Martingale and anti-martingale. - page 3
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please translate what it says.... sorry veri machi senku.
the bin is smarter than this topic ))))
martin is like electricity, you can light up a house or make an electric chair... if only you had the imagination...
Due to the smart MMS, you can gain in the currency of the deposit when you have a total loss in pips. For this purpose it is necessary to guarantee at least one profitable trade under certain conditions of previous trade.
If you know where to lay the straw (which trade to bet more on), why go into a bad trade at all?
So it's not about the MMS, it's about the TS.
This is if you use a binary system (trade is trade is not).
If pyramiding is used then the situation is different, but again it is more related to TS than MM.
MM (imho) should be attached to a ready-made TS with statistics and squeeze the maximum out of the TS without exceeding the risks.
In other words, the purpose of MM is profit maximization through risk management, while the purpose of TS is profit maximization through mathematical expectation management.
If you know where to lay the straw (which trade to bet more on), why go into a bad trade at all?
So it's not about the MMS, it's about the TS.
This is if you use a binary system (trade is trade is not).
If pyramiding is used then the situation is different, but again it is more related to TS than MM.
MM (imho) should be attached to a ready-made TS with statistics and squeeze the maximum out of the TS without exceeding the risks.
In other words, the purpose of MM is profit maximization using risk management, while the purpose of TS is profit maximization using expected payoff management.
Martingale is a trading system, but it is based entirely on MM (position size management).
Martingale system cannot have a separate logical block of TS, which by itself would show expected payoff and on which MM can be applied to maximize profit,
Positive expected payoff is achieved by MM itself.
In some cases MM and TS are identical and cannot be separated, like in the case of Martin, for example.
for example in the case of martingale, i.e. one cannot separate them.
Martingale system cannot have a separate logical block of TS, which by itself would show expected payoff and on which MM can be applied to maximize profit,
Positive expected payoff is achieved by MM itself.
The problem is that the system has a lot of money in the form of a lot of money in the form of a lot of money in the form of a lot of money in the form of a lot of money in the form of a lot of money in the form of a lot of money in the form of a lot of money in the form of a lot of money in the form of a lot of money in the form of a lot of money in the form of a lot of money in the form of a lot of money.
Even with a Martin there is a TS. That's just to assess its balance is difficult because martin kaffaliruyut drawdowns, assess drawdowns on equity and you'll see the excess risks in martin.
Just martingale postpones the moment of ruin, making it binary (you are not ruined in this drawdown, so another dollar in the plus), rather than continuous, as in the work with a fixed lot.
Working with a fixed lot we can estimate a real expected payoff; by adding an MM we camouflage the real expected payoff.
So martingale may be used if the system has been evaluated by a fixed lot (those are profits in pips) and statistics allows us to expect that there will be no bankruptcy having screwed in the martin.
It would be appropriate to say that the first evaluation of TS for a future martin is a Z-account.
Although I personally am not a follower of this MM.
The problem is that the system has a lot of money in the form of a lot of money in the form of a lot of money in the form of a lot of money in the form of a lot of money in the form of a lot of money in the form of a lot of money in the form of a lot of money in the form of a lot of money in the form of a lot of money in the form of a lot of money in the form of a lot of money in the form of a lot of money.
Even with a Martin there is a TS. That's just to assess its balance is difficult because martin kaffaliruyut drawdowns, assess drawdowns on equity and you'll see the excess risks in martin.
Just martingale postpones the moment of ruin, making it binary (you are not ruined in this drawdown, so another dollar in the plus), rather than continuous, as in the work with a fixed lot.
Working with a fixed lot we can estimate a real expected payoff; by adding an MM we camouflage the real expected payoff.
So martingale may be used if the system has been evaluated by a fixed lot (those are profits in pips) and statistics allows us to expect that there will be no bankruptcy having screwed in the martin.
It would be appropriate to say that the first evaluation of TS for a future martin is a Z-account.
Although I personally am not a follower of this MM.