- Работает ли система мартингейл на форексе или приводет к разорению?
- Мартингейл Форекс. Принцип, метод и торговая система Мартингейла
- Система Мартингейла как дополнительный метод снижения рисков
- Sergeys мартингейл разработка1 Forex ea Generator HARMIAH_FX - YouTube
Работает ли система мартингейл на форексе или приводет к разорению?
A martingale is any of a class of betting strategies that originated from and were popular in 18th century France. The simplest of these strategies was designed for a game in which the gambler wins his stake if a coin comes up heads and loses it if the coin comes up tails. The strategy had the gambler double his bet after every loss, so that the first win would recover all previous losses plus win a profit equal to the original stake. The martingale strategy has been applied to roulette as well, as the probability of hitting either red or black is close to 50%.
Мартингейл Форекс. Принцип, метод и торговая система Мартингейла
Since a gambler with infinite wealth will, almost surely, eventually flip heads, the martingale betting strategy was seen as a sure thing by those who advocated it. Of course, none of the gamblers in fact possessed infinite wealth, and the exponential growth of the bets would eventually bankrupt "unlucky" gamblers who chose to use the martingale. The gambler usually wins a small net reward, thus appearing to have a sound strategy. However, the gambler's expected value does indeed remain zero (or less than zero) because the small probability that he will suffer a catastrophic loss exactly balances with his expected gain.
Система Мартингейла как дополнительный метод снижения рисков
(In a casino, the expected value is negative, due to the house's edge.) The likelihood of catastrophic loss may not even be very small. This, combined with the fact that strings of consecutive losses actually occur more often than common intuition suggests, can bankrupt a gambler quickly. The fundamental reason why all martingale-type betting systems fail is that no amount of information about the results of past bets can be used to predict the results of a future bet with accuracy better than chance. In mathematical terminology, this corresponds to the assumption that the win-loss outcomes of each bet are independent and identically distributed random variables, an assumption which is valid in many realistic situations. It follows from this assumption that the expected value of a series of bets is equal to the sum, over all bets that could potentially occur in the series, of the expected value of a potential bet times the probability that the player will make that bet.
Sergeys мартингейл разработка1 Forex ea Generator HARMIAH_FX - YouTube
In most casino games, the expected value of any individual bet is negative, so the sum of lots of negative numbers is also always going to be negative. The martingale strategy fails even with unbounded stopping time, as long as there is a limit on earnings or on the bets (which is also true in practice). It is only with unbounded wealth, bets and time that it could be argued that the martingale becomes a winning strategy. One round of the idealized martingale without time or credit constraints can be formulated mathematically as follows. Let the coin tosses be represented by a sequence The bettor loses 1, 2, and 4 units on the first three tosses, for a total loss of 7 units, then wins 8 units on the fourth toss, for a net gain of 1 unit. As long as the coin eventually shows heads, the betting player realizes a gain. What is the probability that for all values of k is zero. It follows that N is finite with probability 1; therefore with probability 1, the coin will eventually show heads and the bettor will realize a net gain of 1 unit.