SignalX Risk of Ruin
- ユーティリティ
- Ahmed Ismail Muhammad Ismail Al Talhat
- バージョン: 1.0
- アクティベーション: 5
What this is
The three numbers that decide whether a sizing plan survives are the ones most traders already know: hit rate, average win against average loss, and risk percent per trade. This panel takes those three and estimates, by Monte Carlo on a binomial outcome model, the probability of losing a chosen fraction of the account across a chosen number of trades. There is no prediction here and no claim about any strategy; the inputs are the user own and the output is a statement about the arithmetic of their position sizing.
What it does
From hit rate, average win/average loss ratio and risk percent per trade, estimates the probability of losing a chosen fraction of the account over a chosen number of trades via Monte Carlo on the binomial outcome model.
- No prediction and no claim about any strategy: the inputs are the user's own and the output is a statement about the arithmetic of their sizing. Answers whether risk per trade is survivable at a given hit rate, which is a different question from whether the strategy is good.
- Runs on a single chart; it does not need to be the chart you trade from.
- No DLL calls. No external services. No network requests.
- No account, terminal, symbol or time limitation is embedded.
Inputs
| Input | Type | Default |
|---|---|---|
| InpHitRatePct | double | 45.0 |
| InpPayoffRatio | double | 1.8 |
| InpRiskPct | double | 1.0 |
| InpRuinDrawdown | double | 20.0 |
| InpTrades | int | 200 |
| InpPaths | int | 5000 |
| InpSeed | int | 20261108 |
| InpShowPanel | bool | true |
| InpPanelX | int | 12 |
| InpPanelY | int | 24 |
How to use it
- Attach the utility to a chart; it draws itself and needs no other file.
- Set the inputs to match how you read the chart. Defaults are deliberately plain.
- Nothing is sent anywhere: it reads the chart it sits on and writes only to that chart.
- Test on a demo account first. That is not a formality; the defaults are not tuned to your broker.
Notes
- Written for MetaTrader 4, any broker. It uses only standard platform functions; no DLL, no external library.
- Coexists with other tools on the same account; it only touches what you point it at.
- It performs management and measurement only; it does not generate trading signals.
Honest limits
- This is a tool, not a strategy. It does not predict anything and it cannot make a losing method profitable.
- No performance figures are published for it because tools of this kind do not have a meaningful backtest curve of their own.
- If your broker quotes oddly (very wide spreads, non-standard tick values) verify the sizing on a demo account before using real funds.
Trading involves risk of loss. Nothing here is financial advice.
