Skip to main content

Kelly Criterion for Risk Size Recommendation and chart incorporation

The trade stats have all the info needed to derive a recommended trade size using the Kelly Criterion. I would love to see a “suggested risk” amount that has the Full size calculated by Kelly Criterion and smaller amounts. (1/2 and 1/4).

Additionally, create a custom indicator that incorporates that info for the win loss estimator. Bam, you will have a legion of folks using optimal/appropriately risk without having them to think.

Status: Added to Backlog

Log in to comment and vote

No comments yet

Be the first to share your thoughts.