Machine learning in trading: theory, models, practice and algo-trading - page 3246

 
fxsaber #:

Martin is good.

I don't even know how to comment

 
Maxim Dmitrievsky #:

I don't even know how to comment

but he is.


 
Maxim Dmitrievsky #:

I don't even know how to comment

What is Martin in your definition of Martin? )))

 
Valeriy Yastremskiy #:

What is Martin in your definition of Martin? )))

name

the bot opens several trades simultaneously, if the signal persists, with the same volume, which makes it seem like a martin.
 

The problem of martingale (in the understanding of mathematics, we smoothly increase everything from internal needs and not market signals, and not just "double the lot") is that it is very easy to allow it.

Realise it imperceptibly for yourself and admire the result. Even with MO and neural network methods

 
Such wise men here
 
Maxim Dmitrievsky #:
Everyone's so wise.

I would do a self-check if I had a chart like this. If you have more than one trade at a time, it's easy to be self-deluded as to the reason for the result. And there can only be two reasons.

  1. The result is only due to a market pattern. I.e. you can break the TS into several elementary TSs (no more than one open position at a time), each of which is profitable.
  2. The result is still due to MM. And this MM can be absolutely implicit - it was not planned and, sort of, not laid down.
If the second point, then there is nothing wrong with it, because

 
Maxim Dmitrievsky #:
Such wise men here

that's what they are. If the amount of additions to a position depends on the current drawdown, it is martin. Even if it's "half a shish"

 
fxsaber #:

I would do a self-check if I had a chart like this. If there is more than one trade at the same time, it is easy to be self-deceived about the reasons for the result. And there can only be two reasons.

  1. The result is only due to the market pattern. I.e. you can break the TS into several elementary TSs (no more than one open position at a time), each of which is profitable.
  2. The result is still due to MM. And this MM can be absolutely implicit - it was not planned and, as it seems, not laid down.
If the second point, there is nothing wrong with it, because

with 1 deal it is the same, only there are fewer deals

 
Maxim Dmitrievsky #:

it's the same with 1 trade, only there are fewer trades.

Not Martin then, congratulations!

Reason: