Operation / risk
Martingale
Martingale
Definition
After each loss, the position size is increased by a multiple until the strategy wins or capital is exhausted.
Boundary
Consecutive losses grow the position exponentially and can cause liquidation in extreme markets.
75 Strategies
95 Text mentions
95 Code hits
Role distribution
Market regimes
Uptrend7/0Downtrend7/1Range2/6Breakout Onset0/0High Volatility2/0Low Volatility0/0Reversal Inflection0/0All Regimes0/0
Common parameters
| Default | Occurrences |
|---|---|
| 2 | 4 |
| 1.6 | 1 |
| 500 | 1 |
Frequent co-occurrence
- Add Position24
- Breakout14
- False Signal14
- False Breakout12
- Stop Loss12
- MACD9
- Bollinger Bands8
- ATR7
- Cross Below7
- Cross Above7
Semantic relations
- Counterexample → Anti-MartingaleAnti-martingale contrasts adding on profit with adding on loss.
Evidence strategies
- 双随机动能指标筛选策略Stochastic-Momentum-Dual-Indicators-StrategyFilter
- 双均线与RSI组合的MT5马丁格尔scalping策略RSI-and-Moving-Average-Combination-MT5-Martingale-Scalping-StrategyRisk control
- 快速RSI指标二次突破策略Double-Fast-RSI-Breakthrough-StrategyRisk control
- 基于距离的移动止损量化策略Trend-Following-Strategy-Based-on-Distance-with-Trailing-Stop-LossRisk control
- MACD与限制性马丁格尔相结合的高级策略-Advanced-MACD-Strategy-with-Limited-MartingaleRisk control
- RSI量化交易策略-RSI-Quantitative-Trading-StrategySizing
- 自适应动量马丁格尔交易系统-Adaptive-Momentum-Martingale-Trading-SystemSizing
- VWMA-EMA均线交叉马丁格尔策略渐进式增仓优化量化交易系统-VWMA-EMA-Crossover-Martingale-Strategy-Progressive-Position-Scaling-Optimized-Quantitative-Trading-SystemTrigger
- Advanced-MACD-Strategy-with-Limited-Martingale-基于有限马丁格尔的高级MACD策略Risk control
- 多层波动带交易策略-Multi-Layer-Volatility-Band-Trading-StrategyFilter
- 智能间隔倍投策略出售版Risk control
- 基于波动带震荡器的反转跟踪策略CCTBBO-Reversal-Tracking-StrategyRisk control
- 理查德布克斯塔伯动量突破策略Richard-Bookstaber-Momentum-Breakout-StrategyRisk controlInferred
- 2-20指数移动平均策略2-20-Exponential-Moving-Average-StrategyRisk control
Corpus quotes
Add position sizing mechanisms like fixed fractional, Martingale to control trade risk 5.
基于波动带震荡器的反转跟踪策略CCTBBO-Reversal-Tracking-Strategy · optimization EN
Additionally, the strategy introduces the concept of the Martingale system, increasing the trading position size when certain conditions are met.
RSI量化交易策略-RSI-Quantitative-Trading-Strategy · overview EN
This strategy uses dual stochastic momentum indicators (SMI and RSI) for long and short signals, along with martingale and body filter for trade signal selection, aiming to capture mid-term trends and price fluctuations.
双随机动能指标筛选策略Stochastic-Momentum-Dual-Indicators-Strategy · overview EN