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Hi, I was reading through a few threads here and thought I should share my article on managing emotions with you. I will be glad if it helps someone. http://www.forexhit.com/learn-forex/emotion-management-system.html Cheers! Dima

thanks..but i do not understand why you think p the should go down to zero....it is a fairy small number but it is a fixed one..and infinity is also a "fixed" value - there is no need to approach it though a limit...

thank you for your supportive words..but i have to note that this formula is just a tiny piece in the ton of other things that I need to finish - so getting help from people who know this is not that bad, after all..:) BTW..thanks for your compliment regarding my guts lol

After checking this formula I corrected it to: =CEILING(LOG(1-B1,(100-A1)/100),1)

thanks I am aware of the exponential nature of the compounding (both up and down) - the progressive diminishing of the losses is nothing new to me...I am talking about the formula itself....

we must be talking about different percentage here - i am talking about pure loss - while are talking about the amount that is left.

Hi! I am wondering what is the expected return on earning an infinite sum of money which has an almost zero chance of occurrence - probability of, say, one in a trillion (but NOT zero). Will the expected return be still infinite? Thanks

thanks...will check it in a bit

thanks. But I might be confusing something here but the results are conter-logical: Why getting to 50% will take you only 70 trades while to 30% -120? I am using my worksheet as a reference...to check the results...

I have found during extensive testing of different systems that looking at chart is best substituted with a rigid computational algorithm...in short - allow your pc to do the looking - that is, encapsulate your logic into a set of rules that the computer can evaluate objectively.

thanks but this formula doesn't work on other numbers -try 30% - it should give you 37 - while it gives 119...the working formula: A1 = Individual loss (1), B2 = Target cumulative loss (50%) =CEILING(LOG(1-B1,(100-A1)/100),1)+1 Should a useful addition to the money management toolkit of...

I will certainly try to deduce this formula but it would be great if you could share it with me - because you sound like you know it...

the file: http://rapidshare.com/files/150391230/losing_run.xls.html the attachments here do not seem to work - shows up as a corrupt winrar file on download....:confused:

Hi! I was curious if there is a formula that will calculate the number of trades required to reach a specific cumulative loss from a series of losses if you give it the number of trades,the amount risked per each trade and the target loss. I attached the workbook which shows that it is...

i wonder what percentage of funds use the long and the short approach at the same time.....how many are there long/short quantitative funds?

thanks for your opinion! it would be interesting of the system components that you use

can you please refer me to the document you are speaking of? thanks!

I see..thanks for the clarification...to clarify the purpose of my thread - I was interested in what are the methods to use volatility to filter out mega turbulent times...:) A simple rule as one below can be a good starting point: IF CURRENT TR= ATR + N STANDARD DEVIATIONS => STOP TRADING...

why did you use exponential coefficient to your position sizing algorithm instead of the simple multiplier?

directional volatility is mostly seen during the trends while non-directional volatility - when prices jump up and down - as can be seen on some of the last stock action - is better seen in the range-bound markets...I do not have anything against the volatility as such....nice, energetic...