Aleatory Trading

Discussion in 'Strategy Building' started by Arthur Deco, Dec 10, 2010.

  1. Aleatory. That beautiful Latin-rooted word no doubt glazes over the eyes of the social-nutworking degeneration ("My You-Tube friends don't use words I can't understand.") I was born in 1945, and I am amazed that by today's standards I learnt to be more than a gibbering idiot. Anyway, I have been trading ten systems mechanically for the past year, with results that with one footures contract beat my Unsociable Insecurity unbenefits. Generally, I trade sober. But today my much younger wife is out-of-town, I am hoping really working, so I have been dead fucking drunk during yesterday's and today's trading hours. Twenty minutes into today's open, I had an epifanny. I quickly reran backtests on my ten profitable systems (more than Murray has, I'll wager), looked at the stats, and corncluded that I am making money only with riggerus money management. My trading entrails honest-to-god are randum! So my madvice to the Fecesbook croud is, enter at randumb in the first half hour and exit if wrong.
     
  2. kut2k2

    kut2k2

    Ten different systems. That's impressive. (Hell, I'd be impressed with five. :p ). Have you had any success with divergence trading? Thanks.
     
  3. I run an ES/NQ divergence on a one-second chart. It is really impressive looking. But it doesn't tell me anything useful. Today ES is "overpriced." Tomorrow NQ is "overpriced." The next day they track. But it took me nearly a minute to code, and I don't like to waste any of my brilliant effart.