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Now we really attracted a looney toon.

I would think that' target,stop' is clearer English rather than 'amount' which is like no. of win, losses.

No, thats why probability is a real assumption, I am pretty sure you said "amount" of gain/loss, not "with different assumptions".

He said "amount of win, losses" not target and stop.

P(win) is an assumption, not past statistics no. of win/losses, if you cannot even differentiate that, you are the one with zero clue...

That is unknown(until it becomes historical/statistics)... sounds like expectancy component crap.

Please elaborate mathematically with examples.

For this simplified model, we can try to apply that to trading... If p(win)=0.99 and q(loss)=0.01, and each trade is independent for a fixed bet, then the probability of losing at least once after n trials is 1−0.99^n. It's clear that the probability of losing at least once becomes large...

Sounds like a good trade, but if you short sell IBKR or sold calls using IB itself, could you claim your profits?:)

http://www.physicsforums.com/showthread.php?t=542040&page=2 Someone mentioned the moment the Markov chain has its first stopped out 'loss', ruin R=1 is certain...even when p(win)=0.99...whatever that means. :confused:

I found trading like a musical chair game just between the few of us in this thread:p

Maybe what you seek is here. http://www.physicsforums.com/showthread.php?t=542040 But the house will always say "In a very large sample size, all is uncertain. Even you lose 100 times in a row in coin toss, they are not cheating because 100 is peanuts compared to infinity. You may revert to...

Can I prove a simple MA is a total ruin system? This has baffled traders for eons.:confused: Actually I wondered, if I have many MAs simultaneous entry and exit with multiple settings , say one combo is as shown: how would the total outcome as a whole matrix be? 10 lots entry per combo =...

Because its your money, probably other fun stuff too:p There goes your precious track record and all the years of "hard" work. Say you deposited 50k a few months ago, can you claim back your full 50k even your account is actually down to 30k?Who actually keeps track for the refund policy in...

A simple MA entry and exit which has no target quit time or target profit also leads to total ruin.:p

All the more it seems like saying expectancy is a form of measurement of fallacy... "I guessed 10 out of 15 times correctly, therefore I can project and expect a certain performance in my guessing system for the future" Not calculating it could help you avoid a false sense of 'Great...

I trade because I am a lazy person.

I bought lottery tickets consistently $50 a month for 6 years. I won 1.5 Mil last month. I would consider my % return track record quite good but I do not brag about it. Are there any well known lottery hedge fund globally?

This shipping blunder started about 3 months ago, when was your latest order?

http://www.amazon.com/forum/frustration-free%20packaging/ref=cm_cd_pg_pg6?_encoding=UTF8&cdForum=Fx8V4IBTJZBS33&cdPage=6&cdSort=oldest&cdThread=Tx31B1J0EMVML11 I always ordered from Amazon until they engage a terrible shipping service recently. Penny wise pound foolish, that they would spoil...