Martingale: the maximum possible chain of continuous losses/profits - page 13
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and anyway, it's complicated... I didn't need to read a free paper advertising forex in 2007... would have worked and lived my life in peace.
P.S. I had a couple of drinks:)
Expectation of the maximal chain length should be no less than 16-17, but no more than 20. I lightly touched upon it in my article on sandwich-throwing.
It would be better to say more precisely: the expectation of the number of trials when the maximal series is 16 equals approximately to 1 000 000.
But this is only the expectation. The real distribution is very blurred in relation to the mean. With a million trials the maximal series could easily be equal to, say, 25, or even much more.
In short, the answer, as usual, is from the "western" series: the maximum series is not limited.
and anyway, it's complicated... I didn't need to read a free paper advertising forex in 2007... would have worked and lived my life in peace.
P.S. I had a couple of drinks:)
Use martin + lock.
I won't say anything else, think for yourself.
Use martin + lock.
I won't say anything else, it's up to you.
bold statement, with no additional comments, neither cold nor hot... where to look, where to use
tested in 2007 office with a series length of one million
the maximum length was 18
ran the test again
-----
there is 20, next we need to modify the file
tested in 2007 office with a series length of one million
the maximum length was 18
ran the test again
-----
there is 20, next we need to modify the file
And if you put yourself down for 18-20 so as not to blow the deposit, the profit will be much lower than the bank's %%.
Yes, an event is rare enough that when you estimate the probability of 20 consecutive losses, it is very, very small before you start counting, but when there are 20 consecutive events, there is only a few left before the 21st, and the risk at that point is already enormous.
Everyone knows it, the formula is as old as the world, nevertheless everyone adds bears (or dinosaurs) to it, which I have to meet daily in the forest (or not in the forest), and strangers travelers, who go somewhere and just have to knock on my door
so there is no guarantee that it won't be 21, or 25, or even 30
Yes, an event is rare enough that when you estimate the probability of 20 consecutive losses, it is very, very small before you start counting, but when there are 20 consecutive events, there is only a few left before the 21st, and the risk at that point is already enormous.
Everyone knows it, the formula is as old as the world, yet everybody adds bears (or dinosaurs) to it, which I have to meet every day in the forest (or not in the forest), and strangers travelers who go somewhere and just have to knock on my door
Sitting by a calculator won't earn you anything. About this I wrote at the beginning of the branch - to find where there are already 10 events in a row - plus your own stock of 20 events totaling 30. Then you may have a lock on the insurance for the entire amount. And if you look at the charts will be a trend which has never been. But according to probability theory anything can happen, and if you always play to win you may get a loss.
From a practical point of view, you can play profitably if you have 700pp reserves. By periodically earning and getting a 700pp stop loss once every six months.
Once again, bare martin, without effective prediction of rate movement, is a sinker. (negative expectation because of the spread). Can you argue with the maths?
If there is a way to predict exchange rate with >50% probability, then you don't need a martin.
If there is a way to predict the rate with >50% probability, then martin is not necessary.