i need scalping strategy 3 out 1 win… does have any idea…
I’m not clear from your question whether you’re asking for a scalping strategy which has a 33% win-rate or one which has a reward-to-risk ratio of 3:1. But that might not matter much, and those two parameters might well overlap, anyway …
In my opinion, unless you’re a very experienced trader, trying to do anything approaching “scalping” is a fairly sure-fire way to stack the deck against yourself rather than in your favour: it’s all too easy to find your profit-margins eaten away by commissions/dealing-costs.
However, if that doesn’t put you off, I [U]strongly[/U] recommend reading the book [I]Forex Price Action Scalping: an In-depth Look into the Field of Professional Scalping[/I] by Bob Volman (it’s easier reading than its title perhaps implies!), rather than just trying to copy someone else’s “set system”, which may or may not “work” for you.
im searching for 33% winning rate…any way thanks for your suggestion…:40:
I would suggest tossing a coin, but that would give you a 50% winning rate, and you certainly do not want to win that often.
Perhaps there is a little more information we could get from you if you want a serious answer. For instance, besides a probability of wining of 33%, what is the risk to reward ratio you are using, and a few dozen other questions that I see no point in typing at the moment.
my money management rules - risk reward ration 1.1-means equal10pips SL/TP
for 1st trade i use lot size as 0.10 if success then 2nd trade also same lot size 0.10. if 1st trade fails then i open 2nd trade with lot size as 0.20… in this way i increase lot sizes when i loss trades. when i gain profit trade then i open next trade with basic lot size with 0.10 . so i need 33% wining ratio…atleast 1 win out of 3 trades :eek:
That is a Martingale system, it is over 100 years old, and it will fail. Google Martingale and read, read, read, and then understand the maths as to why it will fail.
Also consider the spread. I am assuming you are not using an ECN account and therefore your commissions are built into the spread. Your may set your risk reward at 1:1… but you will get stopped out a lot with just market fluctuation. Go read and learn about the ATR in different time frames and where to set stops.
The other flaw is that your are assuming that your probability ratio is the same as your risk reward ratio, they are not.
My suggestion would be to open a demo account, randomly select (toss a coin, roll a die) buy or sell and follow your method for a minimum of 200 round trip trades. Then look at your result and try to understand what happened.
Maths Fun Fact: — with a 50:50 system you can expect to get a least 15 consecutive losing trades in a row. If you are trading a mere $10 on your first trade, your final trade will be $163,840.
This is why casinos set table limits on Blackjack, Roulette and Bacarrat, it guarantees their win.
Unfortunately, nobody here (or anywhere else) can realistically help you, if you want to do that.
That’s a way to lose your account, even if you have a profitable system with a genuine edge.
It makes absolutely no sense at all to allow the position-sizing for a trade to be determined by the previous trade’s result. Either a strategy has an edge (net positive expectation) or it doesn’t. If it [U]does[/U], then it doesn’t need any risky staking at all: you should just apply it to the market as often as is justified by its trading parameters and gradually increase its stakes as its bankroll grows. If it [U]doesn’t[/U], then you can’t safely give it an edge by increasing the stakes after a loser: that’s eventually a certain route to the poor-house.
It’s a risk not worth taking, not least because as a trader, you need to do everything in your power to minimise risk - not take unnecessarily large ones. In the famous words of John Maynard Keynes, “Markets can remain irrational longer than you can remain solvent.” In other words, put that kind of position-sizing to the test and, sooner or later, you’ll destroy your account.
Another point to keep in mind is the risk model adopted by most institutional traders. This requires them to [U]decrease[/U] their risk exposure as their account equity falls (i.e. after losses), and to increase it as their account equity builds (i.e. after profits). That’s the opposite of what you’re planning to do. Do you think that perhaps all those professional experts might know something that you don’t know? 
Even so, you [B][U]will[/U][/B] still have a losing run of 25 trades. It’s not a question of “if”; it’s a question of “when”.
Further information: [I]Profitability and Systematic Trading[/I], by Michael Harris (Wiley, 2007).