Negro! - page 52
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I can see why the naegral came out. Flipped Martin, assuming he's losing more than the front per trade. In a particular case yes, maybe, BUT if you measure how long the average life of a depo lasts before it goes bust, hypothetically, it will be the number by which you divide the size of the depo to get the spread. If there is an average, there is a std off. Do you get the idea?
I can see why the naegral came out. Flipped Martin, assuming he's losing more than the front per trade. In a particular case yes, maybe, BUT if you measure how long the average life of a depo lasts before it goes bust, hypothetically, it will be the number by which you divide the size of the depo to get the spread. If there is an average, there is a std off. Do you get the idea?
in fact, it is not doubling of a bet that increases the dispersion of results, but asymmetry in the values of profitable and losing trades. The greater the ratio between them, the greater the variance - the scatter of estimates of statistics (such as MO for example) from their true values.
For example, if a strategy with sl=tp has 100 trades, then the system sl=2tp needs 400 trades to estimate statistics with the same accuracy.
With martins this ratio is huge as the target is usually small and the value of a losing trade is equal to the deposit. That is why the variance of results is large and requires a huge number of deals to estimate them. By the time one collects this, the statistical advantage may have already disappeared, even if it was there.
I can see why the naegral came out. Flipped Martin, assuming he's losing more than the front per trade. In a particular case yes, maybe, BUT if you measure how long the average life of a depo lasts before it goes bust, hypothetically, it will be the number by which you divide the size of the depo to get the spread. If there is an average, there is a std off. Do you get the idea?
I wonder how you can measure the average life (the average number of trades in case of failure: the deposit is drained) of a 100 size depo on which the martin works?
ZS: if it's about the front, then part of the spread can be returned on the affiliate.
You can measure... That's what you get when you lose the spread. But that's the average...
100 quid, 0.1 lot and 2 point spread= 2 quid per lot.
100/2=50
50*0.1=5 lot.
Bottom line, you need to do a turnover of 5 lots to drain the deposit of 100 quid on the spread.
it's not really the doubling of the betting itself that increases the variance in the results, but the asymmetry in the values of profitable and losing trades. The greater the ratio between them, the greater the variance - the scatter of estimates of statistics (such as MO for example) from their true values.
For example, if a strategy with sl=tp fics has 100 trades, then a sl=2tp system needs 400 trades to estimate statistics with the same accuracy.
With martins this ratio is huge as the target is usually small and the value of a losing trade is equal to the deposit. That is why the variance of results is large and requires a huge number of deals to estimate them. By the time one collects this, the statistical advantage may have already disappeared, even if it was there.
and can you calculate what is the probability of losing on a martin after 3 or 4 trades? )
of course - after how many pips do we double?