Estimation Theory Trading

Discussion in 'Journals' started by Roanoke, Jul 5, 2008.

  1. Roanoke

    Roanoke

    Do you have a specific objection to what I posted? If you are a liberal arts major and didn't follow, I will understand. I even gave you the example of a toilet tank to keep it at your level. Or maybe a thermostat would have been better. Make light if you must, but this is a powerful tool I use to inform all my trade decisions. I deliberately did not show the tuning for one-minute, as it would make too many people salivate.

    I suppose I should not be surprised at the lack of intelligent discourse. When I showed an example of my GRQ system some weeks ago I got exactly zero responses.
     
    #11     Jul 5, 2008
  2. You've been posting the same charts for months now.

    Whoop-De-Do :p


    I can post a chart also, LOL, it don't mean shit. :D

    ***
    There, how's that for intelligent conversation?

    P.S. You must be really bored to keep on posting the same crap, since,as you say, no one even responds to it (probably because they know it's useless).
     
    #12     Jul 5, 2008
  3. The chart you posted seems to show that your indicator is lagging. For example it signaled long entry at around September 2007, and long exit at around November, close to the entry price. Like moving average crossover system, looks nice on the chart, but actual entries and exits are much worse due to lag.
     
    #13     Jul 5, 2008
  4. Roanoke

    Roanoke

    All my charts have the same comfortable well-developed look-and-feel. That does not mean that when you see a new post it is the same system. I take it from your lack of quantitative response that you have no clue as to what the initial post asserted.
     
    #14     Jul 5, 2008
  5. HSC.1775

    HSC.1775

    For the liberal arts majors in the world who are unable to comprehend your level of sophistication, please post a real p&l statement with two years or trading, which will validate your methods. Thank you.
     
    #15     Jul 5, 2008
  6. LOL, I don't really care.

    But you can feel free to get to it with the PnL Statements, since like every other piker on the board, I'm sure you could be a millionaire ... whenever you wanted to be one.


    Bawawkahahahahahahahahahah :D :D :D
     
    #16     Jul 5, 2008
  7. I looked over both your charts.

    There are several aspects you may want to review.

    For reference I have done a lot od servo type stuff in math, the lab, and in the field. Most of these things were connected to analog computers either military or commercial.

    As you go from slower fractal to faster fractal, your orange time improves.

    What makes the orange time least effective is the fact that you have not coupled volatility correctly to the steering function And you also have a poor noise detection since you have omitted using using all the information available to you.

    I better explain "steering". Steering as I type it here is the money making function called sentiment. When there is no sentiment there is no need to steer to a particular being in the market at risk rather than being out of the market and not at risk.

    Servo functions can make use of verniers for greater throughput transmission from the source to the payoff. If you can recognize a fourth degree function, then you get to really steer. But that is not there for you to catch a glimpse of so far.

    The faster fractal you show is catching the orange and I am sure the 2 min and 100 millisecond is as well. But when you look at those charts and play them back up to the two you showed, you get to see that the missing orange in what you showed could have made you more money in two ways: interrupting the red or green at a more profitable place and second, having a reentry in an even more favorable place than the immediately prior exit as you in fact RESUME a trend that heretofore was mistakenly not inerrupted.

    Orange doesn't necessarily stand for something other than red or green. What it is but you do not as yet perceive this is a servo repositioning deal that optimizes trend price resetting.

    I am only interjecting here briefly to point out how the many ways of making money are there to study, learn from and acknowledge. There is no my way or the highway in successful trading.

    Most of the lousy trading demonstrated in ET is a consequence of minds shutting down from the competitive neuroplasticity concept crudely stated as: if you don't use it, you lose it. You have attracted some of the better examples of this phenomena in the quickies posted here.

    Two things to pick up from this post. Account for volatility to introduce orange into red and green. In the orange showing and to be showing, use the NEW red and green in the faster fractals that occurs during the slower fractal showing orange.
     
    #17     Jul 5, 2008
  8. HSC.1775

    HSC.1775

    Do you mean to tell me that if I am unable to trade successfully, all I need to do is write long winded posts on ET? Then I can be either a want to be quant or guru such as yourself?
     
    #18     Jul 5, 2008
  9. jem

    jem

    Roanoke - I am a liberal arts major, Econ degree.

    I would like to see the quote broken down.

    For instance how does it differ from the following.


    Using techniques borrowed from the engineering field - I speculate that security prices are susceptible to cycle analysis.

    I rename my technical analysis it to make it acceptable to potential hedge fund investors and phd reviewers.

    I have found some studies which allow me to make a buy or sell intraday and have an expectation of a profitable outcome. Now I might not make the same amount every time but after a lot of trades based on my data set I should make money.
     
    #19     Jul 5, 2008
  10. LOL, thanks for pointing that out.

    My eyes started glazing over and no way would I have read that paragraph otherwise.

    LOL some more.

    Business as usual on ET, carry on. :p :D :)
     
    #20     Jul 5, 2008