Martingale is not evil at all, it brings profits - page 8
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Although, there are no firm guarantees... For this is FOREX...
It is necessary to take into account the direction of movement, but not profit-loss, i.e. if a short trade closed with a loss, for example, to set 1 in Z-score, if it is profit, then 0. For long trades it is vice versa, i.e. profit 1, and loss 0. After that examine correlations.
Using TA the probability is not 50/50
If you flip the wrong coin, it is impossible to predict which of the two sides it will fall in the next flip. But the probability of heads or tails is not 50/50.
With TA, the odds are no longer 50/50
A lucky flip of a coin doesn't mean you're in control... You are lucky... and no more...
but we've digressed from the topic of "Martingale is not at all evil, but brings profit"... The idea of applying averaging from price consolidation level is essentially yours, Reshetov, the "Arbitrage" advisor... You've changed your mind????
A lucky flip of a coin does not mean that you are in control of the situation... You got lucky... nothing more...
Why not? The probability of 0.3 good to 0.7 bad oddly enough does not mean anything bad. But in combination with "average profit/average loss > 70/30" we can already consider that we have a stat advantage, which is exactly the ownership of the situation.
Why not? Oddly enough, the probability of 0.3 good to 0.7 bad does not mean anything bad. But in combination with "Average Profit / Average Loss > 70/30" we may already consider that we have a stat advantage, which is a mastery of the situation.
In addition, we can regulate the order value within a small range based on the TS forecast. The higher the probability the TS provides, the higher is the cost of orders. From a regular value of 10-15% of the deposit (at the calculated probability of 60-65%), the cost of orders may be increased up to 20-30% (at 90-99%).
And martingale is a clumsy fallacy.
This is the series (calculated theoretically, obtained on the tester) that determines the basic level of the bet. The bet should always be such that the deposit will withstand the longest series of failures.
In addition, you can adjust the cost of orders to a small extent, based on the forecast of the TS. The higher the probability the TS generates, the higher the cost of orders. From a regular 10-15% deposit value (at a calculated 60-65% probability), the order value can increase up to 20-30% (at 90-99%).
And martingale is a clumsy fallacy.
The price may fluctuate in a certain range for a long time, but still there comes a moment when the range limits are broken through...
Well, you can simply simulate, for example, a thousand classical Bernoulli sequences of a given length, with given probabilities of success (say, 0.3) and failure (0.7=1-0.3) - and see what a long series of failures (and drawdowns as well) are like. The generation is simple, crude, but will still give an acceptable estimate for drawdowns. It's easier than generating synthetic histories or checking the strategy on different areas...
And we don't need to do it - there are appropriate formulas in the terwer. By the way, using the tester reports as an example, we can also check whether the numbers for the maximum series differ from the average - in comparison with pure tests Bernoulli. Oh, I'm already wondering...
Well, you could just model, for example, a thousand classical Bernoulli sequences of a given length, with given probabilities of success (say, 0.3) and failure (0.7=1-0.3) - and see what a long series of failures (and drawdowns as well) are like.