Damned Martin - page 30
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My personal opinion - categorically against martin, even a soft ... The entry and exit signal on transactions needed more precisely 60% - then and do not bother with multiplications and refills. I do not call anyone to action))))
Perhaps the following TS would be suitable as an example, constant lot = 0.01, M5 TF, EUR/USD, from 01 01 2015 to the present time:
Perhaps the following TS would be suitable as an example, lot constant = 0.01, M5 TF, EUR/USD, 01 01 2015 to date:
Yusuf, this is not an example, it's a lure. Please tell me at least in two words what the trading principle is: how it opens, how it closes, is it indicator-based or not. If you do not mind)
Of course I don't feel sorry for you. Vitaly, if you recall, I have long maintained that along with the current (sorry, for some reason the letter sh is not being pressed) market price there is also a virtual market price. The above example is the result of the interaction of these prices, namely, positions are opened and closed when the MA (150) and the IMA (150) are crossed, where the IMA is the average virtual price. Trades are opened depending on the relative positions (higher/lower) of MA and IMA and are closed when they intersect each other or according to TP = 100 points. In this case, loss-making trades have not reached protective SL = 1000 points and were closing by the signal of MMA indicator, as we can see in the tester results.
Nikolay Gaylis:
Лично моё мнение-категорически против мартина,даже мягкого...Сигнал входа и выхода по сделкам необходим точнее 60%-тогда и заморачиваться не нужно умножениями и доливками.Никого не призываю к действию)))
Nenado Pechalitsa:
Martin is not feasible. If MO is at least 60%, a constant lot works successfully. Martin, on the other hand, gives pennies at a constant risk of drainage.
Agreed. Better to be rich and healthy than poor and sick). Give me a steady 60% of profitable trades and I'll throw away my martin.
I agree. Better to be rich and healthy than poor and sick). Give me a steady 60% of profitable trades and I'll throw away my martin.
The profit factor is more important than the number of profitable and losing trades. Let's say, in my system, PF varies from 3 to 5. That is, roughly speaking, there are 3-5 times more profits than losses with a constant lot.
Perhaps the following TS would be suitable as an example, lot constant = 0.01, M5 TF, EUR/USD, 01 01 2015 to date:
This figure killed me
When testing on control points, and even with a trawl, there are better numbers)
That figure killed me.
When tested on control points, and even with a trawl - there are better numbers)
That's only 1.76% of the deposit or 0.57% of the net profit or 2.6% of the maximum drawdown, less than 20% of the continuous win or 40% of the absolute drawdown. Are you doing better in more than 2 years of testing the TS ?
Средняя убыточная сделка -1.45*135=195.75(при минимальном лоте 0.01)если лот минимальный 0.1-то это 1950.Вопрос-какой должен быть минимальный депозит,чтобы не слиться?