Research method
Martingale sizing system
Martingale sizing system is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Signal
- Input
- Rule inputs, market state and execution constraints
- Horizon
- The system holding period
- Best use
- Make entry, exit and abstention rules testable as one procedure.
- Input: Rule inputs, market state and execution constraints.
- Output: signal.
- Use boundary: Make entry, exit and abstention rules testable as one procedure.
The graph1
How the method is built, and where it has been read
Depends on
Often reviewed together
Fixed contract sizing5 readings
Read in the archive0 readings
This registry entry describes a research method. It is not investment advice and does not make a performance claim.