Money management strategies. Martingale. - page 17
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That article is not dogma, but a guide to action.
I use a martingale for position formation when trading inside the channel, i.e. my entry is spread out. This allows to open a bit before reaching the border, but with small risk (small lot), add on the border (larger lot) and over the border (when the cooldown occurs).
Great! Practical coincidence with the one I am testing.
May I ask:
1. Which of the channels (they are different at different timeframes) do you use? Or is there a combination?
2. Small, larger lot and over the border - which one? 1-1.5-2?
3. where is the stoploss?
4. tprof.
5. Result... ;)
Yes. And with good reason. The more pips the price has moved from point A, the more likely it is that it will continue moving for some time t
I see. This law has no direct relation to the mentioned price inertia, oddly enough. Wiener processes also like to play tricks which can be erroneously interpreted as inertia.
OK, let's not go on arguing about terms then. If you have found a pattern for which you can prove that you use it profitably, I admire you.
Super! A practical match to the one I'm testing.
And may I ask:
1. Which of the channels (they are different on different TFs) do you use? Or is there a combination?
2. Small, larger and over the border - 1-1.5-2?
3. where is the stoploss?
4. tprof.
5. Result... ;)
1. I have a kind of modification, my know-how :) TF from M1 to M15.
2. I am using a ratio of 1.25. Now the system is tested on a microlot, respectively we get 0.01 / +0.01 / +0.02 inputs
3 и 4. I do not use TP, SL is technical. Starting lot may not exceed the DEPO size! I.e. if the deposit is 1000, then max start lot 0.01 and work not more than on one instrument.
5. The result is good, in tests just a look, but on the working account there are already a few bugs :(, but also some ideas on the use of MTs to exit the position.
PS. Oh, almost forgot, good results with EURUSD, EURCHF, USDCHF
1. I have a certain modification, my know-how :) TF from M1 to M15.
2. I use a ratio of 1.25. Now the system is tested on a microlot, respectively we get 0.01 / +0.01 / +0.02 inputs
3 и 4. I do not use TP, SL is technical. Starting lot should not exceed the DEPO size! I.e. if the deposit is 1000, then max start lot is 0.01 and work not more than ononom instrument.
5. The result is nice, in tests it is cool, but on the working account some bugs have appeared :(, but also some ideas about the use of MH for exiting positions.
It is instructive. Thanks for the info!
For net practice I'm using doubled counters on the other boundary.
There are almost no results yet.
The tester is misrepresenting the data and there are not many trades on the demo yet.
2. I am using a ratio of 1.25. Now the system is being tested on a microlot, so the inputs are 0.01 / +0.01 / +0.02
Let me explain this line.
The point is that I form an estimated lot and truncate it to the maximum possible amount, smaller than the estimated value, before SendOrder(). At the start it is 0.015, so I get 0.01875 and 0.0234375. Translating these values into maximum available lots, we have: 0.01, 0.01 и 0.02
I see. This law is not directly related to the mentioned price inertia, oddly enough. Wiener processes also like to play tricks that can be mistakenly interpreted as inertia.
I don't care if it's wrong or not. I'm profitable and that's it :)
How many trades do you need to determine if it's wrong? Three hundred is enough?
I don't care if it's wrong or not. I don't care if it's wrong or not.)
How many trades does it take to be wrong? Three hundred is enough?
That's good. >> that's something to admire and drink to.
P.S. Three hundred is not enough. Better a thousand and on a part of history, which is more or less varied in terms of working conditions.
And in general, everything depends on the profit factor (PF). If it is equal to five, then probably three hundred is enough. And if it is equal to three, then a thousand is better.
That's great. Now that's something to be admired and drunk to!
P.S. Three hundred isn't enough. A thousand is better.
Three hundred is real, there's a lot more historical.
Well, if you don't want to do it here, you can do it in person.
Avals: Slava, your graphs don't have to be a pure straight line. They are just statistical fluctuations, quite consistent with the nature of the process. (45+-3) thousand on the cable is not much of a fluctuation, agree. But if there had been a dip to 20 or a spike to 70 thousand, yes, it would be worth thinking about as a significant disturbance to the uniform distribution.
I'm talking about a dip in all the charts near the 0 and 50 levels. There can't be the same fluctuations at all majors and a synchronous deviation of peaks and troughs of about 10%