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Math. expertancy

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Patrick

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5 years ago #114559

Hi.
I am not sure, but is there somewhere mathematical expertancy of entry rule in SQ?

Regards
Patrick

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tomas262

Administrator, sq-ultimate, 684 replies.

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5 years ago #134582

do you mean this?

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Patrick

Customer, bbp_participant, community, 424 replies.

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5 years ago #134590

thats why i am asking, because i am not sure. so bigger expertancy score is better…i need to find out, how many pips does the market move after TP. 

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tomas262

Administrator, sq-ultimate, 684 replies.

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5 years ago #134593

Just to clarify what is expectancy in SQ

 

Expectancy performance metrics developed by Van Tharp, it is computed as (percentage wins * average win) – (percentage losses * average loss)

R-Expectancy performance metrics developed by Van Tharp, it gives you the average profit value related to average risk (R) that you can expect from a system over many trades.
You can find more at: http://www.vantharp.com/tharp-concepts/expectancy.asp

 

R-Expectancy Score standard R-Expectancy doesn’t consider the length of testing period and number of trades produced. There is a difference when you make for example $2000 per year by making 10 trades, or by making 100 trades. R-Expectancy Score adds a score for trades frequency. It is computed as: R-Expectancy * averageTradesPerYear

 

If you mean “Maximum Favorable Excursion” i.e. how far market usually goes after entry it cannot be directly acquired in SQ

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