Money management strategies. Martingale. - page 4

 
paukas >> :

The market doesn't know that.

So if you're "sitting on it", you've made a loss.

What does the market have to do with it? It doesn't know about the profit until you close the position.

We are talking about the topic of the thread, aren't we?

 
Sorento >> :

Speaking of over-sitting... ;)

To what depth of unallocated loss should we consider market fluctuation as its cause, or acceptable drawdown, and from what depth - over sitting (with a negative connotation to it)?

The term is vague in its definitions, so you can throw it around as you like. :0)


outliving is a state of not knowing what is happening now.

overshooting may also be a profit in the hope for a larger one.

 
paukas >> :

It's as simple as that - down to the size of the expected loss.

Lovely...

Holy simplicity. What's the point of entering the market assuming a loss?

;)

 
Mischek >> :


over sitting is a state of not knowing what is happening now

sitting idle is a state of not knowing what's going on right now.


Exactly.

This result is not yet distributed.

I see any loss as an error of judgement.

But capital imposes a constraint on the way it is dealt with.

 
Sorento писал(а) >>

Lovely...

Holy simplicity. Why enter the market assuming a loss?

;)

If you do not want to repeat a truism, but when you enter the market, you must assume at least two scenarios.

And one of them, unfortunately, is always a loss. :)

 
Sorento >> :


I, on the other hand, see any loss as an estimation error.



Look at it another way.

>> it's not a mistake.

the market doesn't know the targets they are formed in the process, on every tick

 
paukas >> :

I don't want to repeat a well-known truth, but when you enter the market there are always at least two possible developments.

And one of them, unfortunately, is always a loss. :)

I HAVE tried to pay attention to the accuracy of our evaluation of each of these events.

And to use martingale, in case there is even more certainty in the chosen direction, to maximize profits.

And your remarks are forest to me, but I can't find the meaning behind their simplicity. I'm sorry...

 
Sorento >> :

I WILL pay attention to the accuracy of our estimation of each of these events.

And to use martingale, in case there is even more certainty in the chosen direction, to maximise profits.

And your remarks are clear to me, but I can't find the meaning behind their simplicity. Sorry...


If a TS gives a signal for a second or third entry without closing the previous ones ...well, it has nothing to do with martingale
 
Mischek >> :


Look at it this way.

it's not a mistake.

the market doesn't know the targets they are formed in the process, at every tick.

That's right. The market is like nature. I've already said that somewhere.

But if we use TA, we are inevitably forecasting, or estimating probability, whichever way you like to put it.

But estimation errors always occur. so we should use mechanisms to damp it down.

That's what I'm trying to talk about here.

 
Sorento писал(а) >>

I WILL pay attention to the accuracy of our estimation of each of these events.

And to use martingale, in case there is even more certainty in the chosen direction, to maximise profits.

And your remarks are clear to me, but I can't find the meaning behind their simplicity. Sorry...

M. is reasonable to use just the opposite - to minimize the loss.