Hedging Martingale. - page 20

 

negative to martin because the test shows this meanness: the problem is not even the depth of drawdown but simply the lack of margin to open the next reversal step ))))

 
transcendreamer:

what was the max drawdown in the reversal martin test?

tester beats his chest and says that the balance and funds 4%, although, given that the initial deposit was 10K, and the drawdown of 1K, then in an unfortunate scenario (if the peak at once get) it will be 10%, the test from 2010 to date on the initial lot in a series of 0.01 + further standard martin with doubling at the flip, the conditions of the flip - each determined individually, I will only say that the first entry in the series random, and the remaining entries, flips occur by ... trader's will :)

http://snag.gy/mkFib.jpg

Once again I would like to add that both Margin and Traps are all part of MM, and therefore they are very sensitive to the numbers, including those that appear in the entry and exit conditions

 
transcendreamer:

negative to martin because the test shows this meanness: the problem is not even the depth of drawdown but simply the lack of margin to open the next reversal step ))))

and the lock is for you, try to save margin with it
 

If one of them will suddenly post this idea to public - it will be real revolution, MT4 will be possible to throw MT4 out without thinking, so those who haven't decided yet, i advise to write it on MT5 :)

i think the idea of hedging in MT5 seems to be in the area of CCA orders, but honestly, i can't think of the way, so if anybody has any ideas, please tell me, do not keep it inside, i'm sure you are bursting with information and want to share :)

 

And in the meantime the revolution has quietly taken place :)

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artemiusgreat:

tester beats his chest and says that the balance and the means 4%, although, given that the initial deposit was 10K, and the drawdown of 1K, then in bad luck (if immediately hit a peak), it will be 10%, the test in 2010 until today at the initial lot in a series of 0.01 + further standard martin with doubling at the flip, the conditions of the flip - each determined individually, I will only say that the first entry in the series random, and the remaining entries, flips occur by ... trader's will :)

http://snag.gy/mkFib.jpg

Once again I would like to add that both Margin and Traps are all part of MM, and therefore they are very sensitive to the numbers, including those that appear in the entry and exit conditions

please describe the algorithm for the EA on the screenshot.
 
artemiusgreat:

tester beats his chest and says that the balance and the means 4%, although, given that the initial deposit was 10K, and the drawdown of 1K, then in bad circumstances (if immediately hit a peak), it will be 10%, the test in 2010 until today at the initial lot in a series of 0.01 + further standard martin with doubling at the flip, the conditions of the flip - each determined individually, I will only say that the first entry in the series random, and the remaining entries, flips occur by ... trader's will :)

http://snag.gy/mkFib.jpg

Once again I would like to add that both Margin and Traps are all part of MM, and therefore they are very sensitive to the numbers, including those that appear in the entry and exit conditions

and the spread in the test is real?
 
transcendreamer:
and the spread in the test is real?

I don't know, at first glance it looks fine, it fluctuates around 5 to 20 pips on a five digit spread, 15 on average, I don't take the current spread but the average spread when calculating

edutak

i would like to ask you to describe the algorithm on the screenshot.

https://www.mql5.com/ru/forum/37725/page19#comment_1204628

 
artemiusgreat:

I don't know, at first glance it looks fine, it wiggles, it floats, it varies about 5 to 20 pips on a five digit spread, 15 on average, I take the average spread instead of the current one when I calculate it

https://www.mql5.com/ru/forum/37725/page19#comment_1204628

And if you use the following algorithm, what do you get?

Algorithm:

two buy/sell orders are opened where the price will go, doesn't matter.
let's assume that the price went down, more Buy/Sell orders are opened, the main ones are Buy, which hedges the Sell
Sell has B/S and upon its triggering the order is closed, the next opening of this order, if the price touches it, will take place at the same place.

all orders are closed when the price reaches the required profit taking into account the negative Swaps.

first pair, market, then Stop/Limit.

no multiplier

the algorithm repeats
 
edutak:

and if you use this algorithm, what do you get?

Algorithm:

two Buy/Sell orders are opened in which direction the price will go, it doesn't matter.
Let's assume the price went down, more Buy/Sell orders are opened, the main order is Buy, which hedges the Sell
Sell has B/S and upon its triggering the order is closed, the next opening of this order, if the price touches it, will take place at the same place.

all orders are closed when the price reaches the required profit taking into account the negative swaps.

first pair, market, then Stop/Limit.

no multiplier

the algorithm repeats

1. you still can't account for swaps, they are either there or not, but that's a real pain in the ass, although the means to deal with swaps are obvious :)

2. i only use market entry, limiters can also be used, but they are harder to control

3. the system you just described is no different from the one I discounted with the last link to alexander's thread :)