Optimal f formula

Posted By: Ger1

Optimal f formula - 05/09/17 21:13

Hi,

how exactly do Ralph Vince's optimal F values differ from Zorro's ones?

The manual states that Zorro's OptimalF factors are adjusted by the maximum loss already. However, there must be another term to the equation.

Is following correct:

OptimalF(Zorro) = OptimalF(Vince)/max Loss(in pip) * 1/Leverage

Cheers
Posted By: jcl

Re: Optimal f formula - 05/10/17 10:10

I haven't programmed it, but the formula looks almost correct. I believe it's Margin * OptimalF(Vince) / Max Loss.
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