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sanyooooook gave us hope for a few hours. Some still do... Thank him for that! And the rest will come...
Can you calculate, if you don't mind, the likelihood of a drain?
By my calculations it's about 100% )
any system without an Edge has a 100% chance of losing if you trade endlessly))
What will the anti-martin do on Friday after earning an N number of profits at 5pm?
It will take a profit equal to the size of the loss on the martin.
and vice versa)
is that in words, but in reality?
No, there are a lot of different 'routes' to consider, scientifically speaking. You could try a simulation.
Just tell me the parameters of your martin: multiplication by 2, and what's the maximum number of steps?
If you know that on a Friday night (or any other day) it's not realistic to lose to a martin, will you run it?
then what else are you doing here if you're a billionaire?
In fact, if we were to phrase the topic Friday, it could be called Anti-Martin stronger than Martin?
Therein lies your grail in this interpretation of the topic's title)
In short, I will write a simulator with external parameters, and you see for yourself.
The output will be a distribution (histogram) of the number of trades to the death of the deposit.
How many half and halfs have you had? You might as well have one, you don't... Suit yourself.
I won't take the human factor into account. Where would I get it in the simplest model?