Gamestudio Links
Zorro Links
Newest Posts
Blobsculptor tools and objects download here
by NeoDumont. 03/28/24 03:01
Issue with Multi-Core WFO Training
by aliswee. 03/24/24 20:20
Why Zorro supports up to 72 cores?
by Edgar_Herrera. 03/23/24 21:41
Zorro Trader GPT
by TipmyPip. 03/06/24 09:27
VSCode instead of SED
by 3run. 03/01/24 19:06
AUM Magazine
Latest Screens
The Bible Game
A psychological thriller game
SHADOW (2014)
DEAD TASTE
Who's Online Now
2 registered members (Imhotep, opm), 785 guests, and 4 spiders.
Key: Admin, Global Mod, Mod
Newest Members
sakolin, rajesh7827, juergen_wue, NITRO_FOREVER, jack0roses
19043 Registered Users
Previous Thread
Next Thread
Print Thread
Rate Thread
Optimal f formula #465694
05/09/17 21:13
05/09/17 21:13
Joined: Mar 2017
Posts: 65
G
Ger1 Offline OP
Junior Member
Ger1  Offline OP
Junior Member
G

Joined: Mar 2017
Posts: 65
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

Re: Optimal f formula [Re: Ger1] #465707
05/10/17 10:10
05/10/17 10:10
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
I haven't programmed it, but the formula looks almost correct. I believe it's Margin * OptimalF(Vince) / Max Loss.


Moderated by  Petra 

Gamestudio download | chip programmers | Zorro platform | shop | Data Protection Policy

oP group Germany GmbH | Birkenstr. 25-27 | 63549 Ronneburg / Germany | info (at) opgroup.de

Powered by UBB.threads™ PHP Forum Software 7.7.1