Martingale is Evil?! - page 14

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MetaDriver >>:

ОК, как домой доберусь выложу.

Posted here https://www.mql5.com/ru/forum/125467

 
doctor-pound >>:

Плечо 1:500

Рабочий лот 0.01

Спред 8 пунктов

Стоп лосс 23 пункта

Тейк профит 23 пункта

стоимость 1 пункта сантилота 0,085$

GDP/JPY

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ступень 1 2 3 4 5 6 7 8 9 10 11

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вероятность 1:2 1:4 1:8 1:16 1:32 1:64 1:128 1:256 1:512 1:1024 1:2048

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залог сделки 4$ 8$ 16$ 32$ 64$ 128$ 256$ 512$ 1024$ 2048$ 4096$

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обьём ступени 0.01 0.02 0.04 0.08 0.16 0.32 0.64 1.28 2. 56 5. 12 10.24

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убыток ступени 1.96 3.91 7.82 15. 64 31. 28 62. 56 125. 12 250. 24 500. 48 1000. 96 2001. 92

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минимальный начальный депозит для сделок по 0.01 лота* 381.12 762. 24 1524.48 3048.96 6097.92

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*Маржин-колл не актуален в данной ситуации при подсчете начального депозита.

Доказательство "слива" основаное на теории вероятности:

Вероятность выпадания 11 ступени равна 1:2048, точнее 2037 без этих же 11 ступеней - то-есть на 2048 сделок приходится одна убыточная серия из одинадцати ступеней, рассмотрим идеальный случай: Прибыль одного профита(23 пункта) 1.96$ идеальный случай это когда все сделки кроме одной убыточной серии(11ст.) профитные 2037 * 1, 96 = 3992$ Прибыль 3992$. Когда убыток серии 11 ступеней составляет 4004$. Итог: -12$ (2048 сделок)

Doctor-pound


а откуда такая статистика по вероятности наступления проигрыша?

вероятность 1:2 1:4 1:8 1:16 1:32 1:64 1:128 1:256 1:512 1:1024 1:2048?

 
MetaDriver писал(а) >>

Posted here https://www.mql5.com/ru/forum/125467


Thanks, it's a handy gizmo.
 
Martingale is good when the probability of several consecutive losing trades = 0.
 

Martin is a drug that is sometimes very refreshing, but if you overdo it, there can be unwise addiction, followed by an overdose.

So you can live without drugs (that's not the main thing), but for a thrill you can still use it sometimes (at certain times) under control.

(I think the answer is on topic, if you know what I mean)

 
Martin is like a mobster - he lives beautifully, but not for long.
 
911:
Martin is like a mafioso: he lives beautifully, but not for long.


Please note that a competent mafioso knows how to get into the legal business in time before he gets busted.

In other words, when you already have a profitable TS, a (smart) martin improves your trading.

I think that the first priority is a profitable TS, and Martin is a more competent use of funds, this is the second plan, but it is already top-notch.

 
trol222:


I would like to point out that a competent mafioso knows how to get into the legal business before he gets busted.

In other words, when you already have a profitable TS, a (smart) martin improves your trading.

I would like to point out that a competent mafioso knows how to move to the legal business in time before he gets busted.

I am reminded of a branch of villagers who want to become "competent mafiosi"). Martin is a kind of accelerator. Increased risks - accelerated to one side or the other (depending on the profitability of the martin-free strategy). - Most of the time. But everything depends on the probability of certain amount of successive losses and their size in one strategy or another - that's the point. It is obvious that in a profitable strategy the size of losses or the frequency of their occurrence is usually smaller.
 
911:
A branch of villagers who want to become "literate mobsters" comes to mind). Martin is a kind of accelerator. Increased risks - accelerated to one side or the other (depending on the profitability of the martin-free strategy). - Most of the time. But everything depends on the probability of certain amount of successive losses and their size in one strategy or another - that's the point. It is obvious that in a profitable strategy the size of losses or their frequency of occurrence is usually smaller.
It depends on how you look at it. If you average intraday and have a leverage of 1 to 500, you're screwed. But if you're smart... and you don't want to get rich tomorrow, the capital will work. If you split the annual walk from 1.1 to 2.0 in EURUSD, and it was only 50% risk ... you'll be in the black. ))))) I don't do it myself either, but reasonable martin exists!
 
143alex:
It depends on how you look at it... If you average intraday and with a leverage of 1 to 500, it's a loss. But if you're smart... and you don't want to get rich tomorrow, the capital will work. If you split the annual walk from 1.1 to 2.0 in EURUSD, and it was only 50% risk ... you'll be in the black. ))))) I don't do it myself either, but reasonable martin exists!

Reasonable martin does exist... But its ideal settings are as volatile as the market itself.
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