What is it? - page 4

 

Neutron писал(а) >>

I guess so... Although I stand by my opinion on the uselessness of martin as a strategy and its failure as an MM method (compared to the optimal one).

It's stopouff something martin-like. And in this particular case all other MMs go haywire, because there is no profit in net pips.

I wonder what the vertical line on many charts means?

Start of monitoring. After it there is drawdown, margin and equity. Before it there is only the balance.

 
Neutron писал(а) >>

Can anyone comment on how it is possible to have income in pips in an account in the form of a random fluctuation and such a nice total in roubles in an account?

Miracles!

Distributed entry with volume build-up for subsequent order.

 
Avals писал(а) >>

Neutron, it is a martin and the drawdowns are visible

The thing is that if the position consists of a group of orders of different size, in a profitable position there will often be losing orders, so there will be drawdowns on the chart, although on the whole position drawdowns may not exist, or they are not so significant as it is shown on the chart.

 
Neutron писал(а) >>

I guess so... Although I stand by my opinion on the uselessness of martin as a strategy and its inconsistency as an MM method (compared to optimal).

Yes almost everyone uses some modification or combination of Martin and other MM methods even if they are not aware of it. It's just that martin may be different and even aggressive.

There are 3 main MM methods - fixed share, martingale and anti-martingale. The rest are their combinations.

For example: trading with fixed lot. After losses the deposit is reduced and the fixed lot becomes a bigger share of the deposit. In fact it is martingale, because the relative increase of lot at losing occurs. And when winning the opposite happens reduction of relative lot (antimartingale). I.e., trading with fixed lot combines martin and anti-martin. And it makes sense to talk about the lot size in MM only in relation to deposit or trader's total risk capital.

The dividing line between M and AM is fixed-lot trading.

 
Neutron писал(а) >>

I wonder what the vertical line on many of the charts signifies?

Start of monitoring.

 
Avals >> :

Yes, practically everyone uses some modification of martin or combination with other MM methods even if they don't realise it. It's just that martin varies in aggressiveness as well.

There are 3 main MM methods - fixed share, martingale and anti-martingale. The rest are their combinations.

For example: trading with fixed lot. After losses the deposit is reduced and the fixed lot becomes a bigger share of the deposit. In fact it is martingale, because the relative increase of lot at losing occurs. And when winning the opposite happens reduction of relative lot (antimartingale). I.e., trading with fixed lot combines martin and anti-martin. And it makes sense to talk about the lot size in MM only in relation to deposit or trader's total risk capital.

The dividing line between MM and AM is trading with a fixed lot.

Is this supposed to reduce trading to a coin game?

And if you imagine the problem differently - there is a fixed share of the deposit for the expected profit.

It's the right thing to do! :)

And here the estimation of expected profit and probability of correct entry changes...

How then?

 
Avals >> :

The dividing line between M and AM is fixed share trading.

We seem to be mixing up the concepts defined for TC and the meaning put into MM. By definition, the optimal TS maximizes the number of pips taken per unit of human time, while MM maximizes the conversion of those pips to rubles. Martin and Anti-Martin are essentially an implementation of a trend and counter-trend strategy (the choice of TS), in the Martin itself, this is a veiled MM different from the optimal one (for the worse of course).

From this point of view there is no need to confuse yourself with the complexities and intricacies of the M-f-AM chain, just understand the relationship between a particular TS and its optimal MM.

PapaYozh wrote(a) >> Start of monitoring.

I see.

 
PapaYozh писал(а) >>

The matter of fact is that if the position consists of a group of orders of different size, we will often see losing orders in case of a profitable position and hence the drawdown will appear on the chart, although the drawdown in the whole position may not exist or be as significant as it is shown on the chart.

I do not know about orders of different sizes but on the account in question the equity and free funds decrease sharply when the volume of an open position increases. At the same time the balance does not decrease and losses are sustained until the balance is fixed at a profit. All these are clear signs of Martin. imha.

 
Sorento >> :

But the estimate of expected profits and the probability of a correct entry changes...

How then?

Well, what's not clear here? One should, according to expectations, change the proportion of the deposit involved in the game.

 
Sorento писал(а) >>

is it to reduce trading to a coin game, is it done?

And if you imagine the task differently - there is a fixed share of the deposit for the expected profit.

That would be more correct! :)

But the estimation of expected profit and probability of correct entry changes...

How then?

Not quite sure what is meant :(

Neutron wrote >>

I think we mix up the concepts defined for TS and the meaning of MM. By definition, the optimum TS maximizes the number of points taken per unit of time, and MM maximizes the conversion of these points to rubles. Martin and Anti-Martin are essentially implementations of a trend and counter-trend strategy (the choice of TS), in the Martin itself, this is a veiled MM different from the optimum one (for the worse of course).

No, martin is not a strategy, it's an MM. If a person enters at the beginning of the month and refills at every 100 pips against a position with a certain lock level, for example, this is a TS. And the choice of lot at the first, second, etc. refill is an MM and in this case a martin.
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