Is martin so bad? Or do you have to know how to cook it? - page 50

 
omg fsplm, I'm laughing my ass off.)
 

Calculated a 50/50 chance, using the usual formula - the maximum number of tails falling nine times in a row.

Now let's calculate the lots

0.01

0.02

0.04

0.08

0.16

0.32

0.64

1.28

2.56

But is it efficient to always trade with 0.01 lot or is it better to put money in the bank - it will work out more.

 
In my opinion matrin is a horrible thing that just forces you to risk your capital exponentially. As you understand it has its merits, but it is an unreasonable risk. How many times have I used it and then in the end I gave it up again and again.
 
iteration:
In my opinion matrin is a horrible thing that just forces you to risk your capital exponentially. As you understand it has its merits, but it is an unreasonable risk. I have used it so many times before, but I failed again and again in the end.
I don't know how many times I used it, and then I gave it up again in the end. I have been working on it for a long time now, and I'm not sure how to use it.
 
Zeleniy:
Any strategy put out in the media brings losses if not used properly. Martin can make good profits if you understand it and use it correctly.

When evaluating a martin it is important not to confuse the soft with the warm.
If the Martingale method is a trading strategy, as discussed in the video above in this thread, then this is a sure path to losing the deposit (such a strategy can be stably winning only when the deposit size allows well oh-so-many times doubling the bet. But in this case the ratio of the profit to the deposit size will be so insignificant, that the profit can be considered as almost zero).
If the Martingale method is one of MM tools, its competent application is justified. Moreover, if we talk not about the name, but about the principle itself, the essence of this method is the basis, if not for the majority, then at least for a significant part of applied MM methods.

P.S. I think the Martingale method's sonorous name is to blame for all the hype, arguments and debates... If it were called something simpler, like "a method of money management, based on....", and there would be less heat of passion.

 
SWA:

When evaluating a martin it is important not to confuse the soft with the warm.
If the Martingale method is a trading strategy, as discussed in the video above in this thread, then this is a sure path to losing the deposit (such a strategy can be stably winning only when the deposit size allows well oh-so-many times doubling the bet. But in this case the ratio of the profit to the deposit size will be so insignificant, that the profit can be considered as almost zero).
If the Martingale method is one of MM tools, its competent application is justified. Moreover, if we talk not about the name, but about the principle itself, the essence of this method is the basis, if not for the majority, then at least for a significant part of applied MM methods.

P.S. I think the Martingale method's sonorous name is to blame for all the hype, arguments and debates... If it were called something simpler, like "money management method based on....", there would be less heat.


It sucks).

 
zfs:


That sucks).

Tell me about it.)

recovery factor 7.45

Z-count is 2.97.

2900 trades

and I'm about to get killed for an avalanche here)

MT5 certainly gives unlimited possibilities for testing, on 4 was like a blind kitten.

 
awkozlov:

Calculated a 50/50 chance, using the usual formula - the maximum number of tails falling nine times in a row.

Now let's calculate the lots

0.01

0.02

0.04

0.08

0.16

0.32

0.64

1.28

2.56

But is it efficient to always trade with 0.01 lot or is it better to put money in the bank - you get more.

i don't think your results are good enough. 9 times in a row is too good, how many iterations?

If you want to trade with lots more than 0.01, the system itself is not good enough for earning. Indeed, the guaranteed profit tends to zero. You need a decent basic strategy, correct entry and exit points in the market. And here it makes sense to use martin. The market is not only a good one, but also a good one, which is a good one.)

Документация по MQL5: Стандартные константы, перечисления и структуры / Торговые константы / Свойства сделок
Документация по MQL5: Стандартные константы, перечисления и структуры / Торговые константы / Свойства сделок
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Стандартные константы, перечисления и структуры / Торговые константы / Свойства сделок - Документация по MQL5
 
awkozlov:

Calculated a 50/50 chance, using the usual formula - the maximum number of tails falling nine times in a row.

Now let's calculate the lots

0.01

0.02

0.04

0.08

0.16

0.32

0.64

1.28

2.56

But is it efficient to always trade with 0.01 lot or is it better to put money in the bank - it will work out more.

I have been doing martingale for a long time. In all my versions of EAs it takes me a maximum of 9 orders to make a profit. This is confirmed by testing on the entire history since 1999. So it is 9 for a reason?
 

By the way, Martingale can be used in longs on stocks without leverage. Long term.

A stock has a nice feature - if it has halved in price, it is worth twice as much).

So the lot can be doubled by spending the same amount. Thus, it is sufficient to allocate a specific, fixed amount to one issuer.

It's certainly exotic, but in some cases you can get a good deal. There are known cases - 2008.

Reason: