Martin plus loci - page 11

 
Tantrik:
https://forum.mql4.com/ru/46596/page234 screenshot. And there is nothing cryptic - eu forecast 60%, pound forecast 60 - 70%, dollar index (think euur) forecast 60-70%, euro pound forecast 60% are probabilities individually, but the total is over a hundred.
I see, so the usual averaging is the forecast going over a hundred?)
 
OnGoing:
I see, so the usual averaging is the prediction going over a hundred)?
no you don't - I have graphical forecasts - just forecasting the euro pound has a probability of something like 6-7 entries out of 10, and taking into account everything I listed above you get 11 out of 10 (just kidding)
 
Tantrik:
No you don't - I have graphical forecasts - just forecast the euro pound has a probability of about 6-7 entries out of 10, and taking into account everything I have listed above you will get 11 out of 10 (just kidding)
Well, well)
 
OnGoing:
I assure you, just got in the way of the eurofound)

Eurofound? ))) This pair is not involved in the process in any way )))) Moreover, you can trade e.g. AUDUSD+NZDUSD, USDJPY+EURJPY and USDCHF+USDCAD))) It's the same everywhere)))
 
artikul:

Eurofunt? ))) This couple is not involved in the process in any way )))

What makes you say that? Isn't it because they are both bai)

Then you only think you're not involved)

 

OK, guys, I'm out of the world's umbilical cord for the day)

So write via airmail)

 
OnGoing:

What makes you say that? Isn't it because they are both bai)

Then you only think you're not involved)


And it doesn't occur to you that the second buy is a coup after the elbow has been worked out? )))
 
artikul:
Slinger )))) Although if you do the opposite and refine it a bit - you get a win-win strategy with low risks )))) The only sensible idea in the whole video - the use of positively correlated pairs)))
How it is reversed a little? Can you elaborate?
 
DmitriyN:
It is a bit reversed, how? Can you give us more details?


Well firstly changing places SL and TP )))) This strategy is lousy because it cuts profit and increases losses )))) Do the opposite, although I now use TP - 55 pips and SL - 13 instead of 10 and 40 as the author )))) It's just my belief in Fibo, which by the way works quite well. But that is not even the point. In short, we take two pairs that move the same way, we open buy on one of them out of the blue and open sell on the other. We set SL and TP, then by SL levels we set stop orders in the opposite direction, but without SL and TP. And we wait. There are only two possible developments:

1. Only one SL has triggered (and along with it a stop order). In this case we obtain two open positions in the same trend direction. One of them, if the movement is strong, will be closed by a TP, while the other position, with a decent profit, will be protected only by a bi-currency lot for the other pair, since a stop-loss order of the opposite direction will hang there. If we are away from the terminal for a couple of days, then we will detect either a large profit on one of the pairs or a bicurrency lock with a symbolic non-growing loss. What should one do with a profitable position? It can be traded or transferred to a Buy position and closed, for example, at the end of the day.

2. Both SL have triggered. This is sad but not horrible. ))) We set the same SL and TP again but set stop orders with an increased lot so that if one TP triggers, the previous losses are covered. The size of this lot is calculated by my script. I do not use stupid multiplication by 2 as in Martin, and accurately increase positions according to allowable lot size, i.e. not by multiplication, but by addition. The deposit easily withstands up to fifteen dozen first-rolls, though usually it ends up with two or three. It is just difficult for volatile pairs to stay in the 26 (13+13) pips range for a long time. I think that since the SL is based on the fibo-number, the psychology of the crowd that grabs every level works. Then a flat break occurs and we go back to two pairs in one direction with larger lots. )))

That's the strategy)))

 
What a load of crap. If we accept price behaviour as random walk, no martin will give positive mathematical expectation, this fact is proven and there is no point in arguing about it. It remains that the strategy initially has positive mathematical expectation. I checked that an EA built on the same principles without martin fails the forward test, everything is as usual. This leaves me with the wrong axiom that price behaviour is described by a random walk.
Reason: