MCKSS

2019년 12월 16일

This is the first Monte Carlo Kelly Strategy Simulator on the Tradingview.

And the first indicator value on the top left shows 0.33333 represents 33.333%, that's how much percentage you should bet maximum for the best result when the win rate is 0.5 and the reward/risk ratio is 3.

The chart will show the Monte Carlo result of your strategy.

And you should run this strategy on the daily and set the scale to log scale to get what you want.

Here is the explanation of the setting:

Days For The Strategy To Run. 500 -> 500 trades

Initial Account -> Your USD account

Win Rate Percentage -> The win rate(0.5 represent for 50%)

Reward/Risk Ratio -> reward/risk ratio per trades in your system

Percentage of Kelly -> How much percentage of the account you want to trade with kelly. 100 represents 100%.

Have a good day.

2019년 12월 16일

릴리즈 노트

v 0.1