direct statistical trading a "clearly" defined approach by NTW31

Discussion in 'Strategy Building' started by nukethewhales31, Dec 31, 2008.

  1. ive seen someone do it and they were very successful they had to modify it a bit i think but it worked good. watching them do it was so incredibly fast tho.

    had an ea he wrote based off of some stats i ran with fixed 4000 sample of candles then autotraded it.
     
    #211     Jan 16, 2009
  2. who wants to help me catch falling knifes ...?

    the probability of that line breaking was what ? anyone wanna guess?
     
    #212     Jan 16, 2009
  3. sorry i'm late to this thread. What page number is this strategy explained on?
     
    #213     Jan 16, 2009
  4. I would imagine variable spreads and bid/ask would make this somewhat difficult, no?
     
    #214     Jan 16, 2009
  5. no strategy here just an approach read through the thread.
     
    #215     Jan 16, 2009
  6. there are times of the day statistically spreads are closer an further have it turn on and off at those times

    i know he was scraping something like 1 pip or less at times but over the course of X amount of trades it added up

    i forget why he stopped using it probably the change in VOL
     
    #216     Jan 16, 2009
  7. this week stung the heart usually i trade alot higher wins but i was at 74% this week out of 93 trades

    i chalk it all up to poor trading not following rules and being a bad trader.

    -always follow your rules.

    i need to invest in one of those flogs so i can flog myself when i F up.
     
    #217     Jan 16, 2009
  8. #218     Jan 17, 2009
  9. also im sure youve noticed the slow down in my postings... im working on videos real time live action trading in motion as i do it ... i have like 20 systems so ill show some of the ones i no longer use. have to figure out how to block account numbers and stuff tho so give me some time.
     
    #219     Jan 17, 2009
  10. Maybe I am missing something here, but there seems to be an obvious mistake.

    From what I gather you have your entrance at open +x... then stop at open. And you expect it to have the same % accuracy as what you figured when performing the intial calculations.. however that is impossible...

    Simply because your calculations deal with something such as abs(open-high) and abs(open-low)... so your shortest distance and your longest distance variables are generated from above..

    This does not give you any information to be able to say if price moves greater than open+x to enter and then to get stoped otu if it moves back to the open.. it should be if it moves past the open-LSD...

    That is because its easy for the price to pass your entrance point, still go back below the open or further, not get all the way to open-LSD,then turn around and go back above yoru entrance point as much as your SDL...

    do you get what I am saying? Am I describing this correctly? Bottom line, I dont get the stop being at open.. using OHLC bars you do not have enough data to know what came first... therefore yoru % of success for the trade numbers are way off... you should be using your stop for longs at open-LSD

    Which this makes your risk for your trade MUCH greater, makes it more like 2*LSD instead of just one LSD..

    comments?
     
    #220     Jan 17, 2009