Safe martingale. - page 2

 
khorosh:
I should clarify what I mean by martingale in this case. - Increasing the lot size under certain conditions (that is the secret) with a certain ratio (for example 1.5 and above, rather than reinvesting, where the ratio is calculated on the value of current funds). The safe variant does not use the non-stop increasing of the lot size until the series profit. In this variant both stops and takes are used. Each deal is closed either at stop or take. So, I have given some basic data to guess how a safe martingale is working and what conditions should be observed to avoid increasing risks.
NJ That is, we have a system, in which each next entry is not associated with the previous one, and we just increase the lot if I lose? For the simplest example: MA crossing, we enter, stop loss is triggered, at the next crossing we increase the lot?
 

Martingale moves losses from the zone of frequent small to the zone of large and rare.

Therefore, the only way not to lose with martingale is to move losses to the zone of such rare losses that they will never appear. However, the deposit requirement increases considerably, and it is not worth the effort.

I used to calculate if I take classical martingale with doubling bets then in order not to lose once in 100000 martingale cycles (that much is enough for life) with 95% probability I would need a deposit of about 30M initial bets.

So screw the martingale to any Expert Advisor, take a deposit of 30M times the single win - and you will never lose. But does it make sense to keep such a deposit for the sake of getting only 100K unit winnings with 95% probability (note, not with 100%) over a lifetime ?

 
Maxim Romanov:
That is, we have a system where each next entry is not associated with the previous one, and just increase the lot when you lose? Using the simplest example: MA crossing, we enter, stop loss is triggered, at the next crossing we increase the lot?

Well you want me to reveal the essence of the method right away. That's not interesting). You should carefully read my previous posts and think.

You contradict yourself, you write: "in which each next entry is not associated with the previous one, and simply increase the lot when you lose".

 
George Merts:

Martingale moves losses from the zone of frequent small to the zone of large and rare.

Therefore, the only way not to lose with martingale is to move losses to the zone of such rare losses that they will never appear. However, the deposit requirement increases considerably, and it is not worth the effort.

I used to calculate if I take classical martingale with doubling bets then in order not to lose once in 100000 martingale cycles (that much is enough for life) with 95% probability I would need a deposit of about 30M initial bets.

So screw the martingale to any Expert Advisor, take a deposit of 30M times the single win - and you will never lose. But does it make sense to keep such a deposit for the sake of getting only 100K unit winnings with 95% probability (note, not with 100%) over a lifetime ?

You should read my previous posts and others to avoid asking these questions. You are repeating yourself. I wrote:"The safe variant does not use uninterrupted lot increase until the series is in profit. This option uses both stops and takes.Each trade is closed either on a stop or a take."So referring to your calculations is simply inappropriate.
 
khorosh:
You have to read my previous posts and others to not ask these questions. You are repeating yourself. I wrote:"The safe variant does not use uninterrupted lot increment until the series is in profit. This option uses both stops and takes.Each trade is closed either on a stop or a take."So referring to your calculations is simply inappropriate.
If previous trades are closed at stop, then the take on subsequent ones should be pushed back much further than if they had worked together. That's why this scheme doesn't work.
 
Alexandr Murzin:
When a Martin triggered a few stops, it will be difficult to get out of a losing position. And if there are several stops in a row? Usually, martins work without stops, it's pan or bust.

It's not "normal", it's averaging martins. Normal is as originally intended for a roulette game, only one bet and until it's paid off, there can't be another.


Alexandr Murzin:

If previous trades are closed on stop, then take profit much further than if they would work together. Therefore, this scheme does not work.

Or increase the lot, with a constant TP. In order for a classic martin not to fail (not the averaging one, but the one where only 1 trade is always opened), one needs not only a huge initial deposit, but also TP/SL ratio >> 1, otherwise even one loss will gobble up several smaller TPs in a row.

 
Alexandr Murzin:
If previous trades are closed on a stop loss, then subsequent trades must be taken much further than they would have been if they had worked together. Therefore, this scheme is not working.
It's your scheme that doesn't work. My scheme is different from yours and it works. Already tested it in one of my EAs.
 
khorosh:
You have to read my previous posts and others to not ask these questions. You are repeating yourself. I wrote:"The safe variant does not use uninterrupted lot increment until the series is in profit. This option uses both stops and takes.Each trade is closed either on a stop or a take." So referring to your calculations is simply inappropriate.
By doing so, you are simply limiting the transfer of losses to the rare zone. And you just get more losses... The essence of the calculation does not change. Martingale does not change expected payoff. So, if you do not have fanaticism, it does not make any difference. If "with fanaticism" - then either the system fails or the deposit is so large that the sense of using the TS is lost.
 
khorosh:
It's your scheme that doesn't work. My scheme is different from yours and it works. Already tested it in one of my EAs.

Testing period ?

And what difference does it make with or without martin?

 
khorosh:
It's your scheme that doesn't work. My scheme is different from yours and it works. I have already tested it in one of my experts.

Oh, there are so many topics like this. Someone comes along and says - I've got a system, it works! But I'll save the suspense.

It's in the hope that they'll be persuaded to share it with a cat in a poke. Well, anyone can talk like that. We must also create a theme "I sit on a mountain of gold from my grail, but I save the intrigue" or "I created a grail, looking for an investor. It's all a lot of airplay.

Reason: