A study on the applicability of martingale using simulations of the coin game - page 5
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Don't you feel sorry for your time? ) in the market you need to look for predictable inefficiencies rather than coin tosses, then martingale will be justified
the second option - to have unlimited funds and minimum profit
the third option - martingale on martingale. divide your deposit into n parts, after each loss put the same marting system with an increased risk
Otherwise, you take a random and randomly drive, and the results will be random.
Don't you feel sorry for your time? ) in the market you need to look for predictable inefficiencies rather than coin games, then the martingale will be justified
the second option - to have unlimited funds and minimum profit
the third option - martingale on martingale. divide your deposit into n parts, after each loss put the same marting system with an increased risk
Otherwise you take a random one and use a random one and the results will be random.
No, I think it is a useful experiment.
1) Why do you need a martingale if you already have predictable efficiencies?
2) the second option has been found out to be impractical
3) I doubt it will give you an advantage
4) the results are not random, but accurate experimentally verified, i.e. it is direct evidence.
No, I think it's a useful experiment.
1) Why do you need martingale if you already have predictable efficiencies?
For example, if there is a pattern that on average after the 5th signal out of 5 we get a profit by increasing the lot on a martin. And if we don't increase it, there will be no profit
And the max deviation should not exceed 10 losing signals in a row, for example... so there is no point in trying to guess, just look in the Strategy Tester, it will be faster)For example, if there is a pattern that on average after the 5th signal out of 5 we get a profit, increasing the lot on a martin. And if we don't increase it, we won't have a profit
and max deviation no more than 10 losing signals in a row, for example... so there's no point in trying to guess, just look in the tester, it'll be faster)I don't know, I don't know, it's a dubious pattern, common sense says you can't count on it.
Also on a pattern of this kind - on Mondays, from the 5th to the 14th, in the summer months, the trend is the same as yesterday with 86% probability.
I don't know, I don't know, it's a dubious pattern, common sense says you can't count on it.
Also on a pattern of this kind - on Mondays, from the 5th to the 14th, in the summer months, the trend is the same as yesterday with a probability of 86%.
What else can you think of? Reducing? Some kind of tricky conditions like "At a drawdown in x increase once until the drawdown is over".
I redid the program and tested it; it does not work either, there is no advantage, the wait is still zero.
Finally, I will try Donald-Natanson, and I think I will stop here (I have already tried almost everything) and make conclusions.
Donald Nathanson - same thing, no advantage, zero expectation, only slightly more dispersion. I don't want to attach the results (and they are not interesting here).
Forum on trading, automated trading systems and strategy testing
Donald - Nathanson
Stanislav Aksenov, 2017.11.13 07:49
Couldn't you just explain the essence of the whole system in one sentence - if the last trade is losing, then the next lot is increasing by a certain value, if the last trade is profitable - the next lot is decreasing by a certain value.
Conclusion - martingale does not give any advantage in any form. It can be used to prolong the pleasure for a longer period of time, but you will not make money with it. You can also draw a nice graph with the balance line going upwards and that is probably the end of all its useful features.
Donald Nathanson - same thing, no advantage, zero expectation, only slightly more dispersion. The results are too lazy to attach (and nobody here is interested in them).
Conclusion - martingale gives no advantage in any way. It can be used to prolong the pleasure for a longer period of time, but it does not allow earning money. You can also draw a nice graph with the balance line going upwards but that is probably the end of all its useful features.
Martin.
When it becomes unsinkable, maybe I will open a signal. Don't forget to subscribe.
You only had 4,603 trades and I had 2 billion ))) and no tweaking in the tester. So I can see whether the martin is working or not.
You only had 4,603 trades and I had 2 billion ))) and no tweaking in the tester. So I can see better if the martin is working or not.
No argument - you know better.