Clever strategists, heads and tails rule!!! - page 4

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Ivan Vagin:
The problem is in the head!

People fail to understand that martin is just a tool and its use depends on the person in whose hands it is held, electricity can light a house, and you can make an electric chair

you can make hundreds of analogies with water, iron, snake venom, etc.

The problem is that starting with 0.01 lots, at 10 failed attempts we already have 10.24 lots ))
 
Alexey Volchanskiy:
The problem is that starting with 0.01 lots, on the 10th unsuccessful attempt we already have 10.24 lots ))
Martin not always = 2
 

What kind of head can you talk about if you don't have one? Well, how can you apply a martin in any other way than increasing the lot after a loss?

So, you have a margin... go ahead and do it... take a loan from the bank, sell your flat... it's a win-win method. That's it. Don't talk shit.

 
Vladislav Andruschenko:
Martin not always = 2
If it is less, it will be less likely to close on the next entry with a surplus, and the length of the sequence will increase.
 
Dmitry Fedoseev:
If it is less, it will be less likely to close with a profit on the next entry and the length of the sequence will increase.

I have tried martin not only with a lot but for example shifting at takeprofit - compensating for a lot with a martin.

Martin martin is evil, but everybody wants it.

 
Vladislav Andruschenko:

I have tried martin not only with a lot, but for example shifting at takeprofit - compensating for a lot with a martin.

Martin Martin is evil, but everyone wants it.

You can do it without increasing the lot; you can add the same lot in increments. The effect is similar and so is the outcome in the end.
 
Dmitry Fedoseev:
If there is less, there will be less chance of closing on the next entry with a plus, and the length of the sequence will increase.
Makes sense. Once I read a long article where the stockbroker, like a cool mathematician, scientifically proved the optimal martin, like 1.56. And then bragged that at the end of the year he earned something like 25%.)
 
Martin, like all money management, is not a statistical advantage. It can maximise income for a given level of risk with the available advantage. Increasing bets after a loss in any proportion makes sense with strong market returns. On a flat it earns, on a trend it loses. If the trend is strong, on the contrary, it makes sense to add to the profitable deals - pyramiding. Which makes sense with a trend and is lost with a flat. Unfortunately, long periods of flatness abruptly change for trendiness and vice versa).
 

Right. So that's before the stop-out.

If it was also with a stopover, then yes.

 
Vladislav Andruschenko:

I've tried martin not only with a lot, but e.g. shifting takeprofit - compensating for a lot with a martin.

Martin martin is evil, but everyone wants it.

I have written an owl with additional features and made a mistake in code. I decided to analyse the whole thing and see how it turned out. Owl works on martin, but martin is very tricky, averaging starts only after analyzing all pairs with currency. If there is a rise or fall, it starts to dial in on the move, if it is flat, it dials in the opposite direction. All this works from the most volatile pairs to the most flat, if it starts to set and the movement changes globally - then it makes a flip. The lot eventually gains a small but no-loss position within sight.

This can be used in manual trading, analysing all pairs, you can average or add, but manually it is very exhausting. It is not necessary to average x2 after every loss in a step, so the deposit may not be enough, but applying martin safely and wisely is quite acceptable.

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