Money management strategies. Martingale. - page 2
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What a primitive stupid attitude towards martingale. What a narrow-mindedness. In my TS to be in the + side without martin, I need at least 30% of profitable trades on a stable lot. When applying a simple martin, 1.5 - 1.5 - 2.5 - 2.5 - 3 - 3.5, etc. TS already gives a profit at 25% of profitable trades. And on a stable lot would have been a loss. At martin 1-2-3-4 can take profit even if the percentage of transactions less than 20. And without much drawdown, because martin is very soft. Reasonable use of matrin gives a great opportunity to make a profit without the risk of heavy drawdowns, where without Martin TS would have long plummeted. This property, I believe the main value of martin. This is the main advantage of a martin. If you do not know what to do with it, you should follow the dealer dealer's advice. I personally do not see the point in refusing a system that loses on a stable lot. It is very possible that the application of the most mild martingale TS will already be profitable.
I totally agree.
Averaging grid helps. It increases the stability of the system when the signal is inaccurate, for example.
I fully support it.
An averaging grid helps. It increases the stability of the system in the event of a known inaccurate signal, for example.
That's the thing: there are no exact signals, nor are there exact targets. And martingale really allows us to enter and exit a position more gently.
People, understand, if you use a martin, you don't care what you use with it - even if it's a dummy, that's not what's important here... - With martin no ts will help.
Prove it.
I fully support it.
An averaging grid helps. Increases the stability of the system when the signal is known to be inaccurate, for example.
I don't use averaging. My TS is rollover. The stop varies depending on the occurrence of a reversal signal. I've got 100 pips of toes. My average stop is 30. On a stable lot at 4th stop in a row would be - 20 pips. With martin comes out so - 1 stop - 30 pips, the second trade using the original lot, if the stop would be -60 pips. 3 trades I increase lot to 1.5 if stop it will be -45p in total -105p. 4 deal lot 2 - if 4th stop in a row it will be -60p (in converting to 1 initial lot), and all in all it will be 165p. 5 order 2.5 lots for example if I take a profit it will be 250pts (in conversion to 1 initial lot). Total without martin on stable lot after the 4th stop would be 20p. With a simple easy Martin after 4 stops in a row I would have a profit of 85p. I'm not trying to open with a torch and double the lot. Nada think head to look at the performance of TC. The TS may lose on a stable lot, but have quite enough ratio of profitable / loss trades to use the simplest martin to come out in the +.Here is an example of applying a martin to one person's TS.
3 B -10,9 -3,27
6 S -13,3 -7,98
11 B -9,6 -10,56
14 S -12 -16,8
20 B 34,1 68,2
2 B 19,2 3,84
1 B 28,6 2,86
6 S -3 -1,8
3 S -8,8 -2,64
6 B -22,9 -13,74
11 S 14,4 15,84
3 B -16,2 -4,86
6 S -9,2 -5,52
11 S 11 12,1
Price of 1 pip in the starting lot 10 cents lot 1000. Profit in pips 1.4 pips. Almost $36 in money. This means that even if he had, say - 100 pips, he would still be in profit, and would lose on a stable lot. Moreover, if we were to open 2.5 lots (250,000) at a fixed lot for 1.4 pips, he would have to open 25% of the deposit. And here we get that 36 quid earned by opening an initial lot of 0.001, that is, 1 tenth of 1% of the deposit!!! While the maximum lot used in transactions was only 2% of the deposit! That's the maths and the martingale...
I won't go into the description of the system I'm testing and bringing up to speed - it's also reversible, only not from the result of a trade, but from simple indices. ;)
The point is different - when you make unsubstantiated conclusions such as ". do not care ... - With martin no TS will not help. It gets awkward.
After all, the discussion involves mutual understanding of the problem statement and ownership of the same concepts, that is, it is desirable to have an education giving them. :)
But this is more verbiage.
It seems to me that a confusion of terminology (who knows what definition, or generally at random perceives o) is the cause of the futility of many discussions.
How much flub is generated. About Martingale, about stationarity... I can't count the examples.
And not being able to grasp the immensity, sometimes you read threads on topics where the author is trying to convey his idea or experience, but the public lacks understanding in the discussion, and sometimes even the formulation of the problem.
You've said it before. :) Last time we met. I made a post here. Anything to say in that direction?
http://www.kroufr.ru/content/view/1027/124/
A very timely point.
I think we should define it more precisely, or better yet, label it as a class (Martingale) and highlight the types and methods in its use ( averaging, etc.).
Carl Linnaeus started with that. It made it easier for everyone to communicate. ;)
Dear Megakvotes, please add a section, like Wikipedia - terms of traders.
There you could first clarify the term in the discussion and then leave the final version.
Martingale - increasing the size of a bet (position) when losing.
Short and simple.