Safe martingale. - page 13

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GaryKa:

No need to prove it. Check.
We take an eagle/rail system - the equivalent of each outcome is either P (profit) or L (loss). Commission, types of orders and swaps are omitted.

So, for example, we simply take a series of 4 events (out of the blue). Then we have 2^4 = 16 outcomes

1) P, P, P, P
2) L, L, L, L

3) P, P, P, L.
4) P, P, L, P
5) P, L, P, P
6) L, P, P, P

7) P, P, L, L
8) P, L, P, L
9) L, P, P, L

10) L, L, P, P
11) L, P, L, P
12) P, L, L, P

13) L, L, L, P
14) L, L, P, L
15) L, P, L, L
16) P, L, L, L

Run each outcome through a super-duper MM system (ala "safe martini", "profitable anti-martini" etc.). Rules are very diverse (just have to work equally for each outcome) - for example "increase volume of the next transaction by 1.7 *number of previous profits, if there were two consecutive losses". For each outcome we obtain its own figure of loss/profit - X. Add up all Xn: X1+X2+...+X16 = 0. If you don't have zero, recalculate again before running for the Nobel.

Any MM on simple binary game - lost/win, for series of any length - by total is always neutral, neither winning nor losing.

Wrong).
 
khorosh:
You didn't.)
Huh, that's a good one! What's there to talk about...
 
how much we can argue, let's hurry up and launch the grail, millions are not waiting
 
transcendreamer:
Let's hurry up and launch the grail, millions are not waiting.
You may send me your profitable Expert Advisor, and I will add safe incremental lot - and it will be a real grail. I will cook such a soup from the axe that you will love it))))
 
Heroix:
Huh, that's a good one! What is there to talk about...
To prove that it is possible to safely increase a lot using antimartingale, one inequality connecting three quantities is enough, and mountains of formulas are absolutely unnecessary here. Two people participating in this thread already know this inequality, and one of them has written it almost by himself.
 
khorosh: To prove the possibility of safe lot increment using antimartingale, a single inequality connecting three values is enough, and mountains of formulas are absolutely unnecessary.

What is the danger of increasing lot size with anti-marthing? If after the first profitable trade you have profit, you can correct for the next trade proportionally loss and profit / or volume, so that not to fuck up completely all profit from the first trade (i.e. we keep a part of profit from the first trade, and change parameter for the second so for the second, third trade ...). ). I think the analogy is clear. Another thing is that the first profitable deal should occur before this. And here we have our risks - and they are the most likely.

In short I recommend to count all variants for the second time, we obviously did not take something into account somewhere. The series can be shorter, like 2 (2^2 = 4 outcomes), long series for rules with dependencies like "after five losing profits/losing in a row". But the elementary thing, even with 4 outcomes, can be calculated... I don't remember anything different from zero.


 
GaryKa:

And what is the danger of increasing the lot at antimartin? If you have profit after the first profitable trade, you can correct loss and profit for the next trade, so as not to lose all profits from the first trade (i.e. we leave a part of profit from the first trade, and increase a lot for the second part, and so on for the second, third trade ...). ). I think the analogy is clear. Another thing is that the first profitable deal should occur before this. And here we have our risks - and they are the most probable.

In short I recommend to count all variants for the second time, we obviously did not take something into account somewhere. The series can be shorter, like 2 (2^2 = 4 outcomes), long series for rules with dependencies like "after five losing profits/losing in a row". But the elementary thing, even with 4 outcomes, can be calculated... I don't remember anything different from zero.


If our trade parameters do not change from trade to trade, there may be areas where anti-martingale will cause additional losses. But if the parameter ratio satisfies the safety inequality, there won't be such additional losses. And you will not need to correct the loss and profit as you suggest, you can leave them unchanged.

 
khorosh:

If our trade parameters do not change from trade to trade, there may be areas where anti-martingale will cause additional losses. But if the parameter ratio satisfies the safety inequality, there will be no such losses. And you won't need to correct the loss and profit like you suggest, you can leave them unchanged.

(left TP and SL unchanged) + (doubled the lot) = (left the lot unchanged) + (doubled TP and SL) - lot or trade parameters, it doesn't matter, you can do both.

khorosh

As you can see, profitability is higher, expected payoff is higher, recovery factor is higher, and relative drawdown is lower. Only the maximal drawdown of the anti-martin is higher, but it is quite natural: - an EA with increasing lot and an EA without increasing lot should be compared by the recovery factor - net profit/maximum drawdown.

If something is added somewhere, it means something is taken away somewhere. If you've made a safe anti-martin, it means you've clipped the wings of a classic one - an unsafe one. Let's just say it's not as profitable as the unsafe one. That is, it is in the middle between single lot trading and "unsafe" anti-martin.

But in the worst case it will have higher loss (equity amplitude) than single lot trading. That's why I disagree with yours:"in the sense that it doesn't increase risk if it's bolted onto some EA". Because, that's the grail on MM. It increases profitability, but the risks do not. Screw it then to any system 50/50 - and you are in ... ... in good ...

I cited the testing technology above. You want a "profitable" Expert Advisor, click here. Ideally, without taking into account the commission, swaps, and spread - set the stop loss/take profit the same way on any currency pair in any direction (you can change the direction of one transaction for clarity) - for example 100 points - in buy deals will be triggered a little bit more, always, everywhere and on any pair (even on the reverse). I can even mathematically justify it. Does that work for you? )))

 
GaryKa:

... into buy will trigger slightly more trades, always, everywhere and on any pair (even the reverse). I can even mathematically justify it. Does that work for you? )))

%%, please! )
 

GaryKa:

I've given you the test technology above. You need a "profitable" Expert Advisor - please. Ideally, without taking into account the commission, swaps, and spread - set a stop loss/take profit the same way on any currency pair in any direction (you can change the direction of one transaction for clarity) - for example 100 points - in buy deals will be triggered a little bit more, always, everywhere and on any pair (even on the reverse). I can even mathematically justify it. Does it suit you? )))

I am intrigued :)

If you don't mind, can you explain, why the BUY order triggers more frequently if there are equal TP/SL and opposite trades?

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