Martingale is not evil at all, it brings profits

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Martingale, combined with a trading strategy and portfolio trading, gives a profit on the real.

See details: http://bigforex.biz/load/2-1-0-170

 

You can kill with an axe, but you can also build a house. Is an axe evil? Or is evil the idiot who dropped it on his foot eight times in a row?

Martingale cannot be evil, it is a tool, you just have to know how to use it correctly and appropriately.

 
How much discussion can we have about Martingale? It is obvious that Martingale is a variant of MM and has nothing to do with TS! On its own, it will make neither loss nor profit. But for a profitable TS it will increase the rate of profit, and for a losing one it will help to lose faster. In general, Martingale is a disguised reinvestment of funds.
 
Neutron: Apparently Martingale is a variant of MM ..... Martingale is a disguised reinvestment of funds.
Quite right, if you disregard game theory... When applied to forex it is one hundred percent MM and not a veiled, but aggressive reinvestment. When used consciously and justifiably, it gives a tangible gain
 
All right! Suppose we have a BP obtained by integrating a random variable. It is known that it is impossible to build a profitable TS in the long run on such a series. And what if the "aggressive reinvestment", when used consciously and justifiably, gives a noticeable profit in this case? No of course not - without a profitable TS no aggression will help (in this case nothing will help). My point is that the profitability of the TS is primary, and MM is secondary and even "tertiary".
 
Neutron писал (а): My point is that TC profitability is primary and MM is secondary or even "tertiary".
Well, no one is arguing with that :-) The "justifiable application" in this case implies a prior solution to the problem of correct prediction.
 
Consensus :-)
 

My version of the trade also has slight signs of Martingale elements, but it has developed independently of my desire to incorporate it into the tactic.

When trading is carried out simultaneously in several timeframes an insignificant pullback in small ones is due to a signal on a higher one and as a result a less sensitive tactic of a higher one enters the market on more favourable conditions. It is worth mentioning that the orders are placed not more than 30 min.

 
Neutron:
All right! Suppose we have a BP obtained by integrating a random variable. It is known that it is impossible to build a profitable TS in the long run on such a series. And what if the "aggressive reinvestment", when used consciously and justifiably, gives a noticeable profit in this case? No of course not - without a profitable TS no aggression will help (in this case nothing will help). My point is that the profitability of the TS is primary, and MM is secondary and even "tertiary".
By the way, about profitability. When optimized the TS gives a profit factor of more than 2. According to forward tests it is approximately 1.2. Once you connect the martingale and obtain 1.75-2.2 on the forward side. I.e. after martingale for every quid of loss you have about two quid of profit.
 
Reshetov: I.e. after a martingale, for every one quid of loss, there are about two quid of profit.
Very good point, but only with a fundamentally profitable TS.
 
Cronex:
Reshetov:That is to say, after a loss, for every one quid in loss, there are about two quid in profit.
This is a very good point, but only in case of a fundamentally profitable TS.

If on forward tests (demo and real) with fixed lot the profit factor is approximately at 2 or higher, then the martingale makes no sense, regardless of the fact that the TS is profitable in principle.


Another thing is that such profit factors most often occur only in the best optimization results. And when tested with a forwards, they turn out to be much lower.

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