Money management strategies. Martingale. - page 5

 
Sorento >> :

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 of its damping.

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


I see

Maybe we shouldn't damp the errors

the damper becomes a part of tc.

evaluation errors are a consequence of imperfection of the TS.

Maybe it would be better to improve the vehicle than to nail all sorts of irrelevant marketplace stuff on it

 
paukas >> :

M. should be used just the opposite - to minimise the loss.

To me, it is simply a result. Maximising it is minimising the loss. :)

 
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.

paukas wrote (a) >>

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

If Martingale is not an integral part of the TS, then the only result of its reasonable (if this word is applicable to M) use is maximization of the drawdown.

 
Mischek >> :


I get it.

Maybe we don't need to damp the bugs.

The damper becomes part of the tc.

The evaluation errors are a consequence of the imperfection of the tc.

>> Maybe it's better to improve TS than to add all kinds of irrelevant gizmos to it.

It won't. Estimation errors in signals (probable goals, trajectories and market states, whichever is more convenient), and no TS can exist without them, are inevitable.

So the questions arise.

What to do? How? And until when to apply?

;)

 
TheXpert писал(а) >>

If Martingale is not an integral part of the TS, then the only result of its reasonable (if that word even applies to M) use is to maximise drawdown.

M. reduces the drawdown oddly enough.

 
Sorento >> :

It won't work. Errors of estimation in signals (probable targets, trajectories and market states - whatever is more familiar to some), and without them there cannot be a TS - are unavoidable.

So the questions arise.

What to do? How? And until when to apply?

;)

I agree that no natural process can exist without errors, and I believe that if an error has occurred (an incorrect signal has been sent), it must either be removed or corrected.

 
TheXpert >> :

If Martingale is not included in TS as an integral part, then the only result of its reasonable (if this word even applies to M) use is maximization of drawdown.

You don't say. Consider the situation with the already mentioned system.

and estimate current market situation (look at current quotes :) as such that buy can be closed...

 

What do you mean "no go"?

sorry comrade

it all comes down to this: there's a TS, it's "wrong" sometimes, it's fine on the whole and no amount of mathematical improvements will improve it

 
paukas >> :

M. reduces the drawdown strangely enough.

)) Good luck with the drawdown reduction then. I wonder, compared to what does it reduce?

Sorento >> :

You don't say. Let's look at the situation on the system already mentioned.

And look at the current situation.

It's not your first day on this forum and you're trying to prove something with pictures.

 
TheXpert писал(а) >>

)) Then good luck in reducing the drawdown. I wonder, compared to what does it reduce?

Compared to without it.

Good luck, happiness and prosperity to you too!