Safe martingale. - page 12

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Фьючерсные объемы для МТ:
Have you guys heard of gaps? Read the regulations on gap execution of stops on your favourite cent-standards and classics.
I already wrote above that slippage is dangerous when working with a large lot.
 
khorosh:
What is n and R?
R is the radius.
 
Ivan Vagin:
R is the radius.
The radius of what?
 
khorosh:
Radius of what?
deposit
 
Vitalie Postolache:
deposits
Here's what I was thinking, if you're using anti-martingale, you may well have it safe if the ratio I'm implying is met. You just don't know it. When optimising the parameters, the optimiser itself may have brought those parameters into the safe zone. But it is better to know this ratio.
 
will there be drawings from the tester today?
 
Martin can make a losing Expert Advisor profitable (at least for some time), it is very difficult for anti-martin, because it does not work at the moment of losing series of deals, leading to the loss. Although, in some cases, it can save a deposit from complete failure, if before the long series of losing orders, at its expense, the EA has earned additional funds, sufficient to compensate the losses of a long series of losses.
 
Younga:
Will there be drawings from the tester today?

Here's the antimartin on top, the original expert below. The EA was hastily made yesterday, on 2 machines. Not many trades, as they are on H4.

As you see the profitability is higher, expected payoff is higher, recovery factor is higher, the relative drawdown is lower. Only the maximal drawdown is higher for the anti-martin, but it is natural: - an EA with increasing lot and an EA without increasing lot should be compared by the recovery factor - net profit/maximum drawdown.

 
khorosh:

Here's the antimartin on top, the original expert below. The EA was hastily made yesterday, on 2 machines. Not many trades, as they are on H4.

As you see the profitability is higher, expected payoff is higher, recovery factor is higher, the relative drawdown is lower. Only the maximal drawdown is higher for the anti-martin, but it is natural: - an EA with increasing lot and an EA without increasing lot should be compared by the recovery factor - net profit/maximum drawdown.

in short, you need a correct signal level - the rest is secondary
 
khorosh: I can prove in a few sentences that such a safe martingale option is possible. But I'll save the intrigue for now).

You don't need to prove it. Check it out.
Let's take an eagle/retail system - the equivalent of each outcome is either P (profit) or L (loss). Commission, types of orders and swaps - we do not.

So, for example, we simply take a series of 4 events (out of the blue). Then we have 2^4 = 16 outcomes

1) P, P, P, P
2) L, L, L, L

3) P, P, P, L.
4) P, P, L, P
5) P, L, P, P
6) L, P, P, P

7) P, P, L, L
8) P, L, P, L
9) L, P, P, L

10) L, L, P, P
11) L, P, L, P
12) P, L, L, P

13) L, L, L, P
14) L, L, P, L
15) L, P, L, L
16) P, L, L, L

Run each outcome through a super-duper MM system (ala "safe martini", "profitable anti-martini" etc.). Rules are very diverse (just have to work equally for each outcome) - for example "increase volume of the next transaction by 1.7 *number of previous profits, if there were two consecutive losses". For each outcome we obtain its own figure of loss/profit - X. Add up all Xn: X1+X2+...+X16 = 0. If you don't have zero, recalculate again before running for the Nobel.

Any MM on simple binary game - lost/win, for series of any length - by total is always neutral, neither winning nor losing.

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