Is martin so bad? Or do you have to know how to cook it? - page 6

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tol64:
It will probably be the age of the trillionaires. )))
It will be a new era of stopgap millionaires, just as soon as the markets come to their senses after the crisis.
 
Mischek:
Of course it works. It just takes a lot of money. A lot.
Nah, a lot's not good enough. You need a hundred quid to make it work. In Belarus, salaries are small, prices are rising and there's no way we can afford a deposit.
 

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$ )))

 
Silent:

Are you sure you have a martin?

I think it's something else. If you have, say, 10% of your deposit set aside for trading, then increasing/decreasing the volume within that 10% is somehow wrong "in spirit" :)

PS I was talking about the more classic options.

Martin "in spirit". In the classical way it is just a rule of increasing a bet (in Forex terms - a position) so that the next bet after a losing one, in case of winning, covers the losses 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.).

 
Wangelys:

Of course, if the efficiency of the trading system does not exceed 50% of correct market entries, then there is nothing to catch with Martin (except losses)

Why?
 
One more thing: I believe that not all martins are the same )). For example, you can beat back a drawdown with one trade, you can two ..., you can choose only the best moments for an increased trade (for example, take/loss ratio not less than 6-...). There are a lot of variants.
 
TheXpert:
Why?
J.T.D.
But seriously, I've read a rationale somewhere with calculations and maths, convincing (to me at least).
 

When using a martingale these are the most important indicators:

//---

The series of winning and losing trades. And testing statistics should be collected from out-of-sample areas(Out Of Sample). With such figures as in the figure above, it is better to forget about martin, because if you adjust the volumes to such a level as to withstand the maximum drawdown, and then still have enough money to exit, any significant income is out of the question.

//---

Though it is interesting to experiment now and then. The more complicated a game is, the more interesting it is. ))

 
Wangelys:
I.T.D.
What is J.T.D. ?
 
tol64:
What is I.T.D. ?

I'm your house shakin'.

A very serious swear word, worse than a swear word.

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