Is martin so bad? Or do you have to know how to cook it? - page 8
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Everyone says it's a Klondike, but there's no clear description. Who says what.
Of course it works. But you need a lot of money. Very much . We need a lot of money. There's not enough money in the world yet.
A 10k cent account and a more or less decent strategy (so that not everything is tied to martin) is enough.
Of course, you also need an adequate risk management mechanism.
But I agree, the capital is not quite usual enough...
Nah, it's not enough. I need a hundred quid to work. I've been working in Belarus for a long time and I'm sick of it.
With a hundred quid a minimum of 0.01 lots in a standard account is not even a dream.
However, to be honest, even micro-real 0.1 is too much.
I'm amazed at the share of accounts from 10 $ )))
Martin increases the bet when you lose, anti-martin increases the bet when you win.
It's a klondike.
Not a fact, far from it. The main thing here is to manage the risks so as not to lose more than planned (read less than won).
By and large, this is a whole art like martin, prsoto here so directly do not approach.
Anti-Martin has the same story with series of transactions. That is, when the indices are weak, it is clear that the system is already hanging on by a thread, while using anti-martin, unprofitable deal (when after the last winning one the volume of position was increased) comes as always unexpectedly. If I am not mistaken, the classical variant of both martin and anti-martin implies doubling of the volume after a loss or gain. But you can also use odds, like to reduce risk. But it is of little use with squishy net figures. :)
In my opinion ANTI-MARTIN is as evil as MARTIN itself. But if we consider it as a particular case of pyramiding and not to make a strategy on it alone, we have a chance to make good money.
In any case, if you want, you can make more money on ANDIMARTIN than on MARTIN.
And most importantly it is more reliable and justified in terms of taking care of your nerves.Not a fact, far from it....
Are you reading diagonally or do you need clarification that these three reasons apply to antimartin by default?
=> antimartin is a "Klondike". Fact.
Martin "in spirit" In the classic version, it is just a rule of increasing a bet (in Forex terms - a position) so that the next bet after an unsuccessful one, in case of winning, overlaps the loss of the previous one. And nowhere does it say that following the "spirit of Martin" is a prerequisite for losing. Personal approach to MM decides what risk limit to reach - it's a personal approach to MM(after all, SL is used by adequate traders to limit losses?). With regard to the same casinos, where the feet of Martin grew up, is it only his (Martin's) supporters that lose their money? But in the casino (if no setup), the theoretical chance of a "correct" bet is less than 50%.
But playing in the casino, a person is only trying to cheat the theory of probability, to try his fortune, relying on luck (Russian Avos). In the case of Forex, in my approach to the question of whether one should use Martin in a trading system, I initially did not mean the MQL-ported "Eagle-Reshka" game.
Of course, if the trading system efficiency does not exceed 50% of correct market entries, then there is nothing to do with Martin (except for losses), and probably the same without it... (J.T.D.).
On the third try I have found, I think, the key phrase.
No comment. It's a personal matter.
Of course it works. But you need a lot of money. Very much . We need a lot of money. There is no money in the world yet.
now if you cross martin and anti-martin .... It's an Eldorado!
All you need is 10 on a cent account and a more or less decent strategy (so that not everything is tied to a martin).
Of course we need an adequate risk management mechanism.
But I do agree, the capital is not quite normal enough...
Everything works when used correctly. Both naked martin, and animartin, and just TA and their combinations. And without huge deposits. With impossible (even theoretical) loss. And with a percentage higher than that of the bank. :) Imho.
All normal people on weekends enjoy leisure (at least doing home stuff), and I got hooked on antimartin theme for some reason, decided to "feel" it. The weekend passed quietly.
But not without results. I've borrowed some antimartin, crossed it with martin and based on my experiments I would like to disagree with several points from the above-quoted statements:
1- I would not be so categorical in denying the impossibility of pluming (even theoretically) - the purely hypothetical assumption of impossibility of pluming implies a very decent sum, risk-free strategy, which would make trading unprofitable and therefore unattractive;
2- I would not like to compare the application of these methods (Martin and anti-Martin) with the Eldorado, although the methods have proved (in my opinion) quite promising, in terms of: "a creative person has something to learn";
3- I do not agree with statements that wild sums of money are required to apply these methods (if not to do it thoughtlessly).
And now a little argumentation to what has been said in the form of the results of my experiments. The illustrations are in the attached tester reports. Initial data are the same as before, the same Expert Advisor, the same starting lot - minimum.
I should say at once that anti-martin in its classic form did not make a good impression on me because it is too risky strategy and does not have a clear theoretical basis of profitability. So I had to put some brains to it and slightly modify Anti-Martin (not in the sense of a dumb search of ratios to get an acceptable result). I ordered my Expert Advisor to keep statistics on trading history in terms of counting series of profitable and losing positions and, based on this data, to differentiate ratios for each position opened. And depending on the estimated probability of loss or profitability of the position to be opened, the opening lot multiplier changes: the higher statistical probability of a successful opening - the larger lot, the smaller lot - the smaller one. The result seemed optimistic to me, see EasyTrend minlot+AntiMartinU report. Inspired, I decided to modify the conventional Martin as well, i.e. to make the coefficient dependent on the probability of success/failure here as well. The effect is positive, as shown in EasyTrend minlot+MartinU report.
I decided to try crossing Martin and Anti-Martin. But I failed to see the Klondike, maybe I galloped past it in the heat of the moment! But the positive effect of "selection" has its place and is illustrated by EasyTrend minlot +AntiMartinU+MartinU report.
The drawdown obtained as a result of the tests suggests that you can hardly play with 50$ Marty-AntiMarty in real trading, but to feel confident when working with small lots, it is not necessarily about tens of thousands, a couple of thousands, I think it is enough + to that some non-extreme MM for increase of payoff and everything is tip-top (I mean not so bad).
Just in case, for comparison and reports with regular Martin and generally naked EA also added.
There is a folk omen - Martin for summer, lock for rain, championship for snow
Regarding anti-martingale - it is useful if there is an alternation of series of losing/profitable trades. But then the series test (Z-score) will show us the regularity already during testing/optimization and more efficient methods of money management can be used (for example, in case of a loss we will open the next deal "on paper", while in case of profit we will define the "bet" size using statistical data on the length of winning series). In general, for antimartingale I have not found application (but this does not mean that it does not exist :))