Mr Martin and his friends - page 6

 
Mickey Moose:

I don't understand, are we counting either martingale or lot calculated by %

or both?

do you see a difference ? and there isn't one... :-) the anti-jaywalker.
 
Mickey Moose:

I don't understand, are we counting either martingale or lot calculated by %

or both?

Let me explain - a martingale is a lot calculated from the drawdown - it meets the target "I want to get X amount of growth in the balance".
Turn over the chart. and we see that by putting %% of balance you are saying - "at the limit, I want to achieve 0".



 
Maxim Kuznetsov:

Let me explain - a martin, it is a lot calculated from the drawdown - it withstands the target "I want to get a balance growth of X".
Turn over the graph. and see that putting %% of the balance you are saying - "at the limit, I want to achieve 0".


Okay, let me get this straight. I don't get it.


let's say I have a 1000 balance and 200 drawdown, obtained by lot 0.1

 
Mickey Moose:

Okay, let me get this straight. I don't get it.


let's say I have a 1000 balance and 200 drawdown at 0.1 lot

You don't understand why I have a 1000 balance and a 200 loss at 0.1 lot.

At 1000 balance (at its peak) you could enter in the volume of X, and after the drawdown of 200 and calculating the equity you already have X*0.99 (something less than 1). It becomes more difficult to get back than to go down. When increasing the lot you simply increase the "volatility" of the balance, i.e. the swing, but it does not decrease the risk of the "swing" going in the wrong direction. But it will be much harder to bounce back.

 
Maxim Kuznetsov:

Let's try "on our fingers"...in simple terms: balances don't like to go in the direction of increasing the lot.

If you had a 1000 balance (at its peak) you could go in with X volume, but after a drawdown of 200 and calculating the equity you got X*0.99 (something less than 1). It becomes more difficult to get back than to go down. When increasing the lot you simply increase the "volatility" of the balance, i.e. the swing, but it does not decrease the risk of the "swing" going in the wrong direction. But it will be much harder to bounce back.


I thought this was the basics, I was thinking about a different lot calculation for a martin.

 
Mickey Moose:

Oh, so that's from the very basics, I was thinking about some other calculation of lot for a martin

lot for a martin is calculated from the balance target. If the target = what I wanted to get (i.e. higher than max balance per trade) we get a classic K=2 martin.

setting lot=% of current equity is equivalent to a martin, but the "balance target=0". As a result, we see that the volatility of the balance line gradually increases until it reaches the target value.

 
Maxim Kuznetsov:

lot for a martin is calculated from the balance target. If the target = what you wanted to get (i.e. above the max balance per trade) you get a classic martin K = 2.

setting lot=% of current equity is the same as martin, but the "balance target=0". As a result, we see that volatility of the balance line gradually increases until it reaches the target value.


I tried such a robot

where each lot is x% of equity

it is possible to find very good indicators

That is, we will get the maximum lot with a limited percentage of risk with a smeared input
 
Mickey Moose:

I tried a robot like this

where each lot is x% of equity

you can get very good values.

i.e. we get the maximum lot with a limited risk percentage and a smeared input

All market robots and signals showing remarkable growth also show "snot" which more and more leads to 0 and finally kills them all. The drawdown grows non-linearly with the growth of the deposit.

This "sniffing" is caused by the notorious calculation "lot=% of funds" (balance/equity/savings). (This is such a slow, uncontrolled martingale in all its glory and horror. It's just that when the usual martin is used, this "snot" can be seen very clearly, because everything else has been smoothed out by it.

 
Maxim Kuznetsov:

All market robots and signals that show remarkable growth also show "snot", which more and more pulls into 0 and finally kills everyone. The drawdown grows non-linearly with the growth of the deposit.

This "sniffing" is caused by the notorious calculation "lot=% of funds" (balance/equity/savings). (This is a slow, uncontrolled martingale in all its glory and horror. It's just that when the usual martin is used, this "snot" can be seen very clearly, because everything else has been smoothed out by it.


The thing is that I have no idea what someone is using to generate such signals, and the authors themselves respond very aggressively when you ask them in person what strategy they are using. That's why I am speaking only about my experience. My drawdown was linear, with a given size of the trough and with small deviations.

 
Maxim Kuznetsov:

You're wrong about that. No huge amounts - martin requires a precisely calculated deposit and periodic withdrawals/replenishments. Illustration on a very classic martin: trading conditions - leverage 1:100, min lot 0.01, max lot 100, you can calculate at your leisure = for a cent account will be about 15000 cents when trading in one position, 30000 cents for lots or simultaneous two positions (depends on stops - can give or take). Smaller depot will not allow you to use martin on full, larger will either dramatically complicate the algorithms (open 2 transactions of 100 lots with min.delay and slippage), or leave part of the deposit "lying dead weight". Is $150 and $300 a "hulk" ? Although I understand, 15%/mo of $150 does not cover the overheads...you have to drive roundabouts, choose DC according to technical requirements, not just "wants".

Yeah... Here comes the locks, the "precisely calculated deposit"... Not to mention the depo I mentioned above.

What you're saying here is not a martin, it's just your MM system, a bit like a martingale.

And I find it quite amusing to see me say that I need a big depo, I get objected to it, and then they explain that they say "not enough depo for their EA".

If it were that simple, we wouldn't be having this conversation at all.

Reason: