Safe martingale. - page 10
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You have to decide whether it's a netting position or everything else (loco-protected). In the stock market you would try that...
You hear a bell, you don't know where it is. You just want to say something. If a simple anti-martingale, then it will increase risk on a flat. Imagine a case where unprofitable trades are obtained with an increased lot and profitable ones with an initial lot. In the considered method of safe increasing of lot even in such case in general there is no additional loss at the expense of the increased lot, therefore risks do not increase, because it differs from anti-martingale by some conditions, which have not been announced here yet.
By the way, respect the other party and write in Russian, this is a Russian-language forum, and Albansky is no longer in vogue.
Some people do not understand what anti-martin, though they are constantly trying to make smoke :)
On the contrary, almost all losing trades are opened with initial lot, and after the first profitable one the lot is increased. In flat position we will have a series of losses with the initial lot, even if there are ten of them, anyway, the profit that follows will compensate this loss. The main thing here is that TP should be bigger than SL, at least 2-3 times.
But since you claim that your method is not like anti-martin, then so be it, I do not straighten with "the invention of anti-martin" (:
By the way, this is not Albansky, it is "Savinny" (old timers will understand) )))
Well, maybe I didn't say it right. The lock is a pending order of the opposite direction. If it is triggered, a lock is formed, which is immediately closed by the overlap. I hope it is clear now what I meant.) Generally, it is a pending order instead of a stop.
(I was fancy, wanted to show that I was reading carefully :-) ) . And the method probably is as follows - if the position is losing, close and come to rest. if the position is profitable, the profit in this position will be used to calculate the stop-loss (lot size) for the next position to be opened
Some people do not understand what anti-martin is, although they are always trying to make smoke :)
If we look at the opposite, almost all losing trades are opened with an initial lot, and after the first profitable one - the lot is increased. In flat position we will have a series of losses with the initial lot, even if there are ten of them, anyway, the profit that follows will compensate this loss. The main thing here is that TP should be bigger than SL, at least 2-3 times.
But since you say that your method doesn't look like antimartin, then I won't congratulate you on "inventing antimartin" (...):
By the way, it's not Albansky, it's "Saviny" (old-timers will understand)))
OK, consider that what I am proposing is an anti-martin, only to ensure that it does not create additional losses on individual plots there is some formula linking the 3 values. And if this formula is fulfilled, then using lot build-up becomes safe in any case.
By the way, your statement:"Just the opposite, almost all losing trades areopened with an initial lot" is correct for a site where a series of losing trades occurs. And imagine a case when there is a long period, where losing and profitable trades alternate and, by the law of meanness, losing trades are falling when the lot is increased. Losses at the expense of a larger lot in this section will be significant. However, if you adhere to the formula that provides safety, losses will not be incurred even in this section.
OK, consider that what I am suggesting is an anti-martin, only to ensure that it does not create additional losses on individual lots there is some formula linking the 3 values. And if this formula is fulfilled, then using lot build-up becomes safe in any case.
By the way, your statement:"Just the opposite, almost all losing trades areopened with an initial lot" is good for a site where a series of losing trades occurs. And imagine a case when there is a long period, where losing and profitable trades alternate and, by the law of meanness, losing trades are falling when the lot is increased. Losses at the expense of a larger lot in this section will be significant.
How is it here?
It can be clearly seen that the losses can be seen only in long series; the losses are compensated instantly at interleaving. And in a losing series only the first loss is compensated with a larger lot, others - with the initial one. But a profitable series is profitable, though short - with increasing lot size.
How's that?
It can be clearly seen that the losses are only felt on long series, and are compensated instantly when alternating.
I don't see any such sites here.
////// is probably the following - if a position is losing, close and relax. if a position closes profitably, the profit in that position is used to calculate the stoploss (lot size) of the next position to be opened
and my version is not correct?
Look at the volumes, you'll see. Profitable series are short, unprofitable series are longer, but the balance is growing. And in the "alternating" section, the balance grows the most.
////// is probably the following - if a position is losing, you close it and relax. if a position closes profitably, the profit in that position is used to calculate the stoploss (lot size) of the next position to be opened
and my version is not correct?