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Hello lyhung,
Well that is a very deep philosophical question ... are you a
philosopher by nature ... if not a complete answer would be wasted?
In trading, everything that can cause financial loss is a risk to be
considered:
- data delay or errors
- broker slippage
- insider manipulation
- events (earnings change, company news etc)
- computer/internet 'error'
- incorrect strategy
- anlytical error
- correlation
- psychological error
- portfolio diversification
- and many more
All need to be considered and emlinated or contained.
Your capacity to identify and control risk is a measure of your
trading stature.
Much of that has to be done outside of AB.
However you probably would like a simple definition.
It is your ave loss per trade (based on your stop loss) * the
probability of losing per trade i.e. if you have a guaranteed stop
loss of 2% then that is your risk per trade AND the risk to your
portfolio is based on the probality that you will experience a run of
losses.
brian_z
--- In amibroker@xxxxxxxxxxxxxxx, "lyhungvpsc" <lyhungvpsc@xxx> wrote:
>
> How should we use AB to consider the risk??? (RISK and DECISION
> ANALYSIS @RISK)
>
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