What is it? - page 6

 
Neutron писал(а) >>

It's understandable - why limit yourself to positive integers? We have the whole numerical axis at our disposal!

The defect of Martin is in his short-sightedness. After all, he analyzes in fact only the result of several unidirectional last draws and completely ignores all other combinations. Obviously, with this one-sided approach to TA we have to sacrifice potential profitability in favor of external elegance of martin-like strategies.

Yeah, well, you don't have to analyse the last few bribes. In general, martin are MM techniques effective at antipersistence equity, and antimartin the other way around.

 
Consensus!
 
Avals >> :

well, yes, you don't have to analyse the last few takedowns. In general, martin are MM techniques effective at antipersistence equity, and antimartin the other way round.

:o)

persistent or persistent artimartin?

I don't understand the science.

 
avatara писал(а) >>

:o)

Persistent or persistent artimartin?

I don't understand the science.

Use martin on the flat, anti-martin on the trend. Is that clearer? :)

 
Avals >> :

Use martin on the flat, anti-martin on the trend. Is that clearer? :)

>> Thank you!

 
Neutron >> :

Can anyone comment on how it is possible to have income in pips in an account in the form of a random fluctuation and such a nice total in roubles in the account?

It's a miracle!

Only one reasonable explanation of the observed phenomenon comes to mind: Chel or MTS-ka opens randomly, but determines the bet size accurately. Why do so - I have no idea.

This happens if you use, shall we say, incommensurable instruments. And this is while observing all the rules of MM.

For example: NQ, ES, FDAX and Forex currencies. The difference in pips - hundreds or thousands of times - with the same objectives.


 
Yeah, that's probably it.
 
Profit due to trades with small profit in pips, but big in $ because of large lot, loss - many pips, but small $ because the lot is small. The drawdowns are not visible, because the losing order was not closed, but the fill up was done with a big lot.
 

That's debatable.

Because how do we know when to go with a big lot? It turns out that if we know, then why first open with a small one? In short, the logical inconsistency.

 

Here is another example of a miracle:

I understand the situation in the pips picture on the right - the guy is just sitting on his losses and sometimes he gets into big losses. But pay attention to two spikes in the picture on the left. The impression is that this is an "inverted" Martin and the "go broke" situation for such MTS is impossible in principle!