Martingale: the maximum possible chain of continuous losses/profits - page 6

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goldtrader:
And why do you need a martin if you know the end of the trend?
The end of the trend is unknown. But we expect (predict) it by applying F,A. and a martin will find it precisely by building the right pyramid. (On TA there is always a continuation of the trend to infinity)
 
sever30:

With a certain amount of overload, you can find a solution that a bunch of research scientists can't see. that's what a brain is...

If you need to speed up the movement of a cart on "square thrusters", then yes. If you have to create a modEL of a fish", then only research institutes and grants, grants (well, or listeners with open mouths AKA internet forums) ... :(
 
vasya_vasya:
researching the market, learning to create a new model.
Why learn? If a model is created (and a temporary one, as it is allowed to be incorrectly modelled) you can simply work with it until it starts to make mistakes.
 
maxfade:
By the way, the answer is 1,000,000 however :)

this is equivalent to me flying to any country in the world tomorrow, arriving in any city in that country, knocking on the door of one of the many houses in one neighbourhood and.... The door will be opened by you.
 
The concepts of market and martin are, in my opinion, strongly interlinked.
 
sever30:


I suggest without the "can we do it this way..." the example included a random digit generator...

as in the Meta Driver countdown in the trailer of the first post.


I work in a casino. The scoreboard on the steering wheel holds 15 digits. I work 12-hour shifts. During the shift I see at least 1 time when all the scoreboard is either the same colour, or only big numbers, or even/odd. 1 hour = approximately 30 spins(games), 12 hours = 360 games. It turns out that for every 360 games there is at least one series of 15+ games "no ocata".

Forget the martin, take pity on yourself :)

 
sanyooooook:
how do you correct the situation if the simulation was wrong?


I may be wrong, but perhaps you are confusing Money Management (MM) with Risk Management (RM)

using martin or anti-martin as MM can increase profitability/returns

i.e. if last loss was within expected payoff, you may use a larger lot, but if successive losses exceeded allowable limits - strategy does not work in this time frame

 
sanyooooook:
Why learn? If a model is created (and a provisional one at that, as it is allowed to be incorrectly modelled) you can simply work with it until it starts to produce errors.
You are right. The market always goes against the crowd (the mechanism is such a majority can't win). The crowd are the pundits, advanced traders etc. - The crowd is smart. The smarter the crowd, the sillier the market (the mechanism is).
 
IgorM:


I may be wrong, but maybe you are confusing Money Management (MM) and Risk Management (RM)

using martin or anti-martin as an MM can increase profitability/returns

but as RM you should use the expectation of winning strategy and % of the deposit

In that case you need to start by figuring out what to call a martin, everyone seems to have a different understanding.
 
sever30:

it is equivalent to me flying to any country in the world tomorrow, arriving in any city, of that country, in one of the neighbourhoods knocking on the door of one of the many houses and.... the door will be opened by you.


there is a probability of that happening, only it's about 1/6000000000

I just wrote an answer to your question, the right question is half the answer (or something like that)

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