Create a simple Martingale - page 17

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They used to trade on naked charts and earned money, and now you can earn money, but people are lazy and trust robots.
 
VitaliyBerkut:
For those who don't have the patience to understand the point, I say: "I mean REPLACE LOT AFTER A LOSSHIP!!!" The other options are all nonsense!
Ready to explain why, to whom it is not clear!

I, on the other hand, am interested to know the reason for this categorical statement. If you don't mind explaining it...
 
prikolnyjkent:

But I am curious as to the reason for this categorical statement. If you don't mind - explain ...

Karoche I say people are divided by who can and who can not so Who knows how to make money on martin and who is not
 
FEAR:

I'm telling you people are divided by who can and who can't. So who can make money on martin and who can't?

It's not convincing...
 
As I wrote before, isn't a Martin a kind of MM, can't a matrin have a dynamic parameter to change the lot increment? Martin is worse because the distribution is not normal in the market. That's why anti-martin looks better than martin. If you achieve with your trades an increase in equity that is close to normal, the martin will be better. Martin is the same as MM, it's like comparing a mask and a kinematic filter, but one has a straight impulse characteristic (for example linear weighted mask), and someone has an impulse characteristic in the form of damped oscillations. In its essence, MM is the same filter but for equity. Imagine a system of such filters superimposed on each other, their impulse responses are connected by a certain function, for example, the AFC. Whether intentionally or not, I don't know, there is no discussion of the dynamic parameters of martin + in addition to the dynamic parameters of stoploop and TP.
 
FEAR:

Karoche I say people are divided by who can and who cannot.

People fall into at least two categories:

1) those who think they are divided into at least two categories;

2) and those who don't think so.

 
FEAR, with the zigzag, it is clear that it is not only the peaks and troughs (their deltas) that are important for analysis, but there is also a value such as the time of formation of a vertex. If you connect the sides of the zig-zag, then the length of these lines will have some properties. Which I have described here in the file. https://forum.mql4.com/ru/50578/page70
 
A zig-zag is at least as good as the one in this thread https://forum.mql4.com/ru/46268
 
I saw the thread yesterday, but for some reason I can't find it now, the post was there. I've seen the branch with the indicator, but the author made only increasing compression (or intentionally did not show another variant)), while I need compression not in increasing - whole numbers, but fractional less than one, that is the opposite - to expand, not to compress minutes. I'll explain later, it has to do with phase shift prognosis. https://forum.mql4.com/ru/19336 I haven't encountered any indicators that analyze dynamic phase shifts. That is, if you build, for example, an average between samples, then in some cases it is optimal to shift by a fractional part instead of a half-period, but +- by another half-period. That is, if instead of the dummy smoothing by the method of inscribed complexities the tangents to the edges connecting the adjacent samples will give additional points which will have complementary samples along the price axis, and at the same time they will have non-uniform length samples, something will be shifted a bit more, something less. Thus, we will get a function not only along the price axis but also along the "time" axis. For example, many people build the scales starting from period 1,2,3,.... and so on, but there are wands with periods of 1/2, 1/4, 1/64.... and so on, the intersection points of these shapes also have their own information. And then, adding, say, an interpolation straight line containing 1000 additional discrete points (or for example dynamically changing function as a range width, or the same tick volume as a function can be attached to these 1000 intermediate points) between samples, we will have dummies with fractional weights. And since the additional points between samples will have a non-uniform phase step, the weights of the dips or other cues, will also vary.
 
Here's an example of the intersection of the waving arms. Or any line in general. If we assume calculation on minutes, then the minimum counts are the beginning and the end of the minute, in this interval, if the lines were crossed, then how to simulate artificially "time" between the beginning and the end of the minute, when the crossing occurred. Visually, you can see, for example, if you look at the distance between the minutes in pixels, that the crossing was in the first third of this interval, but how to set this number. And how to do it also for equal-volume bars. I mean the information is in the character of crossover, though it may be difficult and not necessary, but it may be a variant of this way. For example, there is a list of moving averages from one to a hundred, for example (let us leave for the moment about non-uniform change of phase shift with increase of МА period) We have a number of points of intersection of these moving averages with each other, for example МА1 with МА2, МА2 with МА3, etc. This is the first level. Further we obtain the following structure of such intersections. We construct a list of such MAs: (MA1+MA2+MA2+MA3)/4 (this will be similar to MA2), (MA2+MA3+MA4)/4 (this will be similar to MA3). And so on, we lay out the entire spectrum of muwings. Then we look at the "similar" MAs from different structures. We can see that often the intersection of "similar" MAs from deeper structures occurs earlier by "time", or rather the coordinates of the point of intersection. More precisely on coordinates of intersection point. But it occurs inside the minimum discreteness of the reference point, i.e. if, for example, if we draw on minutes, everything changes instantaneously at the arrival of a new bar; there is no time advance and the information is seemingly useless as it does not come earlier than the zero bar. But we can judge something by these inter-counting formations, can't we?
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