PureBytes Links
Trading Reference Links
|
Ross -
The formula for the breakeven curve is:
xy = 1-y
given:
x = w/l ratio
y = %wins
so, to solve for x: x=(1-y)/y
or, to solve for y: y=1/(x+1)
regards,
rich
At 09:18 AM 1/29/2003 +1000, you wrote:
>I'm trying to code a performance stat from the Ryan Jones book "The
>Trading Game", pages 182 and 183, and am stuck on the formula needed
>to produce the curve shown on page 182.
>
>Would a kind math wizard please give me some direction? TIA!
>
>(E-mail me privately if you wish)
>--
>Best regards,
> Ross mail to: ross.bond@xxxxxxxxxxxxx
>
>
>
|