Can you reverse engineer a trading strategy by just looking at trades?

Discussion in 'Trading' started by giena32, Jul 15, 2016.

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  1. Hooti

    Hooti

    All the best with that! Thanks for sharing along the way.
     
    #21     Jul 16, 2016
  2. J_Smith

    J_Smith

    Bullshit, I read some of the doji posts, and ye are nowhere near the very small few big commodity traders that I know of:rolleyes:

    Ye go around as if ye have all the answers, and think ye are above everyone else just cause ye have been trading for so many years.

    So what if ye have made some nice money, ye are not the only ones, and the way ye look and trade the markets are far from the best way, that I know for certain.

    Ye are just bog standard traders with a few $$ behind ye - only for the $$ ye wouldn't have lasted pissing time:D

    I suppose ye are in contact with Woodie:D

    RN will prob fall out with me now, but so be it if that happens, us Irish do not back down from anyone, no matter who they think they might be:D

    J_S
     
    #22     Jul 16, 2016
  3. Jerry030

    Jerry030

    Certainly this can be done using either GA algos or Brute Force algos. The reason it is only moderately difficult compared to problems addressed in other domains is that there are so few variables that define the market: you have price and you have time. Everything happens at a price/time point in a 2D space. The rest is pretty binary: you are either in a trade or not in a trade and you are either long or short.

    Now think about other areas where advanced analytics is used: a drug company must know why with their new wonder drug, which should make them billions, a handful of people go into convulsions and die after taking it. They need this so they can put the warning in the ads you see on the nightly news with drug commercials. There the problem search space is huge: age, sex, prior medical conditions, current medical conditions, genetics, 300 different metabolic markers in the blood test, and on and on.

    I'd be happy to demonstrate if someone wants to send me a time and sales file along with actual trades. It isn't really that difficult if you have a background in analytics.

    Qualifier: The assumption here is that the system is mechanical and technical. If it is based on tea leaf reading, the behaviour of the family cat or the mood of Grandma all bets are off....unless you can also send detailed history of the cat and Grandma.

    The average trader need not worry as few have the skill set to do this and most of those have much more lucrative things to do with those skills.

    If any of you have found the Holy Grail Trading System and because it is generating a 100% ROI per month you live in terror of either your broker or someone like me stealing it please contact me privately and I can explain how to "mask" your system so that it is much more difficult to reverse engineer.
     
    #23     Jul 16, 2016
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  4. Redneck

    Redneck

    I consider Ya both My Friend - as I do NOD

    I also remain centered..., objective..., and detached

    But should we fall out - like you said.., so be it



    I've never been able to make that work for trading - quite the opposite in fact

    I back down - as much..., and whenever - asked/ required to


    As to backing down from another person - 100 years from now, no one will even know we existed.., much less care

    =================

    side note

    You created a thread on starting a trading group - then backed off

    Why bother if not fully committed..., or unsure of following through

    You know there folks here struggling like hell and will grasp at any "perceived" opportunity

    go..., stop..., go..., stop..., go..., stop..., go..., stop..., go..., stop..., go..., stop..., go..., stop..., go..., stop..., go..., stop..., go..., stop..., go..., stop..., go..., stop...


    Rhetorical of course

    We do what we do..., for reasons only fully known by us (sometimes)

    =============

    Carry on Gents - possible there a lesson for the rest of us


    RN
     
    Last edited: Jul 16, 2016
    #24     Jul 16, 2016
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  5. Simples

    Simples

    Thanks for teaching me what not to say. I've always thought you should say everything on your mind, but now have been taught a lesson in more humility. :p
     
    #25     Jul 16, 2016
  6. volpri

    volpri

    Ok here is a question perhaps somewhat related to the original post. Lets say you are trading price action using trendlines...channels..wedges..flags..triangles..reversals..etc and you are drawing such on your platform chart that your broker had provided you. As the day progresses beside drawing such things on your chart you are also writing notes on your thinking of probable price action/direction in the next few minutes and you are annotating what you will do..i.e. Entry if such price action does indeed play out. Now the question/questions:

    Can your broker in any way see what your are writing and drawing on your chart that is on their platform as the day is progressing? Is there anyway they can "see" what you are doing on your platform Chart? In other words, could a developer of the platform somehow code the platform to display your charting annotations on the same platform but in their office running off their server...or a server they access thus allowing them to visually observe your trendlines..channels...notes...in their office on their platform via the live data feed when you are logged in?
     
    #26     Jul 16, 2016
  7. ROFLO...There is no way you gonna jump ship entirely on trading. You may be tired and need to see and do other things but you will be back. It is in your blood. It has become part and parcel with your DNA and identity. That is extremely hard to shake off.
     
    #27     Jul 16, 2016
  8. Handle123

    Handle123

    Here is the thing, I had brain procedures done six years ago, I was told back then I would have reduction in things I did well eventually, it might not be totally screwed, but I have found many things I took for granted, simply can't do any more. So trading pains me in the abilities that I use to just know and still as sharp as ever at spotting them, from brain to hand has slowed to seconds before my hand can do. I notice it most in typing, I will think much faster than typing it and have to often reread same post four times before sending it to forum as it sounds bad, also later in evening I slur words. I am lucky to be alive as America said I was terminal, so I went to London. Medical sucks in USA.

    I can't scalp fast enough and if I can't be fast, just too hard mentally for me to accept. I have had all my other systems automated for awhile. It is just my time to venture into other businesses, trading is but one of several am involved in. I will at some point come back and study to get better in option trading, but am pretty happy with what I have for day trading/swing/long term stocks and long term commodities.

    Even the best sports figures know when it is time to do elsewhere, best to go when you are near top of the game. I could do some horrible by being late, it is just time.
     
    #28     Jul 16, 2016
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  9. J_Smith

    J_Smith

    RN, there is indeed a lesson for all, and that is, never ever take any person at face value, and, as we say in Paddy Land..

    "if you want to see what someone is really like, see them when they are pissed (drunk)".

    My remark was not meant as a sarcastic remark, but meaning that H3 is a shrewd operator, and in relation to what he himself has stated on this site about picking up new leads.

    Once a person brings parents into an "argument", they cross the boundry - in Ireland, we take this very serious, as most of us here have great respect for our parents, no matter what!

    As for my new thread, if you read it correctly, I said "on hold" , as I have now obtained the software that I have been searching for, for some time, and as I plan to use this as an integral part of my daytrading, I want to focus most of my spare time on getting it operational for live trading, which may involve some work with a programmer, but only if I don't sort it myself, which I will try first.

    Also, having started a few private threads, and no disrespect to those who joined, nearly every person who joined did not trade regularly, and, when information was shared, that in my opinion is worthwhile, no one took up on it and followed thru to even give it a try- hence the reference to " serious traders".

    I am not a know all, in fact, I truly believe in Socrates famous quote, but I have rubbed shoulders with a small few that had some very useful information, and, when you meet such people, trust becomes very important, as, no person is going to divulge years of hard work and effort to just any person - the person rightly has to demonstrate that they can be trusted 100%, not to go around telling every Tom, Dick and Harry!

    Struggling, yes, most do struggle, but as you know, they struggle because they have been listening to idiots like Db talking shite out their arses - if they are not willing, and able, to separate the wheat from the chaff, then, they will always get exactly what they deserve - not a know all answer, just a plain and simple fact of life.

    I know fuk all, but I sure as hell know a Gobshite when I see one, and this site is full of them, same as all the other sites!

    Btw, from all the members of the private threads, there is one chap that won't give up, and he emails me every second day sometimes - he is one persistent bastard, but he has one big problem, he does not listen - not that what I say is the answer, but, that what I have showed him works, and he needs to make it work for him, as he can never think like me, nor I like him!

    Those who really want something will make sure they get it, the rest, well, let's just say they are part of the 99.99% we all talk about!

    J_S
     
    #29     Jul 16, 2016
  10. J_Smith

    J_Smith

    You are not Irish:D

    J_S
     
    #30     Jul 16, 2016
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