Create a simple Martingale - page 18

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FEAR, now if we consider the zig-zag, the following is suggested. Given the dependence of the drunken sailor formula. Let's gather statistics of the zigzag knees, built on the basis of no rolls. For example, let's take the zigzag described here, in the branch about the drunken sailor. And build the following tables (note that the depth of sampling will not be a constant value). So the table. Column 1 - size of the knee of the zigzag (for example 20pp 40pp 80pp 100pp...), column 2 - the number of bends (the number of smallest bends further on the column connect through the root, for the appropriate size of the bends zigzag. column 3 - depth in bars, on which is found this number of bends. (or the sum of the path of lines connecting them modulo, or the sum of the angles, different options can be considered) probably do not need to say that to gain statistics on minutes for small bends, even 20-point - problemotirno on bezotkaty, because the value of the high-loy in minutes often exceeds this threshold. In other words we can take it both ways (rise and fall, it is not known what is more important). To do it we need equal-volume bars and the time component does not matter in this case, because the statistics (jumping depth of sampling) is collected not by time but by generated tops of zigzags. By the way, we can try to form bars irregular in time through a similar mechanism, the discreteness ("TF analogues") of these bars will differ, but this TF analogy will become non-synchronous in its starts and closes relatively to a lower "TF". Thus we can even try to build our own price bars with the normal distribution. But the point is still to change the dynamics of these values.
 
Nik1972:
As I wrote before, isn't a Martin a kind of MM, can't a matrin have a dynamic parameter to change the lot increment? Martin is worse because the distribution is not normal in the market. That's why anti-martin looks better than martin. If you achieve with your trades an increase in equity that is close to the normal, the Martin is better. Martin is the same as MM, it's like comparing a wand and a cake filter, but one has an impulse characteristic - like a straight line (e.g. linear weighted wand), someone has an impulse characteristic in the form of damped oscillations, whatever. Imagine a filter system consisting of such filters applied to each other with impulse characteristics connected by a certain function, for example, the AFC. I do not know if it was done intentionally or not; we will not discuss dynamic parameters of martin + StopLoss and TP in addition to them.

And as I said before Chaos has its own regularities, so if you find these regularities then the martin will be a great helper
 
Nik1972:
FEAR, now if we consider the zig-zag, the following is suggested. Given the dependence of the drunken sailor formula. Let's gather statistics of the zigzag knees, built by no rolls. for example, let's take the zigzag described here, in a branch about a drunken sailor. And build the following tables (note that the depth of sampling will not be a constant value). So the table. Column 1 - size of the knee of the zigzag (for example 20pp 40pp 80pp 100pp...), column 2 - the number of bends (the number of smallest bends further on the column connect through the root, for the appropriate size of the bends zigzag. column 3 - depth in bars, on which is found this number of bends. (or the sum of the path of lines connecting them modulo, or the sum of the angles, different options can be considered) probably do not need to say that to gain statistics on minutes for small bends, even 20-point - problemotirno on bezotkaty, because the value of the high-loy in minutes often exceeds this threshold. In other words we can take it both ways (rise and fall, it is not known what is more important). To do it we need equal-volume bars and the time component does not matter in this case, because the statistics (jumping depth of sampling) is collected not by time but by generated tops of zigzags. By the way, we can try to form bars irregular in time through a similar mechanism, the discreteness ("TF analogues") of these bars will differ, but this TF analogy will become non-synchronous in its starts and closes relatively to a lower "TF". Thus we can even try to build our own price bars with the normal distribution. But the point is in changing the dynamics of these values.

I don't think so =))) I didn't say my system is based on the zig=zag.
 
FEAR, what do you build the zig-zag on, on points, on the value of the path-slope line, or on something else? If you build on points, then after it there are non-linear residuals, on which you can also build zigzags, restoring the trend from the residuals, and so on. But, for example, on a minute chart the minimal knee of, say, 1 point cannot be built - only on a tickage, and even 10 points cannot be built, we need equal-volume bars. And if we draw from the path-inclined lines, then intermediate points will appear between the bars that are minimal in discreteness. But no one takes these points into account. They can be taken into account indirectly in the construction of the impulse response when selecting cues through the AFR, but this is a wizard. It is problematic to do it properly with a zigzag and linear wrenches.
 
ZIG ZAG
 
Why aren't you trading like that?)
 
I have a lot of ideas, but I haven't come up with them yet and I'm not really in the market right now, I'm studying for my driving license)))
 
http://physics-animations.com/rusboard/themes/22453.html I came across interesting discussions not afraid to depart from the theories. Discussed everything from quantum mechanics to Kotelnikov. Taki in the highlighted post is a bit similar to what I wrote here about intermediate values. There's not much information about filter delay and its reduction. But here's the gist. I quote: "About the delay is correct, but it is critical only in some cases. It's not right to think that it should be minutes or even hours, and you can't possibly reduce it without a fatal loss of signal quality. Yes, reducing the delay is due to the fact that the filter becomes less and less like a perfect bandpass. But nobody forbids us to slightly increase sampling frequency of a signal to allow selecting a "spare" boundary frequency of a filter, i.e. above the boundary of a signal spectrum, but below half of sampling frequency. In this case the non-ideal stepped amplitude-frequency response of the filter will not be of particular importance. Finally, the author seems to confuse non-linear distortion with distortion of the amplitude-frequency response of the filter." In particular I will highlight exactly this point:"... Yes, the decrease in delay is due to the fact that the filter becomes less and less like a perfect bandpass. But no one prohibits us from slightly increasing the sampling frequency of the signal, which would allow us to choose a "spare" boundary frequency of the filter, i.e. above the boundary of the signal spectrum, but below half of the sampling frequency. In this case, the non-ideal stepped amplitude-frequency response of the filter will not be of special importance....".
 
DYN:

By the way, why did you decide to use martingale on forex and not, for example, on roulette in the casino?

And in the casino you can use the martingale system successfully, but unfortunately we have no honest casinos, so they won't let you make money!!!
 
prikolnyjkent:

But I am curious as to the reason for this categorical statement. If you don't mind, please explain...

As one of the forum members said (sorry I don't have time to look who) Martingale is not a strategy - it's just a kind of MM, just a mathematical calculation!
The basis of this mat.... calculation should be a working strategy and if this strategy will not give 7-10 losses in a row, your deposit will steadily grow!
But do not forget that the load on the depo will also be more!!! And if you have a strategy gives more than 10 losses in a row - so it's hard to call it a strategy and Martingale also will not help!
The main thing is to take a calculator and calculate everything, and then everything becomes clear! That would be a strategy that gives a maximum of 7 losses on TF below 30M with TP and SL = 20 pips - it would be just super!
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