Martingale is not evil at all, it brings profits - page 7
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This is all off-topic. We're talking about the MM on . Martingale was a guy who doubled the bet in the casino after every loss. And then on to the subject...
This is all off-topic. We're talking about the MM on . Martingale was a guy who doubled the bet in the casino after every loss. FION: And then on to the subject...
You should not rely on the loss, but on the probability of movement. The lot size is a function of the accuracy of your trading system. If the probability is 0.5 up or down we do nothing. And if 0.9999999(9) is up we may enter BUY upwards.
This is all off-topic. We're talking about the MM on . Martingale was a guy who doubled the bet in the casino after every loss. FION: And then we go on to the topic...
You should not rely on the loss, but on the probability of movement. The lot size is a function of the accuracy of your trading system. If the probability is 0.5 up or down we do nothing. If it is 0.9999999(9) up we can go all the way in VUY.
Here I see the main difference between this martingale and STOU. The variation of this method is similar to the variation of the previous method with using martingale. Because if, quote your own phrase "When we go into the market, we do not know how the trade will end," then no good will come out with such TS, you don't know every time. But you have to know it, you have to. If you don't know the ford, don't go in the water, that's how it is. Black swans they are, were and will be.
Of course, FION, only assume. Nevertheless, neither averaging nor martingale (which in fact is almost the same thing, on sober reflection) is a reason to increase risk, even if a synthetically calculated average price is more profitable. Losses should be cut off (any losses - both equity and balance). Full stop.
This is all off-topic. We're talking about the MM on . Martingale was a guy who doubled the bet in the casino after every loss. FION: And then we go on to the topic...
You should not rely on the loss, but on the probability of movement. The lot size is a function of the accuracy of your trading system. If the probability is 0.5 up or down we do nothing. And if 0.9999999(9) is up we can go all the way in VUY.
Maybe you have a function or formula in MQL for calculating probability. Using the optimal F is probably too risky in Forex.
It is not the loss that counts, but the probability of a move. The lot size is a function of the accuracy of your trading system. If the probability is 0.5 up or down we do nothing. And if 0.9999999(9) is up we can go all the way in VUY.
how to calculate the lot size using mathematical methods based on previous trades, maybe you have a function or formula in MQL to calculate the probability. Using the optimal F is probably too risky in Forex.
In general Mathemat is right about profit/loss trades having no memory, like coins, zeriks or pneumatic roulette, so this Z-score is of no practical use. Dispersion can make profits and losses pile up or distribute them evenly. One should take into account direction of movement, but not profit-loss, i.e. if a short trade closed with a loss, for example, put 1 in Z-score, if it is profit, then 0. For long trades it's vice versa, i.e. profit 1, but loss 0. After that examine correlations.
Kudos to Mathemat for pointing me in the right direction.
It is necessary to take into account the direction of movement, but not profit-loss, i.e. if a short trade closed with a loss, for example, to put 1 in Z-score, if it is profit, then 0. For long trades it is vice versa, i.e. profit 1, and loss 0. After that examine correlations.