Money management strategies. Martingale. - page 8

 
Sorento писал(а) >>

Let me remind you again - we initially assume that we have assessed the probability of the market moving in one direction or another...

And if forex is reduced to your example - you don't need TA either.

And it is impossible to estimate the probability like that. It is always 50/50! (And the coin, by the way, has no memory. Multiplication of probabilities will work.)

It's a bit creepy. And even a Wiener wandering or a stretched string is closer to me, and says that my goals will be reached by the market sooner or later.

;)

The probability is not 50/50. The probability of a continuation is greater than the probability of a reversal.

 
Sorento писал(а) >>

Let me remind you again - we initially assume that we have assessed the probability of the market moving in one direction or another...

And if forex is reduced to your example - you don't need TA either.

And it is impossible to estimate the probability like that. It is always 50/50! (And the coin, by the way, has no memory. Multiplication of probabilities will work.)

It's a bit creepy. And even a Wiener wander or a stretched string is closer to me, and says that my goals will be reached by the market sooner or later.

;)

the coin is only for example to illustrate the conditions under which this or that kind of money management is profitable.

 
Avals >> :

The coin is just an example to understand the conditions under which this or that type of money management is beneficial.

I agree 100% then.

This is what was mentioned before.

Sorento wrote >>

I should point out right away that the 1-2-4-8 sequence... is not quite correct for me.

Then 1-2-5-11-23... :)

And so on for each sentence.

Perhaps we could define it differently, for example:


M[i]=M[0]+F(K,M[i-1]), where -

M[i] is the size of lot at the i-th step,

if, for example, function of increase F(K,i-1)=K*M[i-1], where -

K is the power of increase, ( case K=2. Then it will be 1-3-7).


In games with prize-fixing, simply doubling the stake increases the risk incommensurate with the fixed winnings - M[0].

In forex.

It might be appropriate to consider cases of Martingale as a way of increasing the size of an aggregate position, where the expected winnings increase with each increment.

 
sanyooooook >> :

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

Not wrong. But, let's say, premature.

;)

 
Sorento >> :

Not wrong. But, let's say, premature.

;)

Premature is the same as wrong.

 
sanyooooook >> :

>> Premature is the same as wrong.

Then the nature and nature of our errors are different. Another illustration of the intuitive perception of the term.

 
sanyooooook писал(а) >>

Premature is the same as incorrect.

Especially when crossing the street :)

 
paukas >> :

Especially when crossing the street :)

You're all about the simple. :) Look around - that's what my mother taught me.

 
Sorento писал(а) >>

You're all about the simple. :) Look around - that's what my mother taught me.

It's much simpler than that. We enter the breach, get what we need, exit. There's no way we're going to get there prematurely.)

 
paukas >> :

It's much simpler than that. We enter the breakdown, get our own, exit. There is no way we will get it prematurely :)

8-О)))

Breakdown? Breakout of what?

We are not discussing signals and trading methods.

I'm talking about the possible range and estimation errors, and I'm talking about "much simpler...".

An illustration or explanation of your approach is realistic to see?

Or just such short burps.