Is martin so bad? Or do you have to know how to cook it? - page 34
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I think we're all just looking at probabilities here:))) Is "market behaviour" and the probability of movement in any particular direction such different entities?
"Market behaviour" is a structure, i.e. a set of individual movements, up and down, with certain characteristics, MO dynamics, variance, etc. But always a trade order is based on a specific prediction of price movement in one of two directions. Trading on a sideways channel is based on the assumption of zero IR and constant or at least continuous variance, the limit bounces on the channel boundaries are not placed out of the blue, but because there is a prediction that the price will turn and go in the direction of the limit.
I don't see any particular difference in predicting the dynamics of the MO and volatility or specific price direction on any of the timeframes. What MO is on one timeframe is price on another, what volatility is on one H-L candle on another, so roughly speaking there is no difference. So one still needs a little genius and correct forecasting. There is no way to do it without it, MM is post effect and not a source, one cannot make a random prediction with MM, just like one cannot reconstruct details in a low resolution image.
And martingale is a completely absurd MM. It is like a trader trying to fight the market and get back by pushing the risks to the maximum. Is it about maintaining the Equity trend? And the explosive fluctuations in risk? I can still understand those who limit the number of doublings to 3-5, but then it does not really affect the curve. But up to the mergencol, it is complete nonsense.
ZS I wasn't asking about average risk, talking about "risky places". The problem with the classical martin is that having gone to more than half of the distance between the drawdown start and the margin, the risk becomes 100%, which only Jesus or Pythia would allow.
This is the test on Eur-Usd pair -2009-2012 (not the best input parameters). The result in three years is $5K to $21m. From 2000-2009 the input parameters are different as the market model has changed significantly. The main problem is the transient at the time of parameter change.
This is a test on the 2009-2012 Aud-Usd pair. The input parameters are the same as on Euro, but there are better ones, I did not test them for comparison. The result on profit is the same.Same story. November-December 2008 change of parameters due to all known history. Relative drawdown in both cases does not exceed 70%.
Test stats are in the attachment.
This is a test on Eur-Usd pair -2009-2012.(not the best input parameters). The result in three years is $5K to $21m. From 2000-2009 the input parameters are different as the market model has changed significantly. The main problem is the transitional moment at the time of parameter change.
This is a test on the 2009-2012 Aud-Usd pair. The input parameters are the same as on Euro, but there are better ones, I didn't test them for comparison. The result on profit is the same.Same story. November-December 2008 change of parameters due to all known history. Relative drawdown in both cases does not exceed 70%.
Stats on the tests in the attachment.
Judging by the distribution of volumes it can hardly be called a martingale, so there is nothing to comment in this context. Of course we can make rough guesses concerning the logic of forecasting and money management according to the state, suppose that if there was at least a table of prices quantified by time instead of orders, the orders themselves and their values, If I had a table of prices quantized in time instead of orders, orders themselves and their volumes, I would have uploaded series to some smart software and rescaled them to show that risks should not be redistributed due to losses, but I don't have such data and it's not a classic martin that everyone argues about. If you do not know the difference between the two, then you may be wrong.
Very soon adaptive multiplier, including below 1 and any MM with a non-constant lot, will be called a Martin)) Of course, professionals with 3 years of experience already know how to make an arbitrary forecast in the market by scaling the lot taking into account only profit distribution of previous orders. If you do not know the difference between the order and the current order, you don't have to worry about it.
If I'd have seen this topic a year ago, I would have taken it seriously. I would have thought that there is an unfathomable depth and something elusive in Martin that only experts know about.
It's like promoting a heavy drug, I'm sure there are people who can deal with it (anaesthetists for example) but for a layman it's evil. It's the same with the brand "Martingale" and the safer strategies.
Judging by the volume distribution it is hard to call it a martingale, so there is nothing to comment on in this context. Of course, we can only make rough guesses concerning the forecasting logic and money management according to the state, we can suppose that if there was at least a table of price quantized by time instead of orders, orders themselves and their values, If I had a table of prices quantized in time instead of orders, orders themselves and their volumes, I would have uploaded series to some smart software and rescaled them to show that risks should not be redistributed due to losses, but I don't have such data and it's not a classic martin that everyone argues about. If you do not know the difference between the two, then you may be wrong.
Soon adaptive multiplier, including less than 1 and any MM with a non-constant lot, will also be called a Martin)) Of course professionals with 3 years experience already know how to make an arbitrary forecast by scaling the lot taking into account only profit distribution of previous orders. If you do not know what to do with the order, you cannot do it at all.
If I'd have seen this topic a year ago, I would have taken it seriously. I would have thought that there is an unfathomable depth and something elusive that only the authorities are able to understand.
It's like promoting a heavy drug, I'm sure there are people who know how to use it (anaesthetists for example) but for a layman it is evil. It's the same with the brand "Martingale" and the safer strategies.
I would have thought there was some unexplainable depth and something elusive that only authoritative traders would have access to. The state I posted three weeks ago. So all the same I insist that elements of martingale or position averaging are present in this system.
About the multiplier 2-I have never claimed that it is effective for long intervals, but if you have a high probability of statistical certainty on the pullback, you can use multipliers close to 2.
The graphs are of course superb. If that's not optimisation. Is it a martin? Or this system shows such a result by itself.
No, of course not) why do I need it? I showed you what you can get from martin and that's it, those who are interested will understand, those who are not interested can skip it.
Why did I ask about the profession? I have been trading for three years now. So I am a trader by profession. And it's interesting to argue with professional traders. It's like an engineer arguing with a surgeon about how to do a heart transplant.) By the way, I used to be an engineer, too.
This is a test on Eur-Usd pair -2009-2012.(not the best input parameters). The result in three years is $5K to $21m. From 2000-2009 the input parameters are different as the market model has changed significantly. The main problem is the transitional moment at the time of parameter change.
This is a test on the 2009-2012 Aud-Usd pair. The input parameters are the same as on Euro, but there are better ones, I didn't test them for comparison. The result on profit is the same.Same story. November-December 2008 change of parameters due to all known history. Relative drawdown in both cases does not exceed 70%.
Stats on the tests in the attachment.
I don't want to be seen as a man whose words and actions don't mix. As an engineer you remain after you start trading and nothing prevents you from being an engineer, a businessman and a trader in one person. You should not consider yourself a trader if you stare at the monitor for 24 hours and earn enough money to buy something to eat. Put your 3 years' worth of statements, you professional trader).
Who are you to prove anything to you? Why don't you throw in some more information about your bank accounts? No one knows how much I earn and they won't, there's no reason for that. I won't respond to any more posts like this.
On page 18 there is a video test of this bot, if you are interested to see it.