Non-fitting system - main features - page 12
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No. The analysis shows that the loss is inevitable. And not only because at one moment there will not be enough money for doubling, but because there is a spread. That is, a large initial capital and a small lot is not a panacea. Martin is a sinker.
That's great. Now imagine you are given a strategy, you don't know it's a martin. With the help of an optimiser you investigate it (the martin is implemented through constant lots). The result is beautiful. Bet on the demo - it is excellent. Bet on the real - great plans are implemented.
What we got in the end, on backtest works - yes. On forward, yes. What's the problem? The problem is the idea and the idea alone.
That's great. Now imagine that you are given a strategy, you do not know that it is a martin. With the help of an optimiser you investigate it (the martin is implemented through constant lots). The result is beautiful. Bet on the demo - it is excellent. When you bet for real, the great plans will be fulfilled.
What we got in the end, it works on the backtest - yes. On forward, it works. What is the problem? The problem is in the idea.
If it is not a secret, how the martin is implemented in this system through fixed lots?
the only indication is that there are no external parameters and that's about it ? :о)
I think we need to be clear on that, too.
Why external? How are they different from internal? Did the author decide at one point that they could be left out? What was the basis for that decision? Was the system not fitting?
What are the signs he decided on ?
That's great. Now imagine that you are given a strategy, you do not know that it is a martin. With the help of an optimiser you investigate it (the martin is implemented through constant lots). The result is beautiful. Bet on the demo - it is excellent. Bet on the real - great plans are implemented.
What we finally got, it works on Backtest - yes. It works on forward - yes. What's the catch? The problem is in the idea and only in it.
It can't be there. If I research a martin through an optimiser (even if I don't know it's a martin), I'm bound to have it flush. Drainage is a property of it.
I'm not a Martin supporter, but I'm not against it either.
The long-playing Martin is designed in such a way that a loss will only occur on a 1000 pips move without a 50 pips pullback.
Yes, someday this will happen and the system will fail. We look at the price history of the last 20 years. We see that this has not happened in the last 20 years. We understand that it may happen tomorrow. The question is, should we bet on the real or not?
If it is not a secret, how is the martin implemented in this system through constant lots?
As an option: lot 0.8 = 8 * 0.1
Here's a long-playing Martin - designed so that a loss will only occur on a 1000 pips move without a 50 pips pullback.
So that's 19 doubles?
If it is not a secret, how is martin implemented in this system through fixed lots?
You can almost always see the martin in the tester, as the lots are increasing. But if you open by 1x10 lots, by the reverse scheme - 10x1 lot, it will be harder to detect in the tester. The example is just to cut off the analysis of the system by the profit chart.
Recommend literature on stochastic markets (if available).
It's better to start with methods. I'm studying this one now. Very interesting points, especially in the chapters about wavelets and multifractal analysis.
It's hard to program, though. But, for example, there is really something in correlation integrals...
Everyone is responsible for that, including you :) And on the subject I answered at the very beginning, the only indication is the absence of external parameters and only so. :о)
It is clear that what is meant here is the absence of implicit external parameters as well.
An auto-optimiser system falls under the definition of such a system. That is, it optimizes itself. Since this does not distinguish this system from others, apart from the complexity of implementation, this attribute is questionable.