Anti-Martingale vs Martingale : Good prevails!!!

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"I go against the axe
In my hands clutching the crowbar,
As a symbol of the triumph of Good
In its struggle against Evil."
(c) F.X.AntiMartin // My translation
It's done. Finally we can rejoice at the chance to finish, that is, to clarify to the very end the topic of martingale. And the Anti-Martingale as well.
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Explaining the difference for the ignorant:
  • Martin : bets increase when you lose, when you win (or marginal lose) they go back to the base bet.
  • AntiMartin: bets increase when you win, when you lose (or marginal win) they return to the size of the base bet.
As forum practice has shown, theoretical calculations are not enough to clarify the subject. Comprehensive testing is needed.
This is precisely the purpose for which the dedicated Martin Tester was created.
Please download from the trailer. And enjoy the practical study of the properties of the above methods of money management.
The program is written in VisualBasic for Excel.
If you have any questions about managing the program parameters, feel free to contact me.
// Don't forget to let Excel use macros - otherwise you will not see any martin or anti-martin today ;)
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The main trick of the project: adjustable expected payoff. Exactly at MM different from 0.5 it makes sense to go to improvement of MM. So we do... :)
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So, let's test it and share our impressions...
Files:
martin-tester.rar  32 kb
 
Note: The constant lot game can easily be simulated by setting the multiplication factor == 1.
 
"Let's have a road race against off-roading and negligence" oops, what am I doing?
 
Like vodka, sex and rock'n'roll in normal people, so on here specifics - lock, TA and martingale. And then there's the whole... "eternal".
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))) Wow - even the rhythm of the phrase is respected.
 
Nice toy. Thank you!
 
MetaDriver >>:

  • Мартин : ставки возрастают при проигрышах, при выигрыше (или предельном проигрыше) возвращаются к размеру базовой ставки.
  • Анти Мартин : ставки возрастают при выигрышах, при проигрыше (или предельном выигрыше) возвращаются к размеру базовой ставки.

Martin or anti-martin, it's about nothing.

The main thing is the probability of the event, if the probability increases after a failure, we raise the bets, if on the contrary it drops, we do it differently.

The idea of martin itself is not profitable, but systems that seem to resemble this principle are quite capable of making profit. It doesn't matter if it's a martin or an anti-martin, if you know how to calculate probability, then you need to manage volume.

 

Anti-Martingale vs Martingale : Good prevails!!!


I would even say: ... gloating!
 
rumata1984 >>:
Прикольная игрушка. Спасибо!

Yes, please.

One more note: the tester will be improved. Next steps: calculation of drawdowns, max continuous wins/losses, batch testing a la optimization and maybe something else. Suggestions for improvement are accepted without limitation.

 
Svinozavr >>:

Я бы даже сказал: ... злорадствует!
Well, maybe just a little. ;)
It's not about celebration, it's about visual clarity. I was recently surprised to find that Antimartin is very profitable, even with a uniformly random series length. Much more profitable than Martin, in particular (of course, with the same, at the same positive expectation).
Until then I thought that only when the average length of series is greater than random. Well, as a sequence of losses on the flat and gains on the trend (or vice versa). That's how it is.
 
MetaDriver cps , I was just reading about another grail - I came to the conclusion that if you do not use Martingale you increase the total spread with more trades, it's trivial, but for the past month I've been analyzing my trading on the demo and I clearly see that the more I trade, the less effective my account is increasing :)))))

Why? Because spread pulls down the deposit and it almost doesn't matter what the technique itself is, the spread comes out on top. For example, if we open 1 order daily, then 250 orders will be opened during a year. With a 2-point spread, we lose 500 points on the spread. In other words, we initially have minus 500 points that we have to win back. That is why it is practically impossible to win them back. So it won't matter how to interchange Buy and Sell and how to automate parameters of the Expert Advisor, we will hardly manage to balance the deposit in a good smooth profit. But it's very easy to get a good smooth negative position in testing of Expert Advisors. <br/ translate="no">
 
vasya_vasya >>:

Мартин это или Антимартин, это ни о чем.

Главное же в вероятности события, если вероятность растет после неудачи, ставки поднимаем, если наоборот падает, поступаем иначе.

Сама по себе идея мартина прибыли не приносит, но системы внешне напоминающие подобие этого принципа вполне способны приносить прибыль. Не важно, мартин это или антимартин, если вы умеете рассчитывать вероятность, значит вам нужно управлять обьемом.

What am I saying? :) Exactly! That's what it takes to get a feel for which direction to steer volumes at different probabilities.

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