What is it? - page 25
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I'm a little confused...
You have one trial - from zero trades with a balance of 10000 units to the last trade in this series n(i) with a balance < 100. Is it correct?
With five trials we have, for example, n(1-5)={1000;1500;7000;400;2200}, then n_average = 2420, n_max = 7000.
But you're counting something else under n_max.
And it would be more clear in Excel, with graphs, wouldn't it?
Yes, that's how it counts and so does n_max. There is nothing much to display in Excel, because you spoke only about these 2 indicators.
In any case, I would like to know what unusual thing you found in such studies? Does a positive mathematical expectation appear? :)
In any case, I would like to know what is unusual about this kind of research? Does a positive mathematical expectation emerge? :)
"Unusual" seemed to me to be the following: Average = 1690 and Maximum = 35,000.
Это проще в MQL сделать скриптом.
если уточнить условия:
1. маржин колл считается когда не хватает денег на минимальную ставку (100).
2. После проигрыша ставки 800 снова начинаем со 100
3. если депозита не хватает на удвоение ставки, то опять начинаем со 100.
4. начальный депозит =10 000
Out of curiosity and for fun, I wrote a quick version of my martingale-on-roulette. (Martingale?)
// Excel (VisualBasic).
Take it in the trailer.
There is a slight difference in terms - there is no shortage of deposit. The instructions are inside.
A competition is announced: Who will win the most ?!!
// With a probability of 0.5, initial depo 10000, series length 10000. ANY lot size, ANY length of losing series before reset.
// Stats are not necessary to be posted, everything is pure gentlemanly on full confidence. ;-))
"Unusual" seemed to me to be the following: Average = 1690 and Maximum = 35000
It is. Just such maximum values are very rare and appear with a large number of trials (100,000 games before margin call), which by the way is problematic to simulate in Excel. If we consider the series to 1 margin, the number of spins played in it has a huge scatter from a few hundred to the same 35,000. More is possible, but very unlikely. You can probably more accurately using confidence intervals to calculate, but there is little point. imho
I've noticed two oddities:
1-я. I was away for a week (business trip) and there is silence in the thread... It turns out that either the topic is of no interest to anyone, or all has long been understood.
So maybe someone will answer my question asked here. Conclusion?
..........
2-я. All the opponents somehow easily slide around the topic of the question, and get away from addressing the key point, the so called "establishment income" (zeros, spread,
commissions, etc., etc.).
Well, they don't consider those factors to be serious obstacles in their way. What can you do about it? You have to do it yourself.
Martin doesn't speed up the flush. He is capable of stretching the game considerably if lucky at the start. I.e. he is sensitive to the t-count.
Here is an example generated in Excel. Eagle, the player always bets on the same thing (eagle for example). Initial capital is 10000. First bet is 100, then 200 in case of failure and so on by doubling. When we win we start again from bet 100. Margin call is not taken into consideration, i.e. leaving in minus is possible.
Well, let's try to check this statement.
1) We generate various series of 30,000 games (eagle, roulette wheel without zeros, 50/50, etc.) in order to find one - where we would be very lucky at the start and not only. And finally we find one that is quite suitable...
2) We wonder: What would we have seen, if our roulette wheel would have attended zero, and about every 37th move took away from our entire bet. If only it would. Here's what would happen....
3) Looks very sad. But we still have a trump card up our sleeve - Martin, which should extend our game. Checking....
results are given for Martin with steps 2,3,4 and 5. Tears....
To clarify: in every series considered, the CB row is the same, i.e. fixed.
.......
And it is only on the 17-step Martin that we get a positive result. But for some reason he is no longer happy......
Out of curiosity and for fun, I wrote a quick version of my martingale-on-roulette. (Martingale?)
// Excel (VisualBasic)
By the way. All screenshots were obtained using VBA program from MetaDriver.
More precisely - its base. Many updated (description of all modifications in comments of the module).
Main additions:
- appeared the possibility of accounting for Zero.
- The possibility of repeating a series of random variables appeared.
.....
So, everyone can reproduce and check everything himself.