Money management strategies. Martingale. - page 10
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One hundred years old! :)
:0))) then I see. :(
Has this been researched? I mean the continuation of the movement....
And by what magnitude?
Or is it just a hypothesis at the heart of the system?
The tprofit has to be determined anyway.
And is this also "plain and simple"?
The historical test shows no loss years. Neither does the real test yet. :)
Martingale and martingale are different ))
sanyooooook wrote >>
explain the difference?
The difference is like between an ass and a finger. Martingale is a specialized money management technology (which is the point of contention here), while Martingale is a special kind of random process that meets a certain mathematical requirement (it has not yet been substantively discussed in this thread).
2 paukas: by the way, "martingale" is also a swear word, but as such it is known only to some highbrow people :)
And in general, thanks to the participants for the curious thread that made me think about martingale (possibly on martingale).
The difference is like between an ass and a finger. Martingale is a specialized money management technology (which is the point of contention here), while martingale is a special kind of random process that meets a certain mathematical requirement (it hasn't been discussed in this thread yet).
2 paukas: by the way, "martingale" is also a swear word, but as such, it is known only to some highbrow people :)
But thanks to all of you for the interesting thread that made me think about martingale (probably on martingale).
2 Mathemat, I didn't use the word "martingale" neither in this thread nor in this forum
So I find your "by the way" very odd.
Yes, paukas, pardon. My 'by the way' is not to you, but to Sorento. But I'm not sorry at all :)
The difference is like between an ass and a finger. Martingale is a specialized money management technology (which is the point of contention here), while martingale is a special kind of random process that meets a certain mathematical requirement (it hasn't been discussed in this thread yet).
2 paukas: by the way, "martingale" is also a swear word, but as such it is known only to some highbrow people :)
But thanks to participants for interesting thread, that made me think about martingale (probably on martingale).
Labgadar, for correctly filling in the gaps in my knowledge, but still, what is martingale I don't quite understand. If you can break it down on the sticks.
what a martingale is I don't quite understand
https://ru.wikipedia.org/wiki/Мартингал
https://ru.wikipedia.org/wiki/Мартингал
Yeah, I read it there.
Yes, paukas, pardon. My "by the way" is not for you, it's for Sorento. But I'm not sorry at all :)
Martingale is a specific characteristic of the process. Maybe for some people the minimum of an RMS is a martingale.
"Eggheads" they are so highbrow. ;)
And science doesn't suit us.
Thank you for your participation in the debate.
Waiting for more.
Labgadar, for correctly filling the gaps in my knowledge, but still, what is martingale I don't quite understand. If you can break it down on the sticks.
I'll try. The basic philosophical question as applied to forex trading goes something like this: "Is there a consistently profitable forex trading strategy or not?". In relation to it the following classification of seekers can be offered - "highbrow" and others, "simple".
1. The high-browed have heard of the word "martingale" and sometimes even have a pretty good idea of what it is, of Dub's theorem for stopping a martingale (this is just below). They all know that the actual quoting process is very similar to a martingale.
But there is also a scattering of opinions amongst them. Some believe that the market process is 100% proven martingale and you can't make porridge on it. They say, "There is only one strategy that works - arbitrage. Everything else is self-defeating".
And the rest of the highbrow (cunning) like to be a bit self-deluded and say something like this: "All right, even if it's almost martingale, but no one has strictly proven it. Let's look and see if we find something that works".
2. The simple seekers usually confuse the words "martingale" and "martingale" and do not see the difference. I guess it really is easier to live and hope. Well live the military who believe that the T-72 tank is designed for temperatures down to -700 C, and the cosine phi in military conditions can reach 1.8. On the other hand, the military is practically solving problems that academics cannot even approach, believing that they are impossible even theoretically.
It seems to me that the most profitable position is to be a cunning highbrow. That is, to keep looking for your strategy (knowing that it will be much harder to find than ordinary people think), but knowing at least approximately where it makes no sense to go. But there are traders who make constant profits on the market.
Now the definitions themselves - also very much on the fingers.
3. a martingale is a random process for which prediction in some strict mathematical sense gives a trivial result: the predicted value is equal to the last value of the process. For trading it is absolute death. An example of a martingale is a Wiener process (integral of white noise) or Brownian wandering.
2. Dube (American mathematician) proved the martingale stopping theorem, saying that the integral of an arbitrary function over a martingale is also a martingale. Translated into trader's terms, it roughly translates as follows: if it were firmly established that a quoting process is a martingale, then any strategy based only on this process has a profit expectation equal to zero when the trading time tends to infinity. Of course, not counting commissions and spreads.