Schizo Greybox Trading

Discussion in 'Journals' started by schizo, Oct 11, 2015.

  1. schizo

    schizo

    Here's the running tally of the trades thus far. I might have screwed up with the math, so do your own calculation. All in all, I ain't too impressed, to say the least.

    Cumulative P/L:

    Prior to Opening Bell

    -0.25
    -0.75
    -0.50
    -0.25
    +0.00
    +0.00
    -0.25
    -0.25
    -0.75
    +0.25
    -0.50
    -0.50
    =======
    -3.75

    Since the Market Open

    -1.50
    +0.00
    +0.50
    -1.25
    +0.50
    +2.25
    +0.00
    +0.75
    +1.00
    -0.75
    +0.25
    +1.75
    -0.75
    +0.25
    +0.75
    -0.25
    -0.25
    -0.75
    +0.50
    +0.50
    -0.75
    -0.50
    +0.25
    -0.75
    +0.50
    +0.00
    -0.25
    -1.00
    +1.00
    =======
    +2.00
     
    #91     Oct 12, 2015
    athlonmank8 and dartmus like this.
  2. I doubt many could beat it with their own realtime calls in fairness! lol
     
    #92     Oct 12, 2015
    athlonmank8 likes this.
  3. A trader losing plenty of money holding for 15 minutes per trade is entirely realistic and common, therefore it's not one of your fantasy 'ifs'. And losing is more probable than winning.

    My 60 min was also just an arbitrary value. Just to show the difference between traders who hold seconds or 1-2 minutes versus traders who stay in for a longer time.
    If you should predict the weather for the next 10 seconds or for the next minute it is very easy. But with the lenght of time predicting becomes much more difficult.
    For short or very short term you don't need to be an expert, for longer periods it becomes harder if not impossible for most.
     
    #93     Oct 12, 2015
  4. Why on earth would you trade the pre-opening hours with all of the chop ?
    Your system works decent when there is adequate volume and movement.
    Stop and Reverse systems like yours are great when there is good movement....terrible when there is not.
     
    #94     Oct 12, 2015
  5. d08

    d08

    It's "easy"? So why aren't you raking it in? In fact you can trade more often, compounding your money into billions "easily".
    You're not thinking about what you're saying, are you.
     
    #95     Oct 12, 2015
  6. schizo

    schizo

    Thanks for all the comments. Frankly, I'm too damn tired to respond to y'all. I will look over them later and respond appropriately, where needed.

    BTW this system is still work in progress. Moreover, I'm still relatively new to automated trading so, yeah, it would likely take more fix to become useful.
     
    Last edited: Oct 12, 2015
    #96     Oct 12, 2015
    lawrence-lugar likes this.
  7. schizo

    schizo

    Let's do some math. How much, in terms of $$$, would all the time and effort he invested in testing and implementing his trading system? It would definitely be more than $1762.80. Even working at McD for 3 years would earn you more than that!

    So after gruelling for 3 years, he simply walks away because he lost a measly $1762.80? That's incredible. I've been known to lose ten times that much in one day's trading. :eek::eek:
     
    #97     Oct 12, 2015
  8. schizo

    schizo

    Can you be 100% free of curve-fitting? If so, please enlighten me.
     
    Last edited: Oct 12, 2015
    #98     Oct 12, 2015
  9. schizo

    schizo

    That's an interesting point. although I'm not sure whether my limited programming skill is sufficient to code it. I would probably need to hire someone to run the laundry. Can you provide some concrete example? I get the overall gist of your point but something more concrete would be helpful.

     
    Last edited: Oct 12, 2015
    #99     Oct 12, 2015
  10. schizo

    schizo

    No stop. It's either BUY or SELL SHORT.

    You're correct. Trading in the chop zone is the biggest contributor to losses. But then, I have yet to find a good method of telling the damn algo how to differentiate between trend vs chop--before it actually happens. If you do, please let me know.
     
    #100     Oct 12, 2015