Day trading is losers game

Discussion in 'Trading' started by oilfxpro, May 17, 2011.

  1. ssss

    ssss

    You can check real money contest result

    http://learncurrencytrading.com/Micro/KOM/May2010/firstplace.pdf

    http://forexforums.dailyfx.com/king-micro-trading-contest/485819-contest-winner-archive.html

    3109 % in month calculated on 500$

    17087 $
    ###########

    (realy more as 3109 % -month started with some 336.75$ $)

    It is second result from 3 years ,each month approx 20 000
    -50 000 competitors ( All fxcm account`s with balanse more as 500
    $ automatical entry )

    Most of them loss


    Most of the profit - only one movement GBP/JPY
    ----------------------------------------------------------------

    with one great operation

    All profit -only 3 operations

    2 short ,1 -long GBP/JPY









    100 000 GBP/JPY short 139.8 - 128.25

    10 maj -20 maj 2010 + 12894$
    ------------------------------------------
    40 000 GBP/JPY long 134.8 - 139.8
    7-10 maj 2010 + 4*540 $
    -------------------------------------------

    10 000 GBP/JPY short 145.58 -130.42
    26 april - 6 Maj +1711 $
     
    #501     Jul 29, 2012
  2. ssss

    ssss

    #502     Jul 29, 2012
  3. ssss

    ssss

    October 2011

    1. Canada - 12,725.31% Survey / Trade Report (.xls version)

    http://forexforums.dailyfx.com/king-micro-trading-contest/485819-contest-winner-archive.html

    http://media.dailyfx.com/sales/micro/kom_docs/OCT2011/octtradereport1st.pdf

    ----------------------------------------------

    Start Balanse - 1296 $
    Ending Balanse -39745 $
    Floating P/L -126481 $
    Equity -166266 $
    Month profit - 12,725.31% ( 128 time's )

    1.aud/usd 3 oct 2011 Short 70000 -159$
    0.96657 -0.96884
    2. aud/usd 3 oct Long 70000 0.96870 -0.96658 -148 $
    --------------------------------------------------
    Balanse lower as 1000 $

    3.aud/usd 3 oct short 80000 0.96656 -0.96370 +229 $
    4.aud/usd 3 oct -4 oct ,short 100000 0.96341 -0.94387 +1937$
    5. aud/usd 4 oct ,short 50000 0.95174 -0.94387 + 393 $
    -------------------------------------------------------------

    Balanse approx - 3548 $
    ...........................
    6. aud/usd 4 oct 14.16 -15.31 long 200 000 0.94395 -0.94319 - 152 $
    7. aud/usd 4 oct 15.31-16.12 short 200 000 0.94317 -0.94743 -852 $
    ------------------------------------------------------------------------

    Balanse approx 2545 $

    MOST IMPORTANT OPERATION -Multiple averaging UP AUD/USD
    #################################################################


    8.1 aud/usd 4 oct long 40000 16.12-18.15 0.94735 -0.94187 -219 $
    -----------------------------------------------------------------------
    20% of aud/usd position is closed with loss -219 $

    Balanse approx -2325$
    ---------------------------------
    8.2 . aud/usd 4 oct long 160 000 16.12 ---- 0.94735
    31 oct 1.05290 +17248 $

    80 % of AUD/USD ,which was open 4 oct 16.12
    hold until end of the month with profit + 17248 $

    -------------
    8.3 - 8.xx

    After that AUD/USD averaging up from 5 oct untill 27 oct
    multiple time from 0.94735 untill 1.04754 and all closed by 1.05290
    with profit 145 000 $
    ##############################

    and after 27 october until 31 october 4 time aud/usd with loss -15000 $
    ------------------------------------------------------------------------
    (open 1.07 -closed 1.0529 )

    Summary 145000 -15000 $ = +130 000 $

    +

    9. eur/usd 5-9 oct long in 5 part's 210 000 1.33038-1.33895 +781 $
    10.aud/usd 7-7 oct in 3 part's long 300 000 0.97564 -0.97735 +401 $
    11. eur/usd 7 -9 oct long 20000 1.35139 -1.33898 -248 $
    -------------------------------------------------------------------


    12. eur/usd 10-14 oct long in 4 part 4*130 000 = 520 000

    1.34139 -1.37863 +18300 $
    #####################################
     
    #503     Jul 29, 2012
  4. ssss

    ssss

    China

    3 result from 507 $ until 13024 $ 2461 %

    http://forexforums.dailyfx.com/king-micro-trading-contest/485819-contest-winner-archive.html

    http://media.dailyfx.com/sales/micro/kom_docs/DEC2011/dectradereport1st.pdf

    Equal story from 12500 $ of profit 10000$

    from one operation in parts
    ###################

    in this case short XAU/USD 4* 50

    1713-1615

    ##############


    All 3 best result's Fromn Canada,Poland ,China have one most profitable operation (in part's ,averaging up )

    GBP/JPY AUD/USD or XAU/USD
     
    #504     Jul 29, 2012
  5. Are entry criteria for attempts same?Are each type of entry criteria backtestable with accuracy?Entry criteria include
    trend retracement ,
    below support,
    below resistance
    trend
    trend on 1m ,5 m ,15m
    trend on 1m ,5 m ,15m ,30 m ,1 hr ,4 hr
    trendline factors
    stochastics?
    time of day of entry
    counter trend?
    momentum
    volatility
    low resistance or high resistance level?
    low or key support
    intermarket correlation in place?
    other context readings?
    bullish or bearish sentiment?
    shark pool area?
    stop loss?
    volatility
    reversal
    breakout
    spread 1 pip or 3 pips
    slippage infliction platform/broker


    Do you use a lousy broker/bucket shop called FXCM/REFCO , PFG , or another crook?-

    Do your 50 %figures have any meaning if the above can not be back tested?
     
    #505     Jul 29, 2012
  6. ssss

    ssss

    SPY price = 139 , Retail client (Gambler) is short

    with Target 138
    Stop loss 140

    Profit = Loss 1:1

    After 10 000 attempts your hit rate with very great chance would near 50 % ( some 50.02 % or 49.98 %)

    ----------------------------
    Quote from oilfxpro

    ...Are entry criteria for attempts same?Are each type of entry criteria backtestable with accuracy?Entry criteria include
    trend retracement ,

    Without any matter ...
    ########################


    Market maker have advatage -spread
    ##########################

    retail sector not
    ############

    It is decisive advantage
    ###############

    For existence one professional need 2000 -5000 retail operator
    ------------------------------------------------------------------------------

    multiple hundred's VP by Goldman Sachs have salary
    1 mln $ p.a.

    multiple Senior Parner'S have salary 5 mln $ p.a.



    ... Entry/exit criteria based on different trading systems ,which
    linked to economy theory

    1. Adam Smit ,D.Ricardo and different Adepts
    ( Marschal ,Keynes , Friedman , Mjurdal )

    2. Teaching Adam Smit based on Lokk doktrin

    " Treatise to goverement "

    3. Lokk on Bibel


    No any scientific evidence ,as based on Religion
    ##################################

    Each retail payed spread from start -that is
    profit for Market maker's ( from GS,JPM &)

    indepedent for direction
    #################

    Compare Stock ,future market with Casino or Lotto


    Zero summ game
    ------------------------


    Spread ,Broker and margin fees ,Tax
     
    #506     Jul 29, 2012
  7. ssss

    ssss

    #507     Jul 29, 2012
  8. heypa

    heypa

    Back to congressional insider trading.
    They are slick.
    They back door every restricting law.
    How about family?
    How many laws are there?
    Needle in the hay stack.
    Do we still know all the crap in the health care bill, now constitutional??
    I think not.
     
    #508     Jul 29, 2012
  9. ssss

    ssss

    Roulette - Probability Theory Guide
    #########################

    Probability Theory Basics and Applications - Mathematics of Roulette

    http://probability.infarom.ro/roulette.html

    We call a simple bet a bet that is made through a unique placement of chips on the roulette table. The table below notes the winning probabilities for each category of simple bet, for both European and American roulette:

    Simple bet

    Probability (odds)
    European roulette

    Probability (odds)
    American roulette


    Payout

    Straight Up




    18/37 = 48.64% (1.0 : 1)

    18/38 = 47.36% (1.1 : 1)


    1 to 1

    Even/Odd Bet


    18/37 = 48.64% (1.0 : 1)
    18/38 = 47.36% (1.1 : 1)


    1 to 1

    Low/High Bet


    18/37 = 48.64% (1.0 : 1)
    18/38 = 47.36% (1.1 : 1)


    1 to 1

    Let us denote by R the set of all roulette numbers. Any placement for a bet is then a subset of R, or an element of P (R). Denote by A the set of the groups of numbers from R allowed for a bet made through a unique placement. A has 154 elements.

    For example, A (straight-up bet), A (split bet), A (corner bet), A (odd bet), A (the numbers 0 and 19 cannot be covered by an allowed unique placement).

    We can define a simple bet as being a pair (A, S), where A and S is a real number.

    A is the placement (the set of numbers covered by the bet) and S is the basic stake (the money amount in chips). Because each simple bet has a payout defined by the rules of roulette, we can also look at a simple bet as at a triple , where is a natural number (the coefficient of multiplication of the stake in case of winning), which is determined solely by A. We have that , according to the rules of roulette.

    http://probability.infarom.ro/roulette.html

    ----------------------

    In Roullete retail operator best chance by payement 1:1

    48.64% ,lower as 50% ,no advantage

    In trading retail operator best chance by payement 1:1

    lower as 50% ,through spread ,broker and margin fees ,
    tax

    no advantage
    --------------------------


    Best strategy to win in game with no advantage

    low quantities bets with high risk

    Full in correlation with 3 example's above in thread (posting from ssss) Real money King of the Micro Contest


    Each month some 50 000 attempts
    For 3 Years more as 1 000 000 attempts

    3 Best Month results 12700 %,3108% ,2462 % from Canada,Poland ,China -

    all related to one operation (80 % of profit )
    ------------------------------------------

    Movement of the pair's AUD/USD , GBP/JPY 1000 pips
    or XAU/USD - 100$
     
    #509     Jul 29, 2012
  10. heypa

    heypa

    American. 1 in 38 play 1 in 35 pay. Long term you lose no matter how you manipulate your bet. Your bet size is limited.
    Easy to see in roulette or any casino game since they are relatively simple to figure. Harder to figure in trading since we can horrendously complicate any trading method. Still the sum of the parts.
     
    #510     Jul 29, 2012