Hi,

out of curiosity,
how would you define this statistic with a ramp up and ramp down trade
system ?
Trades could look like this:

Buy 1 @ 100
Buy 1 @ 101
Buy 1 @ 102
Buy 1 @ 103
Sell 2 @ 102
Sell 2 @ 101
Sell 2 @ 99
Sell 1 @ 98

?

Thanks,
kind regards,
Ulrich

On Fri, Oct 16, 2009 at 3:36 PM, Mark Breman <breman.mark@gmail.com> wrote:

> Hi Mark,
> You are right: it is P = #winners / #trades
>
> Thank you,
>
> -Mark-
>
> 2009/10/16 Mark Knecht <markknecht@gmail.com>
>
> > On Fri, Oct 16, 2009 at 2:46 AM, Mark Breman <breman.mark@gmail.com>
> > wrote:
> > > I think I found the answer for calculating the Mathematical Expectation
> > (as
> > > intended by Ralph Vince):
> > > P = #winners / # losers
> >
> > Is it #winner/#losers or is it #winner/#trades ?
> >
> > Either can be true but I think the latter is more common in my
> > experience as it yields a value between 0 and 1.
> >
> > good luck,
> > Mark
> >
>
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>
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-- 
Ulrich B. Staudinger

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