martingale, need little help

This topic has 20 replies, 3 voices, and was last updated 7 years ago by JohnScher.

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02/05/2017 at 1:28 PM #23981

JohnScher

Looking for a little help with martingale

Martingale Pyramid should be stop at last at reached final a fixed profit of (maybe) 100 dollar

small strategie before integrate the martingale

IF TEMA [1) crosses over TEMA [4] then

buy 1 contract at market

Endif

Set target $profit 100

Set stop $loss 10

And now the martingale to integrate (not correct code lines, sure, i m absolute beginner, hope you can understand what i want to use)

Target StrategyProfit 100 Dollar

at first Set StrategyProfit = 0

If after first trade strategyprofit <0 then// (after first trade = – 10)

set positionsize new = corrrect postionsize to get: the Target StratgegyProfit + the loss from first trade (100+10)

then start trade again

If second trade loss so do again

find correct positionsize to get : the Target StratgegyProfit + the loss from first + loss from second trade (100+10+10)

and so again again until

IF StrategyProfit = 100 or StrategyProfit = – 100 Then

Quit //strategy

In this way above you win sometime 100 Dollar or you losse 100 Dollar (but not more, and the danger of martingale is limited

result: + 100 dollar you have won

result: – 100 dollar you strategy isn´t quite good

all numbers above are examples to variabel at any strategy

Can understand? Can help?

kind johnscher

JohnScher

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02/06/2017 at 7:53 PM #24152

Nicolas

In order to calculate properly the lot for each trade, the target and stop must be set in points instead of money:

Set target pprofit 100 
Set stop ploss 10

1 2	Set target pprofit 100 Set stop ploss 10

I can make a code snippet for this of course, but be aware that lot size are always rounded up to the next whole number so you’ll never get the exact same profit/loss in money than your last trade, is it a problem?

Nicolas

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02/08/2017 at 6:24 PM #24388

JohnScher

so i thank you very much. I m happy that you help me.

So lets begin.

// <strong>OriginalTrade</strong>: Code without Martingale
// Tradingsystem TuesdayLongThursday DAX 1 Euro Mini TimeFrame 1H
// with martingale

// OriginalTrade
MA1 = Average [1]
MA2 = Average [2]
c1 = Ma1>MA2

t1 = time = 180000
t2 = time = 090000

d1 =dayofweek = 2
d2 = dayofweek = 4

If   d1 And t1 and c1 THEN
buy 1 Contract At Market
Endif


If d2 and t2 then
sell at market
endif

Set Stop PLoss 60 // from Trade
Set Target PProfit 150 // from Trade

// OriginalTrade: Code without Martingale

// Tradingsystem TuesdayLongThursday DAX 1 Euro Mini TimeFrame 1H

// with martingale

// OriginalTrade

MA1 = Average [1]

MA2 = Average [2]

c1 = Ma1>MA2

t1 = time = 180000

t2 = time = 090000

d1 =dayofweek = 2

d2 = dayofweek = 4

If d1 And t1 and c1 THEN

buy 1 Contract At Market

Endif

If d2 and t2 then

sell at market

endif

Set Stop PLoss 60 // from Trade

Set Target PProfit 150 // from Trade

And now: please integrate the martingale. little bit more complex then my first question

Once StrategyProfit = 0

Set Stop Loss StrategyProfit = 600 points // from Strategy !

Set Target StrategyProfit = 1.500 points // from Strategy !

in this new more compexer way, new codelines needed

If the TradeProfit from first trade > 0 = then

cumulate the winnings to StrategyProfit And start OriginalTrade again

Endif

If after first trade the TradeProfit < 0 then

cumulate the Losses to StrategyProfit And Start OriginalTrade again with PostionSize(new) to reach the Target TradeProfit // to find the Positionsize(new) is one codingproblem, i told

Endif

If the TradeProfit from second trade > 0 = then

cumulate the winnings to StrategyProfit And start OriginalTrade again

Endif

If after second trade the TradeProfit < 0 then

cumulate the Losses to StrategyProfit And Start OriginalTrade again with PostionSize(new) to reach the Target TradeProfit // to find the Positionsize(new) is one codingproblem, i told

Endif

and so one and so one and so and so to : n-trade

Stops and Targets see above

IF StrategyProfit = -600 Or + 1.500 points Then

Quit Strategy

Endif // Last If Endif makes Stop PLosses and Target PProfits of the Strategy redundant but more stringent

Understand? Can help?

the OriginalTrade in PRT Backtest is positiv, testet 15.000 units (backt to 23.01.15 to yet, included up and down in dax 1 euro)

kind regards

JohnScher

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02/08/2017 at 6:32 PM #24389

Raul Vg

// OriginalTrade: Code without Martingale
// Tradingsystem TuesdayLongThursday DAX 1 Euro Mini TimeFrame 1H
// with martingale
once ordersize=1
// OriginalTrade
MA1 = Average [1]
MA2 = Average [2]
c1 = Ma1>MA2

t1 = time = 180000
t2 = time = 090000

d1 =dayofweek = 2
d2 = dayofweek = 4

If   d1 And t1 and c1 THEN
if not onmarket then
IF c1 THEN
IF PositionPerf(1) < 0 THEN
OrderSize = OrderSize*2
if ordersize<1 then
ordersize=1
ENDIF
ELSIF PositionPerf(1) > 0 THEN
OrderSize =1
if ordersize<1 then
ordersize=1
ENDIF
endif
buy ordersize Contract At Market
Endif


If d2 and t2 then
sell at market
endif
endif
endif
Set Stop PLoss 60 // from Trade
Set Target PProfit 150 // from Trade

// OriginalTrade: Code without Martingale

// Tradingsystem TuesdayLongThursday DAX 1 Euro Mini TimeFrame 1H

// with martingale

once ordersize=1

// OriginalTrade

MA1 = Average [1]

MA2 = Average [2]

c1 = Ma1>MA2

t1 = time = 180000

t2 = time = 090000

d1 =dayofweek = 2

d2 = dayofweek = 4

If d1 And t1 and c1 THEN

if not onmarket then

IF c1 THEN

IF PositionPerf(1) < 0 THEN

OrderSize = OrderSize*2

if ordersize<1 then

ordersize=1

ENDIF

ELSIF PositionPerf(1) > 0 THEN

OrderSize =1

if ordersize<1 then

ordersize=1

ENDIF

endif

buy ordersize Contract At Market

Endif

If d2 and t2 then

sell at market

endif

Set Stop PLoss 60 // from Trade

Set Target PProfit 150 // from Trade

Raul Vg

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02/08/2017 at 6:36 PM #24390

Raul Vg

Martingale sooner or later fails, would only work with infinite money.

Raul Vg

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02/08/2017 at 6:37 PM #24391

JohnScher

You wrote:

“I can make a code snippet for this of course, but be aware that lot size are always rounded up to the next whole number so you’ll never get the exact same profit/loss in money than your last trade, is it a problem?”

… not at yet

.. not at yet spread tooo

.. not at yet brokerage few tooooo

… comes later

JohnScher

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02/08/2017 at 6:39 PM #24392

JohnScher

Martingale sooner or later fails, would only work with infinite money.

.. i m german with small intelligent i can not understand correkt what you mean?

JohnScher

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02/08/2017 at 6:39 PM #24393

Raul Vg

You can work from this code

Raul Vg

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02/08/2017 at 6:40 PM #24394

JohnScher

<span class="token keyword">IF</span> <span class="token keyword">PositionPerf</span><span class="token punctuation">(</span><span class="token number">1</span><span class="token punctuation">)</span> <span class="token operator"><</span> <span class="token number">0</span> <span class="token keyword">THEN</span>
OrderSize <span class="token operator">=</span> OrderSize<span class="token operator">*</span><span class="token number">2</span>
<span class="token keyword">if</span> ordersize<span class="token operator"><</span><span class="token number">1</span> <span class="token keyword">then</span>
ordersize<span class="token operator">=</span><span class="token number">1</span>
<span class="token keyword">ENDIF


</span>

IF PositionPerf(1) < 0 THEN

OrderSize = OrderSize*2

if ordersize<1 then

ordersize=1

ENDIF

it seems like only double, but this not i want

JohnScher

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02/08/2017 at 6:41 PM #24395

JohnScher

i try again to understanding

wait a minute

JohnScher

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02/08/2017 at 6:48 PM #24400

Raul Vg

A question, the robot starts on Tuesday at 6:00 p.m. and finish on Thursday at 9:00 p.m.?

Does not it make more sense?

If   d1 And t2 and c1 THEN

IF c1 THEN
....


If d2 and t1 then
sell at market
....

If d1 And t2 and c1 THEN

IF c1 THEN

....

If d2 and t1 then

sell at market

....

Raul Vg

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02/08/2017 at 6:49 PM #24401

JohnScher

example

first trade = – 30 points

to reach the trade profit of second trade von 150 points the correct new positionsize must be not a double like *2 but rather

1 point plus x points to egalisize the losses from first trade

origin target = 150 points plus 30 points losses = 180 points

180/150 = x/1

180/150 = 1.2

Postionsize(new) = 1.2 (is not double)

second trade loos 40 points

the correct posistionssize(new) of third trade is:

losses from first trade = 30 plus losses from second trade= 40 points plus 150 target = 220 points

220/150 = x/1

x = 1,47 (is not double)

and so one to : n-trade

can you coded this?

JohnScher

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02/08/2017 at 6:52 PM #24402

JohnScher

you wrote:

A question, the robot starts on Tuesday at 6:00 p.m. and finish on Thursday at 9:00 p.m.? Does not it make more sense?

… 18.00 = 6 afternoon/evening

= 09.00 = in the morning

is time system

also works monday short tuesday to spezial times

= popular tradingssystem of a spezial community

JohnScher

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02/08/2017 at 6:53 PM #24403

JohnScher

works just in dax

JohnScher

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02/08/2017 at 6:56 PM #24404

JohnScher

<span class="token keyword">If</span>   d1 And t2 <span class="token keyword">and</span> c1 <span class="token keyword">THEN</span>

<span class="token keyword">IF</span> c1 <span class="token keyword">THEN</span>
<span class="token punctuation">.</span><span class="token punctuation">.</span><span class="token punctuation">.</span><span class="token punctuation">.</span>


<span class="token keyword">If</span> d2 <span class="token keyword">and</span> t1 <span class="token keyword">then</span>
<span class="token keyword">sell</span> <span class="token keyword">at</span> <span class="token keyword">market</span>
<span class="token punctuation">.</span><span class="token punctuation">.</span><span class="token punctuation">.</span><span class="token punctuation">.









</span>

If d1 And t2 and c1 THEN

IF c1 THEN

....

If d2 and t1 then

sell at market

....

i tested

//-------------------------------------------------------------------------
// Hauptcode : H4 live
//-------------------------------------------------------------------------
//-------------------------------------------------------------------------
// Hauptcode : H4 live
//-------------------------------------------------------------------------

Defparam flatafter = 210000

c1 = time = 090000
c2 = time = 130000
c3 = time = 170000

c5 = c1 or c2
c6 = c2 or c3


IF  c5 AND ExponentialAverage [1] < ExponentialAverage [2] THEN
sellshort 1 CONTRACTS AT MARKET
ENDIF

IF  c6 AND ExponentialAverage [1] > ExponentialAverage [4] THEN
buy 1 CONTRACT AT MARKET
ENDIF


Set Stop pLoss 60
Set Target pProfit 150

//-------------------------------------------------------------------------

// Hauptcode : H4 live

//-------------------------------------------------------------------------

// Hauptcode : H4 live

//-------------------------------------------------------------------------

Defparam flatafter = 210000

c1 = time = 090000

c2 = time = 130000

c3 = time = 170000

c5 = c1 or c2

c6 = c2 or c3

IF c5 AND ExponentialAverage [1] < ExponentialAverage [2] THEN

sellshort 1 CONTRACTS AT MARKET

ENDIF

IF c6 AND ExponentialAverage [1] > ExponentialAverage [4] THEN

buy 1 CONTRACT AT MARKET

ENDIF

Set Stop pLoss 60

Set Target pProfit 150

<span class="token punctuation">

</span>

yeah, works too. postiv in backtest 4H timeframe, tested only day, 10.000 units

JohnScher

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