From theory to practice - page 1837
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I am always amazed by critics of martingale when they take the most primitive option without loss limitation as an example and prove that martingale is bad. But there are a lot of variants of TS that use increasing the lot. Those who have been practicing it for a long time know that there are at least dozens of them. Critics of martingale should first study all these possible variants and work with their testing and then draw conclusions.
No, we're not criticising))) We're sort of hinting.
Criticizes the market, permanently))))
Although it sometimes goes on for several years, there's a branch about 1200 subscribers monitor, the same friggin.... 4 years and bang - 73% of everything
And the interesting thing is that the engines were not supernatural. I think in a tapering market, people get used to digging through the noise, analyzing history, and then small trends throw all the fits out of balance... Fuck knows)
No, we're not criticising))) We're sort of hinting.
Criticizes the market, permanently))))
Although it sometimes goes on for several years, there's a branch about 1200 subscribers monitor, the same friggin.... 4 years and bang - 73% of everything
And the interesting thing is that the engines were not supernatural. I think in a tapering market, people get used to digging through the noise, analyzing history, and then small trends throw all the fits out of balance... Fuck knows)
That's the primitive version, there's not even a loss limit at an acceptable level. The loss should be cut at a maximum of 20%,
In my experience, I am always amazed by critics of martingale when they take the most primitive version without loss limitation as an example and prove that martingale is bad. But there are many variants of TS that use increasing the lot size. Those who have been practicing it for a long time know that there are at least dozens of them. Critics of martingale should first study all these possible variants and work with their testing and then draw conclusions.
If you test a martingale on a gsb, then it's a d*ck. but forex is a more flat market than the gsb. that's why martingale works better on forex.
There are a couple of moments left before another naive girl is dismembered.
And that's how we live...
This is the primitive option, there is not even a loss limit at an acceptable level. The loss should be cut at a maximum of 20%,
Well, the criticism of martin, however, is not unfounded, to put it mildly. But no one is saying that you can't do it all))))
I can't use averaging, but I do it myself, but very rarely.
Well the criticism of martin, however, is not unfounded, to put it mildly. But no one says that you can't do it all))))
I can't use averaging either, and I do it myself, but very rarely.
I do not shmog). I don't shmog.
OK, so no))
And 2 identical orders on a pair is already averaging. Some people are afraid, while others are afraid to go with both martin and increase.
The maximum number of similar orders in gold during the year was 4, but this is the maximum trend of the year.
But of course, if you trade with hard short stops and super profitability, respect)) I didn't)
The use of Martin and averaging suggests only one thing, there is no strategy, it is guessing by coffee grounds
Martingale is not a strategy, but one way of managing the lot. Averaging with a larger lot is essentially an opportunity to improve the opening price for an aggregate position. Using a martingale does not preclude the use of any entry or exit strategy.
Just a couple of moments to go before you dismember another naive girl.
Spare me the details of your disgusting intimate life
spare the details of your disgusting intimate life
Your upturned nose says a lot.)
Better get philosophical.