Doubling your deposit with martingale in three days - a reality? - page 4
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"Hit the deposit with a martingale!" almost.
Sorry, it's coming back to me. :)
:)
I'm curious. I know contexts where "a sip of a martini" is quite refreshing for a deposit. But only one sip. And only in specific situations.
So for me the topic is not closed. Let's see what Reshetov has created again. I'll even try to crack an idea for a chart. :)
Yes, I wonder too, although I don't use it.
"In small doses, poison is medicine."
That's what we're supposed to think. "I think so!"
Doubling your deposit in three days with martingale - is it real?
Of course it is, and in casinos you can double it in a minute: bet it all on red or black :)
Judging by the trades there is a fixed stop of 19pts. So the system is adjusted. Means that a loss is inevitable (doubling/tripping is possible). So the entry system does not take into account the "formula" of the market.
Be warned straight away: THE COUNTER IS NOT FOR SALE - you need such a cow yourself.
"-How much milk does the cow produce? -
- You can't milk it in a day, your arm will get tired ......!
- We haven't seen milk ...... yet!"
Empty subject.
Any TS consists of an analytical unit (AB) generating entry/exit points and an MM maximising the process of converting pips into rubles.
Any martin, is essentially a disguised MM, and a non-optimal one at that.
What is Reshetov going to discuss or prove? MM, but for a particular AB there is an optimal MM (there is a good article about it and the problem is considered applied).
Is Reshetov going to discuss the subtleties of AB? No, this is an author's secret! Then what? Nothing.
It's an invitation to engage in group masturbation.
In general, doubling a deposit in three days is a simple matter, but doubling it in three months will be more difficult :)
Questions to Yury V:
- What is the loss-profit ratio shown on historical data?
- What is the maximal number of losing trades in a row obtained on the history (during the testing period)? (e.g. 2 or 4 consecutive losing trades).
- Have you tried to shift the order limit, for example by 10-20 pips away from your optimum value, and watch the increase of successive stops? It is clear that it increases, but by how many in a row?
The answers to these questions will help predict the future of the strategy being tested. And then it will be interesting to compare these predictions with practical results.
Otherwise this entire branch will consist of questions about its necessity :)
this kind of profits must be a bitch...
I, for example, have a system being tested on 5 instruments (there will be more),
two series of orders (up to 4 orders in each) for each symbol,
series alternate every other day, thus the lifetime of a series is two terminal days...
The test started with the minimum amount allowed for the strategy, but I was wrong about the amount, it should have been larger,
That's why the fourth order was switched off...
so far 3 weeks free flight 18% profit...
-86p and Deposit increase as a percentage of current Equity : 13.07000000%
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