Bitcoin / US Dollar Perpetual Inverse Swap ContractBitMEX
Description
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This is a risk management tool to determine the max leverage you should use based on your long and short conditions calculated via edge / risk. How? The script calculates the max drawdown (risk) based on your strategy and the max upside (edge) for a specified sample size of trades adjustable in the inputs section. Feel free to improve upon this or adjust code as you see fit.
Not able to add to my chart. It is not available in public library
Piticu
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Appreciate your indicator, looks very complicated but when applied on chart nothing wow... but you said :"This is a good one if you know how to use it."
So could you please enlighten me as I`m a noob here and since to posted open source code for this maybe you would not mind explaining a bit more.
Looking for a Kelly code for my quantity size and somehow reached your page. Thanks in advance
ICEKI
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Such a unique measurement tools, thanks simpelyfe =D