What is it? - page 5
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Wah-wah. Chopped almost 200,000 points of net profit in a year in Alpari.
You live and learn, don't you? Way to go, guys!
It's right here.
That's what I'm saying too!
I was just clarifying that Martin-Antimartin is already a strategy. After all, here we analyse the dependence of the signs of neighbouring bars, and this is already a work for TS. In general, the proper TS must obtain such equity that this equity has zero coefficient of carrelation between neighboring samples when it is detrended. Simply put, the bribes should not be interdependent. And if such dependence is nevertheless revealed in the analysis of MTS, it indicates deficiencies in the TS analysis algorithm.
Well, what is not clear here? One should change the share of deposit in the game according to expectations.
I'm kind of timid about Martin's classifications in general.
and MM comes in all sorts of ways. The optimum f depends on the properties of the TM?
Well, of course it does!
In general, the optimal f is determined by the particular TS and the property of the quoting process, and unambiguously.
What concerns the different MM, so it is exactly as different TS can be, and within one TS there can be only one MM - optimal for this TS.
Much more interesting is the answer to the question about the existence of a single (optimal) strategy for the market...
LeoV писал(а) >> Это здесь.
Thanks, Leonid, I'll have a look.
I'm not sure what you mean :(
If the person, for example, stupidly enters ...
And if with a clever look?
And thinks you've seen or waited for an 80% chance of a U-turn.
This person or bot, taking into account possible errors of assessing the entry point and tprofit
sets 0.X (as a function of the 20% risk and 30% error, for example) of the deposit, as well as pending...
We have already discussed this. ;)
I want to understand, if the results of such a system also come under scrutiny, then the verdict is Martin?
And why count it as a negative if only a notional unit of deposit would be involved in the total.
And if the risk/profit ratio becomes unacceptable - stop loss.
If the probability increases that tprofit is close - let's move it.
;)
That's what I'm saying!
I was just clarifying that Martin-Antimartin is a strategy. After all, there is an analysis of the dependence of the signs of neighbouring tricks, and it is already a work for TS.
Well, I'm looking at the Martin a little wider. The relative increase in the lot at a drawdown of the account. If we take a profit only as doubling of a position till the first profit, it is too primitive and not worth considering separately.
It's understandable - why limit yourself to positive integers? We have the whole numerical axis at our disposal!
The defect of Martin is in his short-sightedness. After all, he analyzes in fact only the result of several unidirectional last draws and completely ignores all other combinations. Obviously, with such a one-sided approach to TA, we are forced to sacrifice potential profitability for the external elegance of martin-like strategies.
It's understandable - why limit yourself to positive integers? We have the whole numerical axis at our disposal!
The harm of Martin is in his short-sightedness. After all, it only analyzes in fact the result of a few unidirectional last draws and completely ignores all other combinations. Obviously, with such a one-sided approach to TA we have to sacrifice potential profitability for the external elegance of martin-like strategies.
Do you have any other weapon against estimation errors?
Share...
And if with a clever look?
And he thinks he has seen or waited for an 80% probability of a reversal.
This person or bot takes into account supposed mistakes in assessing the entry point and tprofit
sets 0.X (as a certain function of the 20% risk and 30% error, for example) of the deposit, as well as pending...
We have already discussed this. ;)
I want to understand, if the results of such a system also come under scrutiny, then the verdict is Martin?
And why count it as a negative if only a notional unit of deposit would be involved in the total.
And if the risk/profit ratio is unacceptable - stop loss.
If the probability increases that tprofit is close - let's move it.
;)
understood what we are talking about. Selection of a lot depending on the strength of the signal, for example. For me, it is actually several systems traded in parallel, although they have a common basis. All signals are equal in one system. It is easier to analyze results, monitor the working capacity and so on. For example, in order to have an estimate of 80% it was necessary to investigate this situation separately. In another case, a different estimate and different statistics. It is possible and convenient to use them together, but in fact they have different statistics and it is more convenient to control them separately in the future. imha
It is all relative - it is more convenient to work with them. But of course the total MM may depend on much more, especially if the portfolio is traded.
Sorento писал(а) >> У Вас есть другое оружие от ошибок оценивания? Поделитесь...
Yes, there are. And there are infinitely many ways of evaluating - it would take a lifetime to try most of them! Martin represents one of many choices not the best, not the worst - some.
Once again. The optimum MM is always unambiguously defined for a particular TS (that's what a poor substitute for Martin). You, Sorento, as I understand it, are now asking about the optimal TM. Exactly it must evaluate in the best way the possible variants of events at a selected quotient and give the MTS executive block one of them - the most profitable. Good question. I have some thoughts on this.