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Or more importantly, some kind of Nstop% you can preset ahead to hint to yourself when results no longer seem random i.e. losses too clustered together, and time to leave the table or stop trading algo.

Here, under loss level% http://www.automated-trading-system.com/.../risk-of-ruin-and-drawdown-

Ok, so ruin is certain for coin toss. But this formula still does not take into account bet size for each bet? Looking for formula to work backwards for optimal bet size each time I bet , taking into account p,q,W,L,C,N where N = max consecutive/string of losses. N is an important variable to...

Ok, this formula looks 'cooler' but how does it look like for a fair coin toss? i.e. p=q & L=W?

Is anyone using this formula for your trading? www.trade2win.com/traderpedia/Risk_of_ruin How is capital_units defined? certain % of current balance or initial capital? If p=0.5,e.g,coin toss, how is the formula derived such that ROR always= 0.5/(1+0.5) or 1/3 of capital units? Is there a...

Possible explanation: For a broker, when you lose min 0.01lot, that broker wins privately. For ECN, when you lose min 1 whole lot, they(network of brokers) All win...bigger:p i.e. target larger customer fund deposits, small retail players usually not allowed.

15 lots for 10K account? Are they gambling or trading?:p

Do these traders take into account or organiser even understand "Risk of Ruin", or are allowed to trade any size? http://www.trade2win.com/traderpedia/Risk_of_ruin http://en.wikipedia.org/wiki/Gambler's_ruin

Especially if some turn out to be the same person debating furiously against oneself.:eek:

Maybe this will be helpful in understanding path dependence ruin concept better. http://www.trade2win.com/traderpedia/Risk_of_ruin ROR = q/(1+p) x current balance "Conclusion: In agreement with Kaufman the risk of ruin is greatest at the beginning. The risk of ruin also increases the...

That makes sense since the probability of reaching target T with starting zero bankroll is zero. Can P{0|S} be somehow expressed not only in terms of p & q but other variables such as Nth trade, since we want to find out at what point of trade P{0|S} is max .i.e. include some other...

Demo trade. Hypno theraphy.

If you are trading for a company, hedge fund, etc, or demo account, its ok. If it is your own$, you need to give the remaining 75k to charity to atone for your sins:p

Get this device with your massage chair. http://en.wikipedia.org/wiki/Cerebro

You can use wifi hand motion detector device or projector wireless mouse pointer with 50" LED screen to trade from your recliner.

http://www.priceactionlab.com/Blog/2011/01/why-trend-following-is-hard-a-quantitative-answer/ Interesting article for daydreamers.

Express optimal nth (just like optimal f) as a function of probability(win,lose) or some of the above quantities mentioned.

Daytrading using multi-timeframe charts common trend is a joke to confuse novices to contribute$ in a noisy trendless framework.You are looking for diamond in a gold mine. If you Swing trade weekly using 4 hrs, daily and weekly charts in confluence, at least there is a chance of survival/delay...

This is as useful as saying "as your account balance decays towards zero, your prob of ruin becomes certain." The question is "how large", i.e. Show mathematically, at what nth trade, risk of ruin suddenly becomes significant/asymptotically steep?:confused:

Sounds like you are not really keen to trade but tempted by the funds and asking for alternative ways to have a guaranteed principal + good returns without speculation. What if all your accounts are in a broker that is 'frozen' suddenly like this week? Maybe they will refund your principal but...