安裝中文字典英文字典辭典工具!
安裝中文字典英文字典辭典工具!
|
- What is a martingale? - Quantitative Finance Stack Exchange
A martingale can be viewed as a fair game (a game in which there is no arbitrage strategy) A (centered) random walk is a martingale (think of it as the total Gain of the fair game) If EFH is in order, then you can think that all information is in the current price, I think this more comparable to Markov Property than to Martingale property
- Little Martingale EA 2, continuation thread | Forex Factory
Yesi i know martingale term evokes big "No" in everybody This is not with multiplier x 2 but it is always a type of martingale I don't usually trust backtests (and this is no exception) but just for the record an account of 1000 euros and 100 pips distance between orders suvives brexit and the october pound flash crash
- black scholes - Why is $C(t,S_t) B_t$ a martingale? - Quantitative . . .
Obviously, it'll create an arbitrage opportunity Mathematically, this is simply a martingale under the risk-neutral measure Now, we know the option price must be a martingale under the risk-neutral measure and we also know that the drift is zero, it's not hard to see why Mark Joshi derived the way he did in the book
- Success with Martingale Hedge - Possible? | Forex Factory
So to give some extra life to martingale, I thought to try hedge in crucial moments Last year, I was using martingale EA Quanttec with the very dangerous setting; Distance 10 pips and Multiplier 2 which was not changeable parameter (I wish I backtested that EA before going live because at that time, I was not a believer of BT)
- No Loss Martingale Strategy - Forex Factory
Martingale, with its 'death sequence', is a completely unnecessary risk To state the obvious, that's why
- New Martingale EA (logic like Mathtrader EA) | Forex Factory
Martingale, Anti-martingale, and Compounding 40 replies Martingale, Reverse Martingale, Modified Martingale, Maths 1 reply Martingale Calculation EA (also reverse martingale) 3 replies How to change this Martingale to Reverse Martingale ? 3 replies Martingale vs Non Martingale (Simplified RoR vs Profit) 1 reply
- SWB Martingale EA - Forex Factory
To control the martingale I'm using 8 for max trades with a multiplier of 2 0 TP set at $5 Lots starting at 05 You'll have to figure lot size for your balance I haven't seen price go more than 20 pips past level 8 back testing (beware of back testing) 2007,2008, and half of 2009 before it turns around for a TP #
- Meriam EA - How to Make Martingale EAs Safe - Forex Factory
Martingale, Anti-martingale, and Compounding 40 replies Martingale, Reverse Martingale, Modified Martingale, Maths 1 reply Martingale Calculation EA (also reverse martingale) 3 replies How to change this Martingale to Reverse Martingale ? 3 replies Martingale vs Non Martingale (Simplified RoR vs Profit) 1 reply
|
|
|