About Statements and Proof. As @HobbyTrading pointed out - I do make mistakes sometimes posting here. Partially because this is just a forum and...
Black color is the way I track discretionary overrides and bugs. So the picture shows that this doesn't happen often which is exactly the way it...
You're right! December 2019 creeped in. Can't edit those posts so will just drop it in the next one. I think of myself as someone paying lots of...
Performance update: -6.68% in July, over ~120 trades. Lots of trading. YTD monthly: +4.91%, +0.59%, +14.03%, +18.86%, +6.27%, +1.23%, +8.54%,...
Each strategy has its own color. Negative exposure is short
This is what I would do if the idea would show a potential. Real question here is why would I spend time on more accurate modeling of those stops...
In general I am looking at strategies with at least 300 trades per year. Sometimes more than a 1000. When trade count is that high an impact of...
Talking about KODK... Today it was in my tradable universe and did trigger short at the open. Unfortunately I was unable to borrow or it was...
First of all - I'm honoured by such a valuable ET contributor posting here! And looking forward to more of your comments. Been following your...
Then I don't take new positions till one more slot becomes available. Having those situations occur too often in your model will likely have a big...
No problems! I'm looking forward to updates on your journey. You deserve all the riches as the amount of effort you already put in your trading...
For my automated systems this stock falls outside of tradable universe. Some would argue but it was basically a penny stock till today. To hint as...
Today is pretty slow. Those are the only new positions across 5 systems. MR Long: HXL @39.81 XNCR @30.74 BTAI @48.74 As I looked at their charts...
No. In fact one of my previous systems might have shorted it on the next day. If you're talking about mean-reversion - this stock has been near...
Here is a visual on how hard stops typically kill MR systems. Notice that it’s not necessarily a stop that actually hurts performance the most,...
Done!
MR stops/risk is a cool subject, probably deserves a separate post. Having time stops, sizing small and universe selection are the best ways to...
Glad to hear you found it interesting. I would imagine for most EOD trading systems out there a setup is universally good only for one day....
For those folks - probably same reasons as to why people go to Casino or keep buying lottery tickets.
You might get by on 250-500mb a day. 1gig to be safe. Really depends on the software you're using and your data streaming package. Also installing...
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