Home > Articles > Volume 11 (1993) > Chapter 9 (September 1993) > V.11:9 (367-371): Tactical Trading Revisited by Roger Altman, Ph.D.

V.11:9 (367-371): Tactical Trading Revisited by Roger Altman, Ph.D.

V.11:9 (367-371): Tactical Trading Revisited by Roger Altman, Ph.D.
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Tactical Trading Revisited by Roger Altman, Ph.D.

How would the Martingale trading technique work with a trading system that does not assume that the market is a random walk but instead relies on its own system parameters to determine stop-loss points, entry and exit prices? Further, how would these strategies work with a standalone system with a win probability that is not 50/50?




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