Is martin so bad? Or do you have to know how to cook it? - page 32

 

Started GA optimisation of the EA, with a choice of options:

1. share along the trend

2. averaging against trend

3. Share and averaging

Which variant do you think will be the most profitable and which one will GA select?

 
Serj_Che:

Started GA optimisation of the EA, with a choice of options:

1. share along the trend

2. averaging against trend

3. Share and averaging

Which variant do you think will be the most profitable and which one will GA select?

It all depends on what you put in the logic of the optimized Expert Advisor, if the bot is losing, it makes no difference which MM to dump it with.

One thing I know for sure, it should trade stably both in a flat and trend. There is no aim to average against the trend.

 

By the way, Gerchik trades on rebound from support and resistance levels! But without martin =).

Leverage has killed more Jews than Hitler! (c) Gerchik.

So everyone trade without leverage!

 
JohnyPipa:

By the way, Gerchik trades on rebound from support and resistance levels! But without martin =).

Leverage has killed more Jews than Hitler! (c) Gerchik.

So all trade without leverage!

And Gerchik uses the forum on Metatrade? I honestly do not know the details))) But if so, I am very surprised)))

I heard this quote about Jews from one young trader about half a year ago when I spoke to him personally. We were just talking about averaging, he quoted me a lot of good thoughts and TS. I failed to change his mind, and the result was in a couple of months, when he told me that nothing worked as it was shown in the pictures and clever seminars of the Guru.

 
EvMir:

Are you kidding me? Flat is 3-8 times the trend and if you use a competent bounce it's at least 1/3 of the total profit, not using a flat is koshunstvo!

Did I ask you to do that? I've made it clear that I know where it works and how to prepare it.

I don't think it has any place in trading. But I say there is, at least 70% of the time the market is in a channel, where chop systems and martin work.

Try to sell the proof to the esteemed Expert Advisor or Sergeev if you get it.

I will post figures with charts as soon as I have them, but for now just words.

Once again: I DO NOT NEED TO SELL ANYTHING! I actually thought that Gunya was joking about 50 bucks, but it turned out that you're dumping it for a penny... Why should I listen to you saying that the land is square for a buck?

Don't get fancy, please! We take two states, these are the clustering conditions in the context of this argument. Trend and flat. They can be defined very differently, but the main essence is that the trend strategy works on the assumption of the positive autocorrection of Momentum, and the negative one is correct on the flat as a supposition for the forecast. I.e. it is like inertia on a trend and a spring on a flat.

Your goal is to prove that Martingale ONLY on the flat is the worst MM choice.

My goal is to prove that on a flat (sideways, not trending, etc.) martin is a good MM.


The prize money is kudos to the commuity. No need to say more about $10 or $100. The purpose is much more global. Because except for rhetoric and examples with roulette in the web and books literate decomposition of martin in the context of exchange trading in the public domain is not. Who proves reliable, this or that position, of course worthy of respect.

It depends on what you mean by flat. For me, it's when price doesn't move and moves chaotically, usually in ranges close to the spread.

A channel, a sideways move is not a flat. And I'm joking too, I wanted to tell you how it works so you don't talk about springs and inertia)

 
zfs:

It depends what you mean by flat. For me it is when the price stays flat and moves chaotically usually in ranges close to the spread.

A channel, a sideways move is not a flat. And I'm joking too, I wanted to tell you how it works so you don't talk about springs and inertia)

Asideways market - also known in English as a flat. Unlike a trend, a sideways movement is characterized by a market without a clear direction. Quotes move sideways as if flat. However a really flat sideways movement is rare. The so called saw-toothed sidewall is more common. See "sawing".

Millions of accounts of poor traders are piled in the grave, looking for a sideways trend. Market makers have learned to successfully mislead the public and what to many appears to be the beginning of a trend may in reality be a shift of the market into a new sideways sideways trend at slightly different levels.

 
iModify:

All depends on what you put in the logic of an optimized Expert Advisor, if the Bot is losing, it makes no difference what MM to dump it with.

The only thing I know for sure, it should stably trade in a flat condition as well as in a trend. The averaging targets should not be set against the trend.

The Expert Advisor is universal; it may be set up both for a trend and for a flat.

There is also an option without fractioning and averaging.

Other conditions being equal, variant 1 (fractional changes following the trend) wins with a small margin.

Profitability - 1124% of initial deposit.

Var1

Very close 3. variant (fraction and averaging).

But for this variant we need 5 times deposit more than for variant 1.

Yield - 1031% of initial deposit.

Var3

Strongly lagged behind Variant 2. (averaging against the trend).

 
Serj_Che:

The Expert Advisor is universal, it can be adjusted for both trend and flat.

There is also option without fractioning and averaging.

Other conditions being equal, variant 1 (fractional changes following the trend) wins with a small margin.


Very close 3. variant (fraction and averaging).

But for this variant we have to deposit 5 times more than for variant 1.


Strongly behind 2. option (averaging against the trend).

I am not very good at perceiving pictures, what is the profitability of each variant?
 

Interesting how martin is always causing a lot of controversy on the internet. I don't know why other strategies don't generate so much controversy.

In fact, I have read a lot about the unprofitability of martin and have seen mathematical calculations about it. I have heard that if the system is profitable, it should be martin, if it is losing it cannot be saved. Nevertheless, my opinion on this subject is as follows: you can predict the direction of price movement and try to get more than 50% of profitable trades, or you can predict the nature of market behavior, no matter where it will go. Predicting future volatility and market activity. It will be a trend or a flat. Predicting the latter is much easier than in what direction the price will go. Because there is a bigger variation. For example, I can say that tomorrow there will be more fluctuation than today and it is much easier to predict than the price will go in the opposite direction tomorrow. This is where martin comes from, it trades on different assumptions than a classical system on the assumption of price direction.

I wrote a martin, with a simple definition of the current market situation. Entry is random, that is, the distribution is approximately 50/50. The test results are as follows: the test from 2000 up to now may be done for any pair. I was testing on all pairs with history from 2000, and I was testing from 2008 in the pairs without any history. I checked 40 pairs in total, including gold and exotic ones.

I want to emphasize that the Expert Advisor has been developed not one month but the concept has been developed about a year, the robot is not ready yet.

Enemies of Martingale-!!!!

I've been working on this for a long time and I've got a very big brain.

Files:
 
Profitability is very low - one of the main problems. But on the whole, there is a lot to work on.