Improving the iStochastic Martingale strategy

Abstract

The article discusses the process of trading in financial markets using the Martingale method and the Stochastic indicator in the foreign exchange sphere. In the context of the high level of risk inherent in this field, the authors propose a strategy aimed at reducing the likelihood of losses. The work analyzes original methods, identifies and eliminates shortcomings, such as the absence of stop loss, take profit, time interval and increased volatility of indicators. The authors propose a modified iStochastic Martingale strategy, the results of the study of which indicate increased profitability and reduced risks. The authors pay special attention to an individual approach adapted to specific market conditions and trader's goals