A study on the applicability of martingale using simulations of the coin game - page 6
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You only had 4,603 trades and I had 2 billion ))) and no tweaking in the tester. So I know better if the martin is working or not.
And what does the fitting look like 7
And what does fitting 7 look like?
Well, it's very easy, in that it's easy to come up with a strategy when you know how the price has behaved in the past. It doesn't take much work to do it.
Well, it's very easy, in that it's easy to come up with a strategy when you know how the price has behaved in the past. It doesn't take much work to do it.
Yes. This test is running as originally planned, without optimisation.
If you want, I can do optimization.
The trick is that it's a martin.And that's just the framework, it gets better from here.
Well, it's very easy, in that it's easy to come up with a strategy when you know how the price has behaved in the past. It doesn't take much work to do it.
I disagree with this statement.
Forex processes are known to have a "memory" property, i.e. they are non-Markovian and I think not many people in the world, even based on historical data, can say that everything is clear to them in the price formation process. A non-Markovian process as a system of integro-differential equations is much harder to study.
But in the case of a Markov process, which you are considering (when states 0 and 1 have equal probabilities) - here it is just as simple. At any given time the price can go up or down with equal probability. Here everything is unambiguous - no matter how hard you try, because of the spread and commissions (like zeros in the casino) you will always sooner or later be in the red ^)))))
And that's just the framework, it gets better from here.
Try to run it on any other tool, and it won't look so pretty anymore. You say you run it without optimization, as it is))))
I disagree with this statement.
Forex processes are known to have a "memory" property, i.e. they are non-Markovian and I don't think there are many people in the world, even based on historical data, who can say that they understand the pricing process. A non-Markovian process as a system of integro-differential equations is much harder to study.
But in the case of a Markov process, which is what you are considering (when states 0 and 1 with equal states) - here it is just as simple. At any given time the price can go up or down with equal probability. Here everything is clear - no matter how hard you try, because of the spread and commissions (like zeros in the casino) you will always sooner or later be in the red ^)))))
I was going to write a lot of stuff, but I changed my mind.
It all works out when you stop listening to others and keep it simple. because that's the way it is.
Try running it on any other instrument and it won't look so pretty. You say you run it without optimization, as it is))))
You're strange, I ran it on what I looked at.
Once again, for all readers of this forum and this particular thread:
Only trading strategies based on the analysis of a set of historical (integral) and current parameters can bring any positive result. All strategies based on the analysis of current parameters ONLY (current price, current variance, current correlation coefficient, etc., etc.), such as Bollinger bands, Martingale, all kinds of oscillators based on Fourier transforms - are doomed to failure.
Once again, for all readers of this forum and this particular thread:
Only trading strategies based on the analysis of a set of historical (integral) and current parameters can bring any positive result. All strategies based on the analysis of current parameters ONLY (current price, current variance, current correlation coefficient, etc., etc.), such as Bollinger bands, Martingale, all kinds of oscillators based on Fourier transforms - are doomed to failure.
)))))))))))
Why didn't you write that before, I didn't know ))
That's it, luck is always with me now.