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Does the martingale system really work?

  • #421
  • Dec 8, 2013 11:43am Dec 8, 2013 11:43am
Ok here is version 2

Changelog:

-added spread feature (in cash not pips)
-added max trade feature (it will simulate until it hits that number of trades or until it runs out of data, leave it to 0 if you want to simulate on the entire database)
-fixed the interface a little bit
-fixed a few minor bugs

Attached Image (click to enlarge)
Click to Enlarge Name: X.png Size: 60 KB


Attached Image (click to enlarge)
Click to Enlarge Name: x2.png Size: 628 KB


--------------------------
Attached File(s)
File Type: zip MARTINGALE TESTER V2.zip   9.1 MB | 895 downloads
"There's a sucker born every minute" - P.T. Barnum
  • #422
  • Dec 8, 2013 11:47am Dec 8, 2013 11:47am
Add the margin requirment.
No greed. No fear. Just maths.
  • #423
  • Edited 6:19pm Dec 8, 2013 11:49am | Edited 6:19pm
So, Proxy, you're gonna say that slippage and spread will somehow dissolve tripling the account on average?
You wrote that freakin program you fuckin tell me what loss I get in that screen. YOU TELL ME!!!!!!
http://data3.floomby.com/files/previ...ugrgUOzs4A.jpg
The single most important factor is having control of your own life.
  • #424
  • Dec 8, 2013 11:53am Dec 8, 2013 11:53am
Hell of a something, I ain't Dr. Evil sitting here, screwed up your tester in a couple of seconds!
The single most important factor is having control of your own life.
  • #425
  • Dec 8, 2013 12:21pm Dec 8, 2013 12:21pm
Here are charts with data and corresponding results for those who are too laze to try a couple of different combinations:
http://data3.floomby.com/files/previ...5hZWtbCaeA.jpg
http://data3.floomby.com/files/previ...t8ZXs8wpYw.jpg
http://data3.floomby.com/files/previ...zccSJY3YSA.jpg
http://data3.floomby.com/files/previ...klcuk2qRjg.jpg
The single most important factor is having control of your own life.
  • #426
  • Dec 8, 2013 12:24pm Dec 8, 2013 12:24pm
Quoting Proximus
Ok here is version 2 Changelog: -added spread feature (in cash not pips) -added max trade feature (it will simulate until it hits that number of trades or until it runs out of data, leave it to 0 if you want to simulate on the entire database) -fixed the interface a little bit -fixed a few minor bugs {image} {image} -------------------------- {file}
Of course, Proxy, you didn't get much from betting 0.1% and withdrawing 25% every 15 trades - that's just ridiculous!
The single most important factor is having control of your own life.
  • #427
  • Edited 12:54pm Dec 8, 2013 12:42pm | Edited 12:54pm
Quoting PipMeUp
Add the margin requirment.
Does that matter ? I mean you get that cash back after you finished the "trade", thats just a "good faith sum", so it doesnt mess up the statistics.So as the leverage (since i dont simulate the margin call), that's why it is counted in $ , not in pips.

It would take me much more time to make a complete simulation with pips, leverage and margin requirement.But this is still very accurate, and you get the idea, the profit value may not be 100% accurate to real life situations,but pretty close to it, but the result is.If you manage to win in the simulator you will probably win in the market too (if you consider the slippage, which is very important), but if you fail here you will certainly fail in the market.

Quoting Mikkk01
Hell of a something, I ain't Dr. Evil sitting here, screwed up your tester in a couple of seconds!
Why are you so sure about that.You may get some profit sometimes, which is absolutely in the deck too, but you will get more times losses.

Just by merely trying out 10 combinations (picked at random), i bet that more of them will show up negative profit.

You are just selecting the good methods but completely ignoring the bad ones.

This is just 1 set of data, with a unique distribution, what makes you think that the market will behave the same way as this, we know that the market is not totally random, so the distributions will be a bit more different.


-So if you win the first 10 sessions of martingale and lose the 11'th one you are good, and walk away with profit...

But thats equivalent, and has the same probability as:

-Lose the first session of martingale and win the next 10 ones,except the fact that after you lose the first one you will have no money for another 10

You understand my point?
"There's a sucker born every minute" - P.T. Barnum
  • #428
  • Dec 8, 2013 12:58pm Dec 8, 2013 12:58pm
Quoting Proximus
{quote} Does that matter ? I mean you get that cash back after you finished the "trade", thats just a "good faith sum", so it doesnt mess up the statistics.So as the leverage (since i dont simulate the margin call), that's why it is counted in $ , not in pips. It would take me much more time to make a complete simulation with pips, leverage and margin requirement.But this is still very accurate, and you get the idea, the profit value may not be 100% accurate to real life situations,but pretty close to it, but the result is.If you manage to win in...
No, my dear!
You can't understand that in order to make something work you'll have to fine tune it - that's what I did. You still say it's irrelevant, well, that's just funny cause now you're disregarding your own tester. And btw you're choosing a TS variations randomly too? Trading is all about choosing good method and ignoring bad ones.
Point is that I wrote to put only 1/10 of your capital for trading in one account - you can't read or what - I told to read THOROUGHLY???
[that's very conservative and the probability of blowing 10 accs in a row is extremely low]

Guys are you serious here or just wanna make me go nuts? This WORKS and here is evidence if you deny evidence I have nothing to talk about with you.
The single most important factor is having control of your own life.
  • #429
  • Dec 8, 2013 1:11pm Dec 8, 2013 1:11pm
Once again all your arguments just doesn't apply as we've seen here almost 400% profit. Let's say it'll be even 10 times less - 40% - from lousy martingale - this just works.
The single most important factor is having control of your own life.
  • #430
  • Dec 8, 2013 1:21pm Dec 8, 2013 1:21pm
Quoting PipMeUp
Add the margin requirment.
I'm sorry, mister, but from all your comments I got the only one thing: you think that you're smart as hell and I'm an idiot, that's why you didn't read my posts and that's why everything you wrote so far is absolutely useless crap.
Read first [THOROUGHLY] than comment.
The single most important factor is having control of your own life.
  • #431
  • Dec 8, 2013 1:46pm Dec 8, 2013 1:46pm
Quote
Does that matter ? I mean you get that cash back after you finished the "trade", thats just a "good faith sum", so it doesnt mess up the statistics.So as the leverage (since i dont simulate the margin call), that's why it is counted in $ , not in pips.
It may... depending on the level of the martingale, your starting bet size and your allowed leverage. It can happen you won't be able to open the next doubling trade, short on margin. You'd have to start from x1 again and everything collapses. In real life a bigger SL would solve this issue but the 1500 trades would then take forever because the TP gets as big.

Quote
-Lose the first session of martingale and win the next 10 ones,except the fact that after you lose the first one you will have no money for another 10
No he cannot understand that. He just tries and find (he will always find) a set of parameters that would have worked on this one single realization. Of course the same parameters won't work the next time; when you will trade them. Or they will because in the end that's just a matter of luck (since there is no edge).

Blowing the 10 accounts is exactly the same probability as flipping a coin 10 times heads. Unlikely, but may happen. You can also, with the same probability (1/1024), win in the 10 games. Usually you will destroy 5 of them and the other ones may or not cover the loss. Just by random chance. In average the net result is ZERO +/- your luck.

Quoting Mikkk01
{quote} I'm sorry, mister, but from all your comments I got the only one thing: you think that you're smart as hell and I'm an idiot, that's why you didn't read my posts and that's why everything you wrote so far is absolutely useless crap. Read first [THOROUGHLY] than comment.
I did read all of them. I did read this thread from post 1.
At first I thought you were a troll. After I thought you were schizophrenic (seriously). Now I indeed think you're a stubborn idiot. That's the worse of the three.
No greed. No fear. Just maths.
  • #432
  • Dec 8, 2013 1:48pm Dec 8, 2013 1:48pm
Quoting Mikkk01
{quote} No, my dear! You can't understand that in order to make something work you'll have to fine tune it - that's what I did. You still say it's irrelevant, well, that's just funny cause now you're disregarding your own tester. And btw you're choosing a TS variations randomly too? Trading is all about choosing good method and ignoring bad ones. Point is that I wrote to put only 1/10 of your capital for trading in one account - you can't read or what - I told to read THOROUGHLY??? [that's very conservative and the probability of blowing...
Ok Mikkk 1 more chance to prove yourself.It is interesting how you go around the problem and ignore a few key stuff here.

I will program the software to simulate more than 1 session of martingale, so that means that after you rolled the first sessions with this data:

Quoting Mikkk01
{image} {image}
You have the profit, and roll that back inside for another session which will start from where the data was stopped last time.

So if you got 3900$ from 1000$, the second session you start with 3900$ and continue based on the database where it was finished last time.


Then we can simulate more than 1 sessions and we see who gets an overall money and an overall loss ok ,deal?
"There's a sucker born every minute" - P.T. Barnum
  • #433
  • Edited 2:04pm Dec 8, 2013 1:52pm | Edited 2:04pm
Quoting Proximus
{quote} Ok Mikkk 1 more chance to prove yourself.It is interesting how you go around the problem and ignore a few key stuff here. I will program the software to simulate more than 1 session of martingale, so that means that after you rolled the first sessions with this data: {quote} You have the profit, and roll that back inside for another session which will start from where the data was stopped last time. So if you got 3900$ from 1000$, the second session you start with 3900$ and continue based on the database where it was finished last time....
Nope!

Make amount of money taking after first blow up customizable!!!

Then deal!

EDIT: so that I put some part I want aside [save] and decide how much to give to martingale on my own.
EDIT 2: furthermore make initial capital [kinda storage] customizable too so that I take part I want for the first session.
The single most important factor is having control of your own life.
  • #434
  • Dec 8, 2013 1:56pm Dec 8, 2013 1:56pm
Quoting PipMeUp
{quote} It may... depending on the level of the martingale, your starting bet size and your allowed leverage. It can happen you won't be able to open the next doubling trade, short on margin. You'd have to start from x1 again and everything collapses. In real life a bigger SL would solve this issue but the 1500 trades would then take forever because the TP gets as big. {quote} No he cannot understand that. He just tries and find (he will always find) a set of parameters that would have worked on this one single realization. Of course the same parameters...
Proxy at least trying to show some proof - you've showed nothing - you're just yappin!
If you read all my posts and still don't understand - that's your problem.
I'm for constructive discussion here you either give proof to what you say or stop posting useless stuff.
The single most important factor is having control of your own life.
  • #435
  • Dec 8, 2013 1:58pm Dec 8, 2013 1:58pm
Quoting PipMeUp
{quote} It may... depending on the level of the martingale, your starting bet size and your allowed leverage..
True but it is always a small amount + you get that back after the trade is done, so its really a trigger for higher levels.

Plust just for the sake of simplicity lets assume it is a system without leverage, so it's a 1:1 system where you work with no borrowed cash, no margin, no leverage, no margin requirement.

It would only prolong the inevitable, but it would fail also.Besides i`m too lazy to program the margin reqirement in because for that you have to complicat it with lot size, exchange rate, etc, it would be too complicated.

I think the simulator is fairly accurate even in this way, and will still prove Mikkk01 wrong, with all these advantages too, it real market conditions it will be far worse.

After i program, the multiple sessions of martingale in, he will have to admit that he is wrong

Quoting Mikkk01
{quote} Nope! Make amount of money taking after first blow up customizable!!! Then deal!
After you blow up you will have no money to put aside...
"There's a sucker born every minute" - P.T. Barnum
  • #436
  • Dec 8, 2013 2:14pm Dec 8, 2013 2:14pm
Quoting Proximus
{quote} True but it is always a small amount + you get that back after the trade is done, so its really a trigger for higher levels. Plust just for the sake of simplicity lets assume it is a system without leverage, so it's a 1:1 system where you work with no borrowed cash, no margin, no leverage, no margin requirement. It would only prolong the inevitable, but it would fail also.Besides i`m too lazy to program the margin reqirement in because for that you have to complicat it with lot size, exchange rate, etc, it would be too complicated. I think...
Oh my gosh...

What I withdrew and what's left from margin call - that's what aside!
I made some edits to that post by the way...

Edit: don't bother with that crap... add what I said - that's somewhat reliable
The single most important factor is having control of your own life.
  • #437
  • Dec 8, 2013 2:18pm Dec 8, 2013 2:18pm
And of course, guys, if you prove me wrong I'll admit that - nothing wrong with being wrong!!!
The single most important factor is having control of your own life.
  • #438
  • Dec 8, 2013 3:05pm Dec 8, 2013 3:05pm
Quoting Mikkk01
And of course, guys, if you prove me wrong I'll admit that - nothing wrong with being wrong!!!

Interesting discussion.

Martingale does work, that is not the question. The question is, how long will it work. Sooner or later you are going to buy the top or sell the bottom of the yearly trading range of your market. When that happens, it is all over. It is only a matter of when.
If you are good at something, never do it for free--Joker
  • #439
  • Dec 8, 2013 3:13pm Dec 8, 2013 3:13pm
Quoting jmn5611
{quote} Interesting discussion. Martingale does work, that is not the question. The question is, how long will it work. Sooner or later you are going to buy the top or sell the bottom of the yearly trading range of your market. When that happens, it is all over. It is only a matter of when.
Are you kiddin me?
You've already visited several threads and posted useless comments which showed the only thing: you didn't read the thread [at least recent pages] or didn't read thoroughly enough...
And I don't really care which one applies to you - there's only one answer - go read 5 last pages [once again or not].
The single most important factor is having control of your own life.
  • #440
  • Dec 8, 2013 3:30pm Dec 8, 2013 3:30pm
Quoting Mikkk01
{quote} Are you kiddin me? You've already visited several threads and posted useless comments which showed the only thing: you didn't read the thread [at least recent pages] or didn't read thoroughly enough... And I don't really care which one applies to you - there's only one answer - go read 5 last pages [once again or not].
Just because you did not understand the comments I made does not make them useless to others. It is not my job to increase your level of understanding. You have been shown by many here that Martingale is a fool's errand. If you choose to run that errand, then the rest is self explanitory.
If you are good at something, never do it for free--Joker
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