Create a simple Martingale - page 20

 

no it has been growing exponentially all the way up, it's just that the change from $300 to say 10000 is not visible on this graph...

the graph looked more or less the same all the time, only the roundness of the parabola and the numbers changed )))

 
Like a contest has started to see who can beat the sky on a tester or demo? ))
 
FEAR does not seem to know how to make money on martin.
 
Baronardi:

But a couple of months before that he manages to increase the deposit by 10 times...

If you add to that the proper portfolio management and timely withdrawal of profits without getting greedy... It's not a bad way to live...

And it's all thanks to Martin.

In my opinion, a profound misconception. Try to calculate the probability that the loss, which occurred on 43 trades, will not happen on the first few and you won't wipe the deposit without earning a couple of percent
 

Another thought on martin

Suppose a martin gives 200% of the maximum drawdown for the year.

take then a deposit equal to ( drawdown * 2 )

It turns out that one pair will yield 100% per annum.

Now let's take this EA and apply it to several pairs at once, thus increasing the yield by several times.

To avoid increasing the drawdown by several times, we should disable opening deals by the Expert Advisor, provided there is a drawdown on one pair, until it reaches profit.

I do not know how to describe this moment in the code

 
Any strategy, including martin, that follows the principle
"bet more to win back".
will eventually lead to losing the deposit. An example is gambling addicts who have lost money on slot machines. Have you ever seen one that even broke even?
 
Baronardi:

Another thought on martin

Suppose a martin gives 200% of the maximum drawdown for the year.

take then a deposit equal to ( drawdown * 2 )

It turns out that one pair will yield 100% per annum.

Now let's take this EA and apply it to several pairs at once, thus increasing the yield by several times.

To avoid increasing the drawdown by several times, we should disable opening deals by the Expert Advisor, provided there is a drawdown on one pair, until it reaches profit.

I do not know how to describe this moment in the code

As a rule, a margin is "set up" through a tester. If we set the condition prohibiting the tuned EA to trade (we will trade here and not trade there) - the results of tuning will be multiplied by NULL. Your speculations (on deposit loading using "multiplied" martin) lead only to decreasing the probability of "family to see your money". ;)
 
Sepulca:
Any strategy, including martin, that follows the principle
"I'd rather bet more to win back.
will eventually lead to losing the deposit. An example is gambling addicts who have lost money on slot machines. Have you seen at least one who has come to zero?

It depends on the size of the deposit and the drawdown that the martin makes.

And don't compare slot machines with trading)))) there is a known losing situation. And if an EA shows a few losses in a row over several years, then why not stick a martin ?


TarasBY:
ANYWHERE, martin is usually "set up" through a tester. If we set condition prohibiting an EA to trade (here we trade, and here we do not trade), then results of tuning will be multiplied by NULL. Your speculations (on deposit loading using "multiplied" martin) lead only to decreasing the probability of "family to see your money". ;)

Maybe I didn't put it correctly...

Suppose there is an indicator that gives signals 10 times more often than the order is closed.

And allow all 10 orders to open. For each of the following ones prescribe a different magik.

Say the first magician closed with + and the second with a minus... Therefore, one opens with 0.01 lot and the other with 0.02 lot.

When one of the orders reaches lot, say 0.32, trading in more than one order should be prohibited until it reaches profit.


I tried such a strategy on roulette. deposit growth rate increases. i bet a minimum of red, even and 1-18. as soon as the rate on one of the options increases by 4 times, i stop for the other options to put a minimum until i come out in profit on all.

The deposit growth rate increases almost 3 times, while the risks remain the same.

 
Baronardi:

It depends on the size of the deposit and the drawdown that the martin makes.

And don't compare slot machines with trading)))) there is a known losing situation. And if an EA shows a few losses in a row over several years, then why not stick a martin ?


Maybe I didn't put it correctly...

Suppose there is an indicator that gives signals 10 times more often than the order is closed.

I also allow opening all 10 orders. For each of the following ones I should prescribe my own magik.

Say the first magician closed with + and the second with a minus... Therefore, one opens with 0.01 lot and the other with 0.02 lot.

When one of the orders reaches lot, say 0.32, trading in more than one order should be prohibited until it reaches profit.


I tried such a strategy on roulette. deposit growth rate increases. i bet a minimum of red, even and 1-18. as soon as the rate on one of the options increases by 4 times i stop betting minimums on other options until i come out in profit on all.

My deposit growth rate increases almost 3 times and risks remain the same


Just think what it leads to: you show your own words: you gain 0.01 lots and your cumulative loss constantly increases by 0.02, 0.04 and there it goes. The time will come X, your initial capital will go to zero.... Prohibit, do not prohibit the maximum number of lots. In my experience, the loss should be accepted before it reaches unbelievable size. Oh, man, I sound like a priest. You have to know how to lose..........
 
Sepulca:

Just think what it leads to, in your own words, you get profit from 0.01 lots, and accumulated losses are constantly increasing 0.02, 0.04 and there we go. The time will come X, your initial capital will go to zero.... Prohibit, do not prohibit the maximum number of lots. In my experience, the loss should be accepted before it reaches unbelievable size. Oh, man, I sound like a priest. You have to know how to lose..........

If there are 5 orders in minus then the new ones will not open until they are in the plus...

In other words, you can limit entry based on how many lots are in the market now and how the last lots have closed...

Let us say to limit order opening if the market is larger than 0.15 lots or the last 0.15 lot has not reached profit and the lot will be doubled. Then the number of orders is reduced and the lot for a certain position is increased in order to avoid losses. If the profit has already been reached and the next time the order opens a position, it will not exceed 0.15 lots, the orders with the lot 0.01 to 0.15 lots can be added.

If a minus happened among opened orders, deals with double lot should be opened first, and only after checking 0.15 lot a decision should be made to open new orders...

Thus, let's say we get a 40% probability of winning.

From 10 orders in the market, 4 will be closed with a profit and 6 will be closed with a loss.

We open 6 orders at 0.02 = 0.12, passing the check, we may open three more orders at 0.01

Out of 6 at 0.02 lots 2 are on the plus side and 4 are in the red. Also from 0.01 1+ and 2 orders.

We open 4 orders at 0.04 and 2 at 0.02, the total is 0.16+0.04=0.20, new orders at 0.01 do not open, as they were not checked.

Out of 4 orders at 0.04, 2+ and 2-; out of 2 orders at 0.02, 1+ and 1-.

Open 2 orders at 0.08 and 1 at 0.4 so we get 0.12 lots we can add 3 deals at 0.01 lot.

And so on.... The bigger the drawdown, the less orders in the market... The bigger the lot increases, the smaller the number of orders...

Maximum drawdown remains the same, but profits multiply.


Now we have to find out what kind of system we should use to fit such a Martin.

Reason: