Automated Volume Gaussian Code

Discussion in 'Strategy Building' started by Fleming Snopes, Dec 6, 2009.

  1. ehorn

    ehorn

    There certainly are many ways to get the job done.

    For me, the patterns and the routine simply help to greatly remove the emotion from decision making and action taking and replace it performing a routine and doing what the market says - when it says to. I know many folks on this site like to have their fun. As has been mentioned, we get to have our laughs too. I simply cannot imagine describing the ball of wax any differently than Jack and Todd have these many years.

    I see you spotted a tidy morning trade. Nicely done.

    Have a nice evening.
     
    #41     Dec 9, 2009
  2. Ok - there seem to be a lot of obviously very talented programmer-types who have spent a lot of effort coding those indicators. However obtuse Mr Hershey's postings are, since a picture is worth a thousand words (or more in this case), they have sacrificed considerable time to provide "a picture".

    But with all the sophistication in that code, isn't it possible to also generate a trading marker (1st step to making it a strategy) so that the Buy/Sell can be observed/tested?

    Playing with some of the code while running a replay, I was able to generate an example - but then I mucked with some other stuff and can't find my way back. Anybody have something like this 1st screen cap?

    (.png is bad - but basically just shows a Buy at 9:50EST and a Sell at 10:55EST)
     
    #42     Dec 10, 2009
  3. "I simply cannot imagine describing the ball of wax any differently than Jack and Todd have these many years."

    Ehorn, I am happy that it works for you. It drives me insane. I once told Jack the he and I were very much alike, and that elicited from him a shockingly vituperative response, distancing himself from an ethical lowlife like me. But our alikeness is what causes me astonishment that he turned his back on what must have a been a math-laden primary curriculum and certainly were math-heavy undergraduate and post-graduate curricula. How can you use an adjective like "fast" and not wonder how fast "fast" is? Or not quantify "low?" Or "increasing?" We're not even talking mathematics here, that is basic mensuration, counting even, the precursor to arithmetic and eventually mathematics, which began when primitive man desired to describe how big his swinging dick was. Primitive woman probably invented the binary decision theory which is the foundation of my trading when she judged by eyeball "too big" and "too small." And maybe invented the measuring stick to be sure.
     
    #43     Dec 10, 2009
  4. MarketMasher, they dare not generate trade-calling code, because that would eliminate all the judgement and discretion from the system and make it backtestable. I totally sympathize. Many times I have come close to tears after I coded up and tested a treasured "brilliant" insight. It is almost too painful to bear to see one's intellectual love child proven to be a cretin.
     
    #44     Dec 10, 2009
  5. Actually, it may very well exist - just that it is not public domain. (esp if it works well :D )

    Your frustration sounds like it stems from the nature of the posts, however whether the posts have any content value is a different matter than their presentation.

    Einstein described his theory of space curvature like a rubber sheet with a lead ball sitting on it. One sentence to perfectly encapsulate all that sophistication. That ain't the case here.
     
    #45     Dec 10, 2009