From theory to practice - page 1838
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Your upturned nose says a lot)).
Better get philosophical.
How do you do it, always answering in the wrong way?
How do you manage to stick your nose in every arse?)) Amazing ability))
Martingale is not a strategy, but one way of managing the lot. Averaging with a larger lot is essentially an opportunity to improve the opening price for an aggregate position. Using martingale does not preclude you from using any strategies for entry and exit.
Try a system that uses averaging, but without averaging (where there should have been an averaging, there 1) or a stop on a previous trade and opening a new one with take where it would have been after averaging, with the same lot, 2) or in the place of adding nothing and holding the position further, take will be moved to the place where it would have been after averaging). The profit/loss ratio will be better, as a rule.
Probability is the best predictor.
Other options are based on a random outcome. Usually in the negative. Because the spread is always negative for the buyer. It doesn't matter if you are the buyer or the seller. The speculatoris always the buyer you have to understand this. The buyer loses the spread. Always.
Probability is the best predictor.
Other options are based on a random outcome. Usually in the negative. Because the spread is always negative for the buyer. It doesn't matter if you are the buyer or the seller. The speculatoris always the buyer you have to understand this. The buyer loses the spread. Always.
Probability is the best predictor.
Other options are based on a random outcome. Usually in the negative. Because the spread is always negative for the buyer. It doesn't matter if you are the buyer or the seller. The speculator is always the buyer you have to understand this. The buyer loses the spread. Always.
Test a system that uses averaging, but without averaging (where there should have been averaging, there 1) or a stop on a previous trade and opening a new one with take where it would have been after averaging, with the same lot, 2) or do nothing in the place of adding and keep the position further, take is traced to the place where it would have been after averaging). The profit/loss ratio will be better, as a rule.
And where would I be after averaging? Who knows, maybe I'll go for a walk or maybe I'll go to dinner). Are you aware that when a cumulative position closes on profit, the first order is usually at a loss. What kind of take profit can we talk about?
Where will I be after averaging? Who knows, maybe I'll go for a walk, maybe I'll go to dinner). You do know that when you close a cumulative position on profit, the first order is usually at a loss. What take profit can we talk about?
This suggests a conclusion.
we should skip the first one ;)
Test a system that uses averaging, but without averaging (where there should have been averaging, there 1) or a stop on a previous trade and opening a new one with take where it would have been after averaging, with the same lot, 2) or do nothing in the place of adding and keep the position further, take is traced to the place where it would have been after averaging). Profit/loss ratio will be better, as a rule.
Yes, I think that with stops will also work for me, but there is no desire to stretch the time, and I can not test it))) just see.
Anyway. Basic strategy defining