Do you have a EDGE over the market?

Discussion in 'Technical Analysis' started by benysl, Jul 20, 2005.

  1. I talked to a friend of mine tonight that took 13 trades in the ES today and profited on 11 of them for over 25 points. I also know he hasn't had a loosing day in over 2 months. I rode in the Rolls and saw the closing on the 10,000 sq. ft. cottage, so it exists.

    Don't ask, won't tell you.

    My point is that the 50/50 Rule is for gamblers and if you really know how to trade, guessing doesn't enter into it. Regardless of what the drivel being spewed in here says. The people that say price can't be read, can't read price. Go figure.
     
    #51     Jul 21, 2005
  2. benysl

    benysl



    From a MATHS view if the trade is taken at RANDOM
    % of it hitting $1000 profit = 23.077%
    % of it hitting $300 loss = 76.923%

    if you want to have a win/loss of $1300
    To calculate a 30% vs 70%
    30% to win $910
    70% to loss $390
    or
    30% to lose $910
    70% to win $390
     
    #52     Jul 21, 2005
  3. benysl

    benysl

    THE REAL QUESTION IS IF YOU TAKE A TRADE BASED ON A TOSS COIN, HEAD GO LONG and TAIL GO SHORT, can you have a MATHS EDGE cos hitting either way is 50/50 for a risk/reward of 1 to 1.

    You cannot say profit $2 while risk is $1 cos I have explain that earlier to do that would mean 33% win vs 66% loss.

    So far most discussion had been on trader edge using TA, backtest, forward test, news etc etc. So now I am assuming trade based on a flip of a coin, can you have a edge??

    I have a way, developing some spreadsheet at the moment, just want to hear some view on this.
     
    #53     Jul 21, 2005
  4. If you were intending to share the entry with the board, it is not clear why the entry did not come earlier in the pullback.
     
    #54     Jul 21, 2005
  5. do you ever see those posters that look like a very odd grouping of shapes and colors--------------you keep staring at it, then you suddenly see something very cool. Everyone else around you looking in frustration just can't seem to see it-----------that is an edge.
     
    #55     Jul 21, 2005
  6. benysl

    benysl

    again you are talking about TRADERS EDGE

    Perhaps I should be more clear in the topic.

    I am talking about MATHS EDGE here
     
    #56     Jul 21, 2005
  7. me too----------mathematical ratio's!

    can't you see it? :)
     
    #57     Jul 21, 2005
  8. Remiraz

    Remiraz

    But from a MATHS view if the trade is not taken at RANDOM these figures will not be valid.

    Your percentages ONLY applies to a FAIR SYSTEM.

    Your "trader edge using TA, backtest, forward test, news etc etc" IS an edge.

    Assuming you trade based on a flip of coin, thats called random entry. There are some very good threads regarding that:

    Coin Flip System
    http://www.elitetrader.com/vb/showthread.php?s=&threadid=40516

    Van K.Tharp's Coin Flip System
    http://www.elitetrader.com/vb/showthread.php?s=&threadid=23498
     
    #58     Jul 22, 2005
  9. I really do not know what you are asking. Of course, if you base your trades on coin flip 50/50, no matter how you change your profit taking and stop and assuming the coin is fair and random, you will never get an edge. But that is not what trading is all about. Maybe you are asking whether it is possible to create a positive mathematical expectancy using money management alone?
     
    #59     Jul 22, 2005
  10. Sounds like the original poster doesnt have an edge, is depressed and trying to draw out traders who do well to entrain them in his drama. bring them down to his level so to speak,

    My advice: ignore negative people on ET, they just want a shoulder to cry on.
     
    #60     Jul 22, 2005