Martin plus loci - page 2
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Eliminate locks - fixing losses when opposing positions are opened. This reduces the volume of trades. Zero counter margin requirement is eliminated. Profits/losses and entry/exit points remain in place.
We look at the result... and all that is left is martin in its classic form.
Eliminate locks - fixing losses when opposing positions are opened. This reduces the volume of trades. Zero counter margin requirement is eliminated. Profits/losses and entry/exit points remain in place.
We look at the result... and all that is left is martin in its classic form.
...
However with respect to our rams, the increase of the position volume can be substantially reduced by moving away the favorable outcome, increasing TR SL for the total position in the case of unfavorable outcome (damn tautology) will not consider it, there is also a significant drawback, TR is so remote from the current moment, that it can not wait in this life.
...
That's exactly what's happening. At Sell you increase lot on margin and move TP away at Buy.
The trick is that the SL is shortened and this allows you to double the lots in one order and not in every rollover.
The disadvantage is that the SL is much shorter than the TP and according to the probability theory, the SL is more likely to trigger than the TP. The result will be the same as for standard martin - a relatively long flat on the scale of your order grid, which will eat up all the margin and the rest of the deposit.
Pavel Ivanovich, maybe in the morning?
I sleep in the morning.
I sleep in the morning.
So am I.
valenok2003:
About your row: 1 3 4 6 8 12 16 24 32 48
The row is completely unsuitable for abuse. Firstly: it is too short. Secondly: it is too "rigid". Third: the build-up in the series has to be mathematically justified, and you have no justification. Fourth: the series should be dynamic (it should change depending on the situation during the trade), but yours is static. Fifthly: how many profitable trades do you want to lead to a profit of the trade cycle? If one trade, then it's a total dipshit. Sixth: the series should take into account the statistics of price movements, you do not have any accounting.
And so on.
Both martin and loki are there, but it works.
Both martin and locks are there, but it works.
It's a good thing. But, for automatic trading. The ratio of average loss trade to average profit trade is immediately striking(not everyone will understand this).
Yury, have you tried to design a system for manual or semi-automatic trading with fewer trades and higher expected payoff based on this principle?