Probability, how do you turn it into a pattern ...? - page 93
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I brought your answer from another thread. https://forum.mql4.com/ru/35063/page18
After 2.5 years, do you have any results? Is the system viable, or have you tweaked it to suit you?
There are results. I think not in the form in which Dmitry expounded, and he did not set it to the end. I finalized it for myself. Although "improved" is too vague an expression. I have found a system of orders from which I may select the necessary order at the end of "the first cycle".
There is one major disadvantage - Martin. Martin is dangerous.
...
One fat disadvantage is martin. Martin is fucking dangerous.
It's not dangerous. Don't let a large transaction volume "hit you" with all its "weight" at once and that's it... "Smear it"...
It's not dangerous... Don't let a big deal "hit you" with all its "weight" at once - that's all... "Smear it"...
It's called delaying your end.
The very fact of trading not based on the market situation, but actually at random, i.e. establishing your own reference point for further action, is already quite a risky venture, and then there's the monkey. If you spread it around, sooner or later the margin may not be enough.
This is called "delaying your end".
The very fact of trading not based on the market situation, but actually at random, i.e. setting your own reference point for further actions, is already a risky enough venture, and then there is the monkey. Sooner or later the margin may not be enough.
I wonder if this confidence of yours in a GUARANTEED loss on Martin means the same GUARANTEED doubling of the deposit by some anti-Martin trader?
And if not, why not?
Because you can't... а... ah... ©White Eagle
You, Comrade Funny_kent, are now like Yusuf, pushing his imho nonsense everywhere he goes. There is a thematic thread, so why bring it here?
If trades are mirrored and lots are the same - YES - it almost doubles opponent's opponent's loss. "Almost" - because minus the spread. But the same trades, but different money management will result in a completely different equity picture.
But that is not the point! One of them will sell first, and then after some time the other one.
Because you can't... а... ah... ©White eagle...
... Provided the trades are mirrored and the lots are the same - YES - it will almost double during an opponent's partner's flush. "Almost" - because it's minus the spread. But the same trades, but different money management will result in a completely different equity picture.
But that is not the point! First one of them will sell, and then after some time the other one.
What kind of horror is this? And we're screwed everywhere.
This branch here is just the right one... - "PROBABILITY". And that probability is a very interesting thing...
Let's say the euro goes up. And it touches 1.3300.
It touches it and goes back... by exactly 2 points... just by the spread. That's when I bought it... exactly at 1.3300 (theoretically). And I increased stops on this position at a distance of 50 points from the opening price (1.3250 and 1.3350).
Question: what is the probability of catching a loss, if the price does not know, did I buy with a spread 2 when the bid was rolled back to 1.3298 or did I buy with a zero spread, when the bid was 1.3300? Something tells me that in both cases the probability of catching a los will be the same... And the spread in it (in this particular example) will play the LAST ROLE...
What kind of horror is this, eh!... And we're getting screwed everywhere.
This branch here is exactly the right one... - "PROBABILITY". And that probability is a very interesting thing...
Let's say the euro goes up. And it touches 1.3300.
It touches it and goes back... by exactly 2 points... just by the spread. That's when I bought it... exactly at 1.3300 (theoretically). And I increased stops on this position at a distance of 50 points from the opening price (1.3250 and 1.3350).
Question: what is the probability of catching a loss, if the price does not know, did I buy with a spread 2 when the bid was rolled back to 1.3298 or did I buy with a zero spread, when the bid was 1.3300? Something tells me that in both cases the probability of catching a los will be the same... And the spread in it (in this particular example) will play the LAST ROLE...
If you're counting points, pittance to your strategy...
Quite the opposite...
I am objecting to the claim that the spread is a BENEFIT for the trader. The spread is too small to have a decisive impact on trading results...
Quite the contrary...
I am objecting to the claim that the spread is a BENEFIT for the trader. The spread is too small to have a decisive impact on trading results...