For those who are convinced that all EAs with a martin are losing out. - page 21

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Figar0:
Not at all. Expert Advisors with martin are great at cutting dough, all the way up to the margin call.
Well firstly, this uncontrolled process can be stopped by limiting the maximum drawdown of any percentage of the deposit, this has already been written about, if you read the thread. Secondly, there are different modifications of stop loss advisors, when a series closes with a loss. This variant works better as you can close the last order or a series with a partial loss (profit) and here the losses are much lower. Also, this thread is not about Bernoulli. It is about the ability to effectively use martin to neutralize erroneous openings when their percentage is small enough. With the current market, when market makers have finally lost conscience and are beating candles left and right up and down, any strategy that uses stops can be killed off)
 
OlegTs:
Well firstly, you can stop this uncontrolled process by limiting the maximum drawdown to any percentage of the deposit, this has already been written about, if you read the thread. Secondly, there are different modifications of stop loss advisors, when a series closes with a loss. This variant works better as you can close the last order or a series with a partial loss (profit) and here the losses are much lower. Also, this thread is not about Bernoulli. It is about the ability to effectively use martin to neutralize erroneous openings when their percentage is small enough. In today's market, when market makers have finally lost conscience and are beating candles left and right up and down, any strategy that uses stops can be killed off)

I basically agree). The elements of martingale in money management have a right to live in trading, but not as a classical variant and not as a basic idea of trading, of course. It should not be the main idea of trading.
 
OlegTs: Also, this thread is not about Bernoulli.
Well, start talking about it. I have not yet understood how Bernoulli can help here.
 
hehehe... Was Bernoulli getting hooked on martin too? ;))))
 
avtomat:
hehehe... Was Bernoulli getting hooked on martin too? ;))))
What are you talking about, he didn't use hard drugs, he only smoked weed).
 

Added loss limitation. Forced closing of the losing series under certain conditions (time since opening of the series, loss amount and trend direction are taken into account).

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 1999.01.04 10:15 - 2013.05.17 22:59 (1999.01.01 - 2013.05.19)
ModelBy open prices (only for Expert Advisors with explicit bar opening control)


Bars in history356839Modelled ticks712324Modeling qualityn/a
Chart mismatch errors0
Initial deposit15000.00
Net profit173280.61Total profit293475.43Total loss-120194.82
Profitability2.44Expected payoff23.73
Absolute drawdown246.11Maximum drawdown41299.72 (23.07%)Relative drawdown31.35% (7150.90)
Total trades7302Short positions (% win)3627 (63.36%)Long positions (% win)3675 (62.07%)
Profitable trades (% of all)4579 (62.71%)Loss trades (% of all)2723 (37.29%)
Largestprofitable trade23465.31losing transaction-3263.76
Averageprofitable deal64.09losing trade-44.14
Maximum numbercontinuous wins (profit)21 (204.36)Continuous losses (loss)7 (-9990.60)
MaximumContinuous Profit (number of wins)26960.36 (3)Continuous loss (number of losses)-9990.60 (7)
Averagecontinuous winnings3Continuous loss2

 
OlegTs:
With the current market, when market makers have finally lost their conscience and are beating candles left and right up and down, any strategy that uses stops can be killed off)


What has that got to do with conscience? With your stops, you yourself are telling them your intention to make a trade. For the market maker, it is merely an opportunity to execute the trade you are agreeing to.
 
khorosh:

Added loss limitation. Forced closing of the losing series under certain conditions (time since opening of the series, loss amount and trend direction are taken into account).

Have you tested your Expert Advisor on the April gold fall? I think it's a good opportunity to test the martingale expert's abilities.
 
I_SPQR_I:
Did you test your expert on the April gold fall? Seemed like a good opportunity to test the martingale expert's abilities.
No. I'm using one tool so far.
 
khorosh:
No. As long as I use one tool.


well. wait for it ;)
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