Mr Martin and his friends - page 7
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Yeah... Here comes the locks, the "precisely calculated deposit"... Not to mention the depo I mentioned above.
What you're saying here is not a martin, it's just your MM system, a bit like a martingale.
And I find it quite amusing to see me say that I need a big depo, I get objected to it, and then they explain that they say "not enough depo for their EA".
If it were that simple, we wouldn't be talking about it at all.
Yeah... Here comes the locks, the "precisely calculated deposit"... Not to mention the depo I mentioned above.
What you're saying here is not a martin, it's just your MM system, a bit like a martingale.
And I find it quite amusing to see me say that I need a large depo, I get objected to it, and then they explain that they say "not enough depo for their EA".
If it were that simple, we wouldn't be talking about it at all.
i'm a pretty talkative one today :-)
this is what you call a martingale ? "doubling the bet after losing?" is about roulette, and 200 years ago.
They think it's a super MM just because it's what they were taught in the kitchens. The term "martin" here means the proportional management of the lot solely on the basis of current balance readings. If you increase the lot size when the deposit is decreasing (losing), it's a martingale. If you increase lots while increasing the deposit (i.e. winning) - it is anti-martingale.
People calculating lot=%depo are actually playing martingale, only they deliberately deny it. Stubbornly. They think it's super MM, simply because that's how they were taught in the kitchens.
But in topics dedicated to martin, we're not shy to call things by their proper names - calculating lots solely from balance/equity, it's a martin. Any move into the market with a known constant (e.g. put a pause,SL/TP) is mechanics and "random wandering".
I'm a talkative one today :-)
that's what you call martingale? "doubling the bet after losing??" is so about roulette, and 200 years old.
But we are not dealing with roulette, we are dealing with modern times and Forex, which did not exist when the term "martingale" was coined. The term "martingale" here means the proportional management of a lot solely on the basis of current balance readings. If you increase the lot size when the deposit is decreasing (losing), it's a martingale. If you increase lots while increasing the deposit (i.e. winning) - it is anti-martingale.
People calculating lot=%depo are actually playing martingale, only they deliberately deny it. Stubbornly. They think it's a super MM, simply because that's how they were taught in the kitchens.
But in topics dedicated to martin, we're not shy to call things by their proper names - calculating lots solely from balance/equity, it's a martin. Any move into the market with a known constant (e.g. put a pause,SL/TP) is mechanics and "random wandering".
Look, my working lot is 2000% walrus.
i.e. let's say 1 lot at a depo of 1000 and 10 lots at a depo of 10000
if the deposit is maxed out at 8000, the working lot will be 1*8
martingale?
look, my working lot is 2000% walrus
i.e. 1 lot for a depo of 1000 and 10 lots for a depo of 10000
if the deposit is emptied up to 8000, then the work volume will be 1*8
martingale?
If you are losing from 10000 to 8000, on the contrary, if you increase the lot more than 10, it is a martingale and if you decrease the lot less than 10 - it is an anti-martingale. It turns out that MM is anti-martingale.
MM is betting with the money we have. In a word - a casino. Martingale is for those who want champagne today, and anti-martingale MM-people hope to swim in champagne in 1-3-10 years (probably), (maybe) (if you are lucky).
Man, I can't wait to say the wrong thing.
Let me put it this way: Martin needs to create conditions for his work, which can be depicted in a picture somewhere like this:
The MA line here represents the value of the "compensator". And the bars represent the chattering of the price. There is no need of endless deposit or other "dancing with tambourine" if one notice one inconspicuous thing and make it into such a "compensator", around which Martin will work...
And if you just sit and watch the price going in the wrong direction with your Martin, you'll see
,... then you won't need a space depot...
I'm a talkative one today :-)
that's what you call martingale? "doubling the bet after losing??" is so about roulette, and 200 years old.
And this is not roulette, and it's modernity and forex, which did not exist when the term "martingale" was coined. The term "martin" here means the proportional management of the lot solely on the basis of current balance readings. If you increase the lot size when the deposit is decreasing (losing), it's a martingale. If you increase lots while increasing the deposit (i.e. winning) - it is anti-martingale.
People calculating lot=%depo are actually playing martingale, only they deliberately deny it. Stubbornly. They think it's a super MM, simply because that's how they were taught in the kitchens.
But in topics dedicated to martin, we're not shy to call things by their proper names - calculating lots solely from balance/equity, it's a martin. Any move into the market with a known constant (e.g. put a pause,SL/TP) is mechanics and "random wandering".
That's right. "200 years old".
Are you going to twist Pythagoras' theorem because it's so old?
I'm not arguing that if you call "martingale" calculating the lot from the balance, then you're right. But I think what most people mean by "martingale" is exactly what is written in Wikipedia, which you so scornfully derided.
In my opinion there should still be clarity in terminology. If we're talking about "one more way of MM" - no problem, you can do it both ways, you can judge a lot. But if we are talking about martingale - it is a very specific system, known for a long time, which can be easily modelled and calculated.
Man, I can't wait to say something...
...if you notice one inconspicuous thing and turn it into a "compensator" around which Martin will work...
It's already been twisted a couple of times. Pythagoras wrote: the sum of squares built on the hypotenuse equals the sum of squares built on the cathetuses. At the beginning of the last century, schoolchildren repeated: the Pythagorean trousers on all sides are equal. Now a third (or is it the fourth?), shorter formulation is used
Man, I'm itching to say too much.
Let me put it this way: Martin needs to create conditions for his work, which can be depicted in the picture somewhere like this:
The MA line here represents the value of the "compensator". And bars represent the price chattering. There is no need of endless deposit or other "dancing with tambourine" if one notice one inconspicuous thing and make it into such a "compensator", around which Martin will work...
And if you just sit and watch the price moving in the wrong direction with your Martin, then of course... then you can't do it without the space depot...
So it's already been twisted a couple of times. Pythagoras wrote: the sum of squares built on the hypotenuse is equal to the sum of squares built on the cathetuses. At the beginning of the last century, schoolchildren repeated: the Pythagorean trousers on all sides are equal. Now a third (or is it the fourth?), shorter formulation is used
Where is the twisting? Here it's just a clarification of the statement being proved.
In the case of martin - the very essence of the system changes - to get out of drawdown in one go.
There is no need to go far - in the previous post the result of different understanding of the "compensator".
In any case, if one wants to discuss something, one must define the terms, while the martingale supporters, as a rule, mean something different by this term, and it is impossible to understand what exactly it is.