Increasing Size During Drawdown

Discussion in 'Risk Management' started by oldtime, Oct 1, 2011.

  1. u do.

    :D
     
    #101     Feb 11, 2013
  2. 2012 was a good year for me in forex

    and a part of it was adding to winners and adding to losers

    but when I look back at the charts, I just happened to guess right on the big trends

    Jan 2013 was very rough

    In Feb I got flat

    since then I have been all over the place

    I've really lost my way

    for one thing, my positions were getting so large I was having a hard time sleeping without stops

    so I'm back to what worked for me in 2012

    I just don't like to be static when the market is changing
     
    #102     Feb 11, 2013
  3. ammo

    ammo

    in the current economic scenario,martingaling to the long side has a higher risk than to the downside, chance of an overnite 60 point rally are lower than a 6o pt drop
     
    #103     Feb 11, 2013
  4. As Epic has pointed out the biggest problem with Martingale is that your size needs to start so small that your returns are meager. If you add in the medicine you will require to control your blood pressure during the deep draw downs close to non-existent.

    Scaling into a trade is one thing but Martingale is not a real trading plan.
     
    #104     Feb 11, 2013
  5. yes, I am well aware of that. It's a real bitch if you finally guess right at just the exact right time and all you have on is your starting position.

    naw man, I play around with size

    Lightening up on losers, adding to winners, adding to losers

    but I am always spread

    some of it is probably just psycho

    the most damaging thing to my mind was getting whipsawed

    first long, then short

    this allows me to stay on the same side for a long time

    but you are correct

    you need to guess the proper size to start with

    there's probably a formula there

    I'm comfortable starting about 50% margin committed

    but I have a long history of getting stopped out

    so I can take a loss at a moments notice

    and not really feel all that bad about it

    taking profits is the one that gets you

    I just try to do everything backwards from a dumbass trader

    they don't worry about their losses and always think it will turn

    fine, then I just won't worry about my profits

    at the end of the year, we'll see who came out ahead
     
    #105     Feb 11, 2013
  6. My comment was specifically about Martingale and I'm not sure you get the gist of it. You never win more than your starting bet will give you. The doubling process means that at the point you have 8x your original stake on the line you have already lost 7x.

     
    #106     Feb 11, 2013
  7. Epic

    Epic


    Yes, the very definition of a Martingale is that each bet will only recover carried losses, plus the amount of the original bet. So each bet has an exponentially worse risk profile.

    By step 10 you are risking $1023 to make $1 with a 50:50 probability.
     
    #107     Feb 11, 2013
  8. yes, I get the gist of it
    one time my company sent me to Lake Tahoe as a bonus
    I told them I couldn't afford to go'
    they insisted
    we had to find a baby sitters
    my old 76 VW sqaureback fuel pump kept cutting out going up any hill
    I left home with $50 in my pocket
    started at the roulette table with just $1 and kept doubling up
    largest bet was $32
    meals, entertainment, 3 days later, went home with $50 in my pocket.
     
    #108     Feb 11, 2013
  9. Assuming you still believe in the direction of your trade, I was able to do the following with real money, but it would have been better to get into a good setup in the 1st place.

    In futures, I placed a direction trade which went against me. After it went against me to the next pivot level I entered in another contract, which I took out at BE. The trade went against me again, and I repeated allowing me to achieve a better price without getting stopped out. The problem with this trade, is the Risk vs Reward becomes bad if you are not able to get out at BE.


     
    #109     Feb 15, 2013
  10. Lot of misconceptions about increasing size during drawdowns.

    Adding to an unrealized losing position and "Martingaling" can be very different money management systems.

    For instance, the add in Martingale is approximately twice the previous total, but when adding to a losing position you could use the same previous size, less or more or even choose to skip and do nothing.

    Obviously Martingale has no limits, when the capital is gone, that's it, a choice many choose not to take (and rightly so) when adding to a loser.
     
    #110     Feb 15, 2013