Is martin so bad? Or do you have to know how to cook it? - page 43

 
zfs:
Martin's results are either steeply up or steeply down...

Are you sure?

Martin or not?

We can do something different, I'll give you a series of trades with a constant lot and a Martin and you can recalculate them with a Martin yourself using data from a standard one if you don't believe me. I am not motivated to blacken or praise any MM. I may be wrong in my calculations of course, but obviously unintentionally.

You should also take into account that this is equity for the year of 525600 steps.

If you have a martin, the result is either steeply up or steeply down, it can only be at a point where there are less than a hundred trades.

 
Alex_Bondar:

Are you sure?

Martin or not?

Not so sure, you need indicators.

Your curve is pretty calm, it's just increased money management, and on a martin everything is close to infinite risk. Where should be the drawdowns and takeoffs be more serious, e.g. p.13.

 
zfs:

Not that I'm sure, you need indicators here.

Your curve is pretty calm, just strengthened manimanagement, and on a martin everything is close to infinite risk. Where the drawdowns and ups should be more serious, e.g. p.13.

You probably didn't take into account that this is a "pure" martin, it multiplies the lot as 2 times the number of previous losing trades. Without taking into account the amount of funds drained during that period, and the proportionality of the free funds.

Here's an example with reinvestment. That's probably how you're used to seeing martin.


 
Alex_Bondar:

You probably didn't take into account that this is a "pure" martin, it multiplies the lot as 2 to the extent of the number of previous losing trades. Without taking into account the amount of funds drained during that period, and the proportionality of the free funds.

Here's an example with reinvestment. That's probably how you're used to seeing martin.


It may be hard to tell just from the chart, you need indicators, but it's getting better.
 
zfs:
It may be hard to tell just from the graph, you need indicators, but it's getting better.
I didn't save them. It makes no difference, they are derived from equity, but if you need it badly, next time I do the same thing with a channeler, I'll keep the "indicators".
 
Alex_Bondar:

What the hell kind of "serious brains", my dear? I have a system that averages 80 adult points a day. And as you can see from the picture it is almost perfect. It's a pure exponent with reinvestment.

I will purposely give you a steep channel and prove that it is much more stable without martin.

So you have created a grail)))?

If so, why do you need all these tests with martin, if your system is stable and profitable?

80 pips every day? How long do you take to double your deposit, if that's not a secret?

If so, you are a financial genius, or at least Wolf Messing.

I have no doubt about the visualization, but I have not seen any grail, excuse me.

 
iModify:

So you have created a grail)))?

If so, why do you need all these tests with martin, if your system is stable and profitable?

80 pips every day? During how long do you double your deposit, if it is not a secret?

If so, you are a financial genius or at least Wolf Messing.

The visualization is decent-no doubt, but I don't see the Grail yet, sorry.

Why are you being sarcastic? And what about the visual interpretation, it is only to avoid writing memoirs and ravaging the weary minds with numbers. A curve will explain everything clearly, in half a second.

Yes I created the Grail!)) Why not. And how did you think it should happen?

These are test results, not trading through a particular broker, with their song and dance. Tested on 5 years of major history. Trading conditions were taken as average, at the moment. 80 pips per day, gives on average on last year and a half of Eurobucks, to be exact on 12-13, and on the first half of 13th under 100. With reinvestment it's about right:


Grail or not? In my mind it is the very one.

I can double deposit quite a reasonable risk every week, in approximately this area extremum, higher risk only gives the illusion of increasing on short intervals, while on the long ones it presses down.

With martin I'm experimenting from purely scientific point of view, who knows, maybe there are "black swans" in the strategy space, where it beats other MM, but I haven't found such combinations, there will always be a more profitable MM in the context of long-term profitability and robustness. But no one can test the entire strategy space and digging every micro change in all their degrees of freedom, not even a small part is possible, and stochastic approaches and genetic selection, always leaves room for doubt. So I'm open to new things. But subject to the purity of the experiment.

 
Alex_Bondar: ... I created the Grail!))) Why not? How did you think it would happen?

It's been a while, the grail didn't work.

Alex_Bondar: ... I'm so wasted I've been hitting the booze for the 3rd day to take the shame away.
 
Alex_Bondar:

Why the sarcasm? And what does visual interpretation have to do with it, it is only to avoid writing memoirs and raping tired minds with numbers. A curve will explain everything in half a second.

Yes I created the Grail!)) Why not. And how did you think it should happen?

These are test results, not trading through a particular broker, with their song and dance. Tested on 5 years of major history. Trading conditions were taken as average, at the moment. 80 pips per day, gives on average on last year and a half of Eurobucks, to be exact on 12-13, and on the first half of 13th under 100. With reinvestment it's about right:


Grail or not? In my mind it is the very one.

I can double deposit quite a reasonable risk every week, in approximately this area extremum, higher risk only gives the illusion of increasing on short intervals, while on the long ones it presses down.

With martin I'm experimenting from purely scientific point of view, who knows, maybe there are "black swans" in the strategy space, where it beats other MM, but I haven't found such combinations, there will always be a more profitable MM in the context of long-term profitability and robustness. But no one can test the entire strategy space and digging every micro change in all their degrees of freedom, not even a small part is possible, and stochastic approaches and genetic selection, always leaves room for doubt. So I'm open to new things. But subject to the purity of the experiment.

GaryKa:

And the other day, the grail didn't work.

Come on)) It happens sometimes that the grail does not work.)

 
iModify:

Come on!)) Sometimes the grail doesn't work.)

It probably won't. It's all a hoax. In hindsight, it's a piece of cake to make a "grail", as I've been told by those in the know. But it will only be indicators of the insiders' profits, one of the inefficiencies they have exploited in the past.

Reason: