Money management strategies. Martingale. - page 6
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TheXpert писал(а) >>
If Martingale is not part of the TS as an integral part...And how is M. supposed to enter the TC. That was an oversight. I don't fully understand your point.
)) Then good luck in reducing the drawdown. I wonder, compared to what does it reduce?
You seem to be not the first day on the forum, and trying to prove something with pictures.
I'm not proving anything, yet.
I am trying to discuss the use of the so-called Martingale in TS.
And I think we will decide about the term. Where M is doubling the bet after closing the deal, and in the opposite direction, and where without closing, etc.
Personally, it reminds me of the Babylonian pandemonium.
>> By M. everyone means different things.
And how is M. supposed to enter the TC. That was an oversight. Didn't fully understand your point.
If M is part of a TC inherently, then you have to draw conclusions from the statistics of that TC.
I would not equate these TCs with the others, as I don't think it is quite right.
M. has nothing to do with the life of the market, so don't torture
Or let's simulate this.
There are two men in the market.
one will end up in the black, the other in the red.
Time passes, one is on the upside, the other is down.
Now they are again the same but each has M. (the same).
do you think the result will change this time ?
If M is included in the TS, then conclusions should be based on statistics of this TS.
If M enters inherently, then the conclusions should be based on statistics of this TS.
Still don't understand how.
Increase the size at the slightest loss?
Change direction?
The logic in the picture is roughly as follows.
1) Consider a buy signal with more than 0.8 probability. Buy.
2) Mistake is inevitable - put a buy limit. increased. and even lower too. Suddenly - a hairpin. :)
3) Put a series of sell limits with expiry time in the likely bounce zone.
Is it an integrated M in TS? Or not? I don't get it, in your definitions. :(
I will add. I find this logic for MT5 interesting.
I'm not proving anything, not yet.
I'm trying to discuss the use of Martingale in the TS.
And it seems to define the term itself. Where M. is doubling the bet after closing the deal, and in the opposite direction, and where without closing, etc..
Personally, it reminds me of the Babylonian pandemonium.
By M. everyone understands differently.
Doesn't matter whether it's before the close or after. Martin, is an increase in position when the market moves against a previous entry. For example, you opened a buy position with one lot, the price went down, you added another 1 lot. This is the same as closing a losing position and reopening upwards with 2 lots (besides paying extra spread). So we get an entry of 1-2 lots. If we add 1 more lot, it will be 1-2-3, which is also a Martin (use and consequences similar). Although in the classic sense of martin this doubling a lot, or at least increase with a fixed ratio.
it does not matter whether it is before the close or after. Martin is an increase in position when the market moves against a previous entry. For example, you open a buy position with one lot, the price goes down, you add another 1 lot. This is the same as closing a losing position and re-opening it up with 2 lots (besides paying the extra spread).
That's exactly right. It's an averaging martin, and there's also a rollover martin and a combined one.
it does not matter whether it is before the close or after. Martin is an increase in position when the market moves against a previous entry. For example, you open a buy position with one lot, the price goes down, you add another 1 lot. This is the same as closing a losing position and reopening upwards with 2 lots (besides paying extra spread). So the entrance is 1-2
I agree. Except that the moment of this very opening is left out, as are the assumptions about the possible error threshold.
Exactly right. It's an averaging martin, but there's also a rollover martin and a combo martin.
>> oooooooo
"Chips, pai potatoes, mashed potatoes, ......"
Very timely point.
I think we should define it more precisely, or better yet, label it as a class (Martingale) and highlight the types and methods in its use ( averaging, etc.).
Carl Linnaeus started with that. It made it easier for everyone to communicate. ;)
Dear Megakvotes, please add a section, like Wikipedia - terms of traders.
There you could first clarify the term in the discussion and then leave the final version.
Martingale - increasing the size of a bet (position) when losing.
Short and simple.
Exactly right. It's a martingale in the form of averaging, and there are also overturned and combined martingales.
That's what this M is. So a classification is needed for discussion?