An advisor that is not afraid of a margin call. Who would like to try it out? - page 9
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Martingale... Anti-martingale... whatever, Yura called it nicer :)
"cybernetic regulator of water level in the toilet cistern", :) well, not just a regulator, it has a bonus - there is also integrated "cybernetic check valve", with a special feature - fast inlet, outlet - slow, which is good
(good abbreviation - "CRUW in SBU" :))
Margin in place but the depo is almost drained. I must have done something wrong.
Of course, it's not a genie out of a bottle, you have to learn how to use it.
but if you learn, it may be a genie :) especially in times of crisis ;)
(GBPJPY, 20-24/10/08, start at 1000)
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I`ve been trolling the "regulator" yesterday - today, it is quite interesting, of course there is still some work to be done.
Yura - thanks for the good, valuable idea!
This wonderful money management method is called anti-martingale. And its properties have long been studied. Positive: the time of plum can tend to infinity, as well as the rapid rise when hitting the trend. Negatives: the recovery is slower than the decline. This is the opposite method to martingale in terms of properties. One is effective in a trend, the other in a flat.
Well it only seems that all properties have long been studied. In fact trivial answers can be obtained only for trading on one instrument and in stationary conditions.
The current crisis is full proof of that. Investment institutions which hitherto relied on the "long studied properties" of this method have gone bankrupt, including Lehman Brothers Bank, which survived the Great Depression but failed in the last US mortgage bubble.
Simply put, the market has to go against the grain by a much greater distance in pips for the depo to shrink by n% than it has to go in our direction for the depo to increase by the same n%.
Yuri, please clarify this statement of yours. Preferably without accusing me of ignorance.
Yuri, please clarify this statement of yours. Preferably without accusing me of ignorance.
If the market falls by 300pp we will gain +300% to the equities, but if it suddenly rises by 100pp we will lose these 300% and go back to the initial state.
TOTAL: actually we put only sells chart has fallen by 200pp (300-100) and our deposit has not changed, And if it rises even higher, then we are in the red.
the market will fall by 300pp, we will earn +300% to the Equity, but if it rises by 100pp we will lose 300% and go back to the initial state
TOTAL: actually we put only sells chart has fallen by 200pp (300-100) and our deposit has not changed, And if it rises even higher we are in the red
It is clear. If the market moves first n pips in our direction and then n pips against us or in the opposite order, we will lose a part of our deposit. As far as I understand Yura is saying the opposite result. This is what I would like to see explained.
Yuri, please clarify this statement of yours. Preferably without accusing me of ignorance.
What's there to explain? This is elementary high school algebra, properties of non-linear functions, for which the increment and decrement of the value of the argument by the same value will be non-linear, i.e. the value of the function will not change proportionally.
What is there to explain? It's elementary high school algebra, properties of non-linear functions, for which the increment and decrement of the value of the argument by the same amount will be non-linear, i.e. the value of the function will not change proportionally.
Can you explain with an example?
I will continue the experiment. Today I funded the account, i.e. I made up for yesterday's losses from my own pocket. Let's see how it goes. Trading, as well as yesterday on three pairs:
EURUSD - buy
USDCAD - sell
USDCHF - sell
Can you explain with an example?
Better take some maths textbook for university students. They have examples and problems. Or hire a tutor. This isn't a school or a literacy course, after all.