Creating own trading system

Discussion in 'App Development' started by j2ee, Apr 5, 2013.

  1. j2ee

    j2ee

    Sometimes I really wonder if Ed Seykota is really that good. May be he just sounds like he is that good to get more very rich clients?

    In Market Wizards, there is a trader saying he uses all kinds of ways to win and he is like 99.9% winning ratio. He said he uses elliott wave theory too. Base on my experience, elliott wave should be just a good marketing tool for some people like Eliott himself to earn money from the public.

    Another big name also said he uses elliott wave and support the model version icon of Eliott wave, but sound like he just uses this to cover up how he really wins in the market.
     
    #241     Apr 20, 2013
  2. Wulfrede

    Wulfrede

    It seems that you might better benefit from applying yourself more to trading than to reading. When you gain more experience you'll understand the differences between driving factors on different timeframes.

    Pure price based methods don't really rely on any of these factors. It's the opposite - you learn about them and then factor them in, no pun intended. For instance, it's well known that markets tend to trend more during the morning hours than the mid-day hours. It's a factor that is only applicable to the intra-day timeframe. There are a lot of others.

    /Wulfrede
     
    #242     Apr 20, 2013
  3. j2ee

    j2ee

    I will demo trade more with IB realtime data demo account first.
     
    #243     Apr 21, 2013
  4. j2ee

    j2ee

    As you can see in this "programming" board, there is almost no one replies everyday. That's how hard most of the people try to make an auto trade system: almost zero %.

    Elitetrader is definitely having the most serious trader, so the stats really makes sense.
     
    #244     Apr 22, 2013
  5. apfx

    apfx

    Here is a simple thing that you can not do in any other platform with just 60 lines of code ( if not at all)


    Buy on bar open
    Sell on bar close
    Max. number of simultaneously open positions:
    - lets say 10.
    Max. number of simultaneously open positions for symbols in the same category:
    - lets say 3.
    Where category can be GICS,ICB,Sector,Industry,or a watchlist.
     
    #245     Apr 27, 2013
  6. j2ee

    j2ee

    Fewer lines to do some simple stuff means nothing. The point is amibroker can let you do a lot of complicate stuff no matter with how many lines of code, it is just impossible.

     
    #246     Apr 28, 2013
  7. Ash1972

    Ash1972

    If you want my advice, don't bother trying to create your own trading system. Pick one of the good trendfollowing funds that have developed their systems over a couple of decades (in some cases).

    Modern markets are so choppy that the only approach that can really cut it in terms of limiting drawdowns is trading multiple timeframe systems across multiple markets and doing some pretty sophisticated statistical filtering.

    You need something that a retail investor can win with and, more importantly, live with.
     
    #247     Apr 28, 2013
  8. apfx

    apfx

    That is absolutely not true.
    AB lets you do with a few lines what is impossible or "complicated" to do in other platforms.

    Just try to code and backtest the above strategy in your preferred Platform/language.
     
    #248     Apr 28, 2013
  9. j2ee

    j2ee

    Don't waste time with very limited amibroker, move on.

     
    #249     Apr 28, 2013
  10. j2ee

    j2ee

    If you don't like to learn and try at all, yes it is better to be with a good fund.

     
    #250     Apr 28, 2013