Martin plus loci - page 8
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1-1/(1+100)=0,99009900990099...
Cool. Just a grail. And if there is no spread? And if without a stop loss, i.e. the last one is infinity?
Also any TP will do?
Expectation will be 0, one stoploss per hundred takeprofits. Some stoploss may be the last, then there will not be enough money to open.
For lovers of locking (hedging) and martingale: :)
OK. Introduce the following strategy.....
To speed up the understanding of probability of winning by this strategy, I propose to make the following Expert Advisor, which will work in accelerated mode and with a large number of trades
Open not 2, but 50 trades at a time. SL-40 for deals with TP from 1 to 10, then with TP from 11 to 20 and SL-80 and so on - we gain 50 deals. Exactly the same for the other pair.
How can I mathematically roughly estimate the result of such a strategy, without involving martinis yet?
>How can you mathematically roughly estimate the outcome of such a strategy without yet plugging in a martini?
On a fiver you need to try it. Just a small correction to the original strategy.
We wait for the first take and then we take the loss of the remaining positions at take profit with the same step of 10.
In other words, if the remaining position has gone in the red, why wait until the fat moose triggers? It's better to minimize the loss.
After that the martin will give more profit. It's one thing to always cover -40 points, and another thing is to cover -10 or -20 points, or even 0 points (in this case we don't apply Martin).
And the lot can be increased graded, depending on the same loss. For example, at -10 coefficient is 1.5, at -20 coefficient is 2. 2.
As for the video presented, the author of this video is deluded and deludes others (unknowingly or intentionally).
1. There is no need to apply different currency pairs, as it can all be done on one currency pair - the result will be the same;
2. the author incorrectly calculated the probability of a TR triggering, in this case it is 80%;
3. the author makes substitution, he substitutes the concept of "income" with the concept of "profit";
4) He says that 95% of times he makes profit using this trading system. What does he receive in the remaining 5% of cases?
5. The author says that he has never got to the 4th losing trade. I.e. the author makes substitution between "never reached it before" and "hasn't reached it yet";
6. The title of the clip is "Forex strategy for $200 a day". The author admits in the clip that he earns by this strategy from $100 to $200 per month, then says that it is possible to "gain" $100-200 per day. Thus, the author makes another substitution and contradicts himself.
7. "The broker has no right not to execute orders" - nonsense, very much "has".
In short, it's just another "hovering over the ears of beginners".
Ok. Present the following strategy.....
Presented. I do not see anything "profitable". The strategy is not linked to the patterns of price movements, and therefore will not work profitably over a long period of history.
In short, just another "newcomer's noodle".
Obviously, the author is a bit naive to say so without even running his miracle samovar through history.)
But I think we can try to develop this idea further, as there is a definite advantage in hedging.
Obviously, the author is a bit naive to say so without even running his miracle samovar through history.)
But I think we can try to develop this idea further, as there is a definite advantage to hedging.
Could be naive, or could be deliberately "bullshitting". History will judge :)
What advantage are you talking about?
Could be naive, or could be deliberately "bullshitting". History will judge :)
What advantage are you talking about?
On a fiver, you have to try it. Just a small correction to the original strategy.
We wait until the first take is triggered, and then we take the loss of the remaining position at the take with the same step of 10.
In other words, if the remaining position has gone in the red, why wait until the fat moose triggers? It's better to minimize the loss.
After that the martin will give more profit. It's one thing to always cover -40 points, and another thing is to cover -10 or -20 points, or even 0 points (in this case we don't apply Martin).
And the lot can be increased graded, depending on the same loss. For example, at -10 coefficient is 1.5, at -20 coefficient is 2. 2.
I did it with five, unfortunately I got a stable loss. So the author of the video is quite mistaken about the profitability of his "TS".
Did it on a five, unfortunately a steady drain. So the author of the video is quite mistaken about the profitability of his "TS".
The chart doesn't look like a chart of this system. Is it a 5 sign? It's possible that the spread is high.
The take and stop are the same as the author's. 100 and 400 five digits. The spread in the five is floating, always exactly what it was at the time.
Have you seen the "chart of this system"?)