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can we keep it out of here?
If you only martinise the spread, you can pull out almost any strategy
If you martinize only the spread, then you can pull almost any strategy
You can use both forward and reverse ones, but you can pull only spread if you use ECN, if it's standard then you can't, at least not for me, unless you raise TF, but swaps appear there)))
It's not exactly a martin, there is a forward and reverse one, but if you use them together you can only really draw the spread, on ECN, if it's standard you cannot, well, at least I never could, unless you raise the TF, but there you get swaps)))
No, not like that :-)
If you're a normal martingale, lots are calculated like this: V = C + M * 2 ^ N;
C - constant part (for some reason it is taken as 0), M - what is "marted". N - number of unsuccessful move. C+M= initial_lot
and somewhere in the forum wrote how it is more practical to calculate it taking into account slippages and swaps.
The "ideal balance" is calculated as it would be if there were no spreads+swaps+commissions+slippages.
The lot is calculated so as to reconcile the real balance with the ideal one. When the real balance updates maximum, the account restarts
No, not like that :-)
The correct way to calculate lots in a martingale is: V = C + M * 2 ^ N;
C is a constant part (for some reason everyone takes it as 0), M is what is "marted". N - number of unsuccessful step.
And somewhere in the forum I wrote about how it is more practical to calculate with account of slippages and swaps.
Well actually there can be many formulas like that. The essence is to win back losses by the last deal, at the same time to provide a certain cycle factor profit, taking into account of course also spreads and swaps. To be more precise, write it like this:
- Lot[i]=K*Summ(0,i-1)(Lot[k])
- K>1
- Profit Factor=Lot[i]/Summ(0,i-1)(Lot[k])
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Well actually there can be many such formulas. The point is to win back the losses with the last trade, while ensuring a certain profit factor of the cycle, taking into account of course also spreads, commissions and swaps. To be more precise, write it like this:
- Lot[i]=K*Summ(0,i-1)(Lot[k])
- Profit Factor=Lot[i]/Summ(0,i-1)(Lot[k])
the point is what exactly counts as a loss...
The natural loss of a bad deal? No matter what, if the strategy is not out of thin air, it will bail out by itself. Even if you just flip a coin
but what's constantly leaking is worth fighting for.
the point here is what exactly counts as a loss...
The natural loss of an unsuccessful trade - and hell with it, as long as the strategy is not made out of thin air, it will bail itself out. Even if you just flip a coin
but if it's constantly leaking, it's worth fighting for.
I agree, you need a signal. You're obviously a smart guy. All traders raise this question. Those who are not worried about the spread and commissions have a good loss. My experience is that you definitely need a signal. Without it nothing may happen. I think an ordinary trader is unlikely to understand us. I decided to create this branch in order to discuss these issues.
I agree, we need a signal. You're obviously a smart guy. All traders who are smart raise this question. Those who do not care about the spread and commissions are lucky to lose. My experience is that you definitely need a signal. Without it nothing may happen. I think an ordinary trader is unlikely to understand us. This is why I decided to create this thread to discuss these issues.
Suppose we use the averaging and each new averaging order is opened by a signal based on some indicators. How will you calculate the lot?
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