance? Would we need to take an estimated RANGE of probabilities to work out ev? I don't think one specific probability can be calculated or used. Is it just a stab...

interesting, ta

How do i determine the probability of win and loss?

amazed at the strength of the russell, woulda expected that to have dived.

out at 61, lost 14 points, in money terms though about 10bps of funds...throwaway money...that's why the focus should always be on money and percentages, not on points which don't mean anything.

note if i lose, the risk is about the same, fairly constant amount of DOLLARS, forget about ticks, austinp, i am only concerned with money...the risk is actually a very small percentage of funds, less than 30 bps...if i win though, i collect a relatively huge amount.

doubled up again at 10160, stops tightened to 40 ticks

Can expected value be calculated in trading like one can calculate the (negative) expected value of casino games such as blackjack or roulette?