Optimal f formula

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Optimal f formula #465694 05/09/17 21:13 05/09/17 21:13
Joined: Mar 2017 Posts: 65 G Ger1 OP Junior Member
Ger1 OP Junior Member G Joined: Mar 2017 Posts: 65	Hi, how exactly do Ralph Vince's optimal F values differ from Zorro's ones? The manual states that Zorro's OptimalF factors are adjusted by the maximum loss already. However, there must be another term to the equation. Is following correct: OptimalF(Zorro) = OptimalF(Vince)/max Loss(in pip) * 1/Leverage Cheers

Re: Optimal f formula [Re: Ger1] #465707 05/10/17 10:10 05/10/17 10:10
Joined: Jul 2000 Posts: 28,024 Frankfurt jcl Chief Engineer
jcl Chief Engineer Joined: Jul 2000 Posts: 28,024 Frankfurt	I haven't programmed it, but the formula looks almost correct. I believe it's Margin * OptimalF(Vince) / Max Loss.

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