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Yeah, that's closer to the subject.
Dependence of the decrease and increase of the lot according to the reinvestment scheme is not linear. For example, if the deposit grows, we have a geometric progression of deposit growth in case of absence of trading errors, and the lot increases correspondingly. If we have constant errors, the dependence of the deposit decrease is probably reversed. I suppose the intersection of these two functions is the optimal reinvestment percentage value if we consider the percentage of errors as an input parameter. What do you think?
The point is to predict such a reinvestment strategy that we may quickly correct the size of the deposit in case of a certain drawdown. It may be possible to predict the size of the maximum risk and the size of the loss by the same function.
But someone is ignoring this approach. And so the competition continues. True I do not know with whom and why. I only know where the result will go (If it happens of course).
The result is just around the corner ;) Soon, in a couple of weeks, the goal will be achieved.
What variant have you chosen?
I second that, on gold I only managed to triple in 9 months. It's risky to go any further.
You start doubling your depot in a week at the most, you'll see what I mean.
It's casino mode.
There is an elementary untried idea. For example: we set the risk of N trades - i.e. after N unprofitable trades the deposit is drained. Previous unprofitable trade - use depo/N for sl. A profitable trade - the lot is either only increased or remains the same, so that the deposit would be enough for N trades...
Um... I'm not sure I've made myself clear.)
It's not a good idea.
where do you see the downside?
What do you see as the downside?
The result is just around the corner ;) Soon, in a couple of weeks, the goal will be achieved.
Which option have you chosen?
The last option suggested. When the risks are overestimated, a loss is inevitable
The last option suggested. When the risks are too high, a loss is inevitable.