Futures Trading Analysis

Discussion in 'Educational Resources' started by Futures Track, May 8, 2015.

  1. kut2k2

    kut2k2

    I'm not a quant. Not interested in pricing models or market-neutral strategies.

    Anyway I want to ask the futures backtesters why they chose the method of data adjustment they use and whether the data is user-spliced or vendor-spliced.
     
    #71     May 15, 2015
  2. dbphoenix

    dbphoenix

    Once upon a time, I had to do the splicing manually. Nowadays I don't think about it. I let the vendor do it.
     
    #72     May 15, 2015
  3. NoDoji

    NoDoji

    Awesome posts delMar! Written in 1935 and still works beautifully in 2015 :cool:
     
    #73     May 17, 2015
  4. NoDoji

    NoDoji

    k p is searching for certainty in an environment that is inherently uncertain. k p has a clean, strong foundation upon which to build a consistently profitable trading plan. After discussing this with k p for some time now, I believe that if he was given an insider tip from the largest hedge fund in existence that the NQ was going to tank 100 points starting at the open tomorrow because this fund was going to spark a selling frenzy, he would hesitate to put on the trade because he couldn't be 100% certain it was really going to happen. He'd start thinking about it and analyzing it and wondering if the insider was tipping off all retail market participants in order to trap them, and so on and so forth.

    Redneck talks about getting to the root cause of trading issues. There are many excellent posts here about trading futures, but all the knowledge and analysis and planning will be for nothing if one has root issues that will prevent him or her from operating in an environment of constant risk and uncertainty.

    If you're used to dotting all your I's and crossing all your T's, if you're used to acing all your exams, if you're used to "measure twice, cut once", if you're used to making sure everything is just right so you can avoid risk, if you hold grudges, if you absolutely can't stand discomfort, if you put off till tomorrow what you can take care of today...you will struggle madly in the trading arena, where slightly better than average is excellent, perfection is irrelevant, you never ever know what's going to happen next (and it doesn't matter).

    "It’s not what you don't know that can blow your account; it’s what you know for absolute certain that can.”
     
    #74     May 17, 2015
  5. k p

    k p

    Can't disagree with any of this.

    I think this is part of the reason why I kept crying out to see people show charts with their trades, all of their trades. I guess I just wanted to see that others put on trades too that don't work, and that perhaps right after 2 or 3 losses in a row, they still put on the next trade that makes up for it, or even doesn't make up for it, and they finish down for the day.

    Learning by example after all does account I think for the most prominent way to learn, and babies of all species start by imitating their parents. The smart traders of course take their charts and sit by themselves in a corner and do their own thing, but I am only no starting to grasp this. In my defense, just to make myself feel better of course, given that everyone enjoy's the posts of monoid, I found a bit of peace when I read him state that there are two ways to learn to trade, and the insane way was to do it on your own. Many do not have the option of the mentor, which he stated was the sane way to learn.

    Anyway, so NoDoji, you hit the nail on the head here. The addition of what RN says about the root cause of this is also pivotal. Its really taken me this long (I've been at this 15 months now) to start to let go. To be honest, I didn't even know the issues I would have until maybe 6 months into it. I didn't even think I could keep going at it until I lost just under 1k in a day, which is much too much for my small account, and this happened twice just this past December and January I think.

    I know its possible to be successful at this, but until you find out what your'e starting with, what your psychological deficiencies truly are, its really difficult to know how to move forward. I think you almost have to go down the wrong path, see it to the very end, and if you're still motivated enough at this point to turn around, then you can begin to do so. Having read the back story to so many traders here, I don't think I've come across one who found success the first time around, or even within the first year. Everyone has deficiencies of some sort, and with trading, no matter what that deficiency is, it will find a way to get in the way of consistently profitable trading.

    In many ways, I've learned so many great things in life that have been beneficial in the real world, and sadly, none of them are of any use in trading. :( But look.. I'm still here... still kicking... and there will be a "Trading the NQ.. Part 3" journal opening up eventually. :)
     
    Last edited: May 17, 2015
    #75     May 17, 2015
  6. kut2k2

    kut2k2

    So which method of data adjustment do you use? And who is your vendor?
     
    #76     May 17, 2015
  7. dbphoenix

    dbphoenix

    IB.
     
    #77     May 17, 2015
  8. Redneck

    Redneck

    KP,

    Appears you're beginning to open up - and with that will come the necessary lessons/ changes

    Sweet!!!


    For the record;

    I have losing trades
    I have successive losing trades
    I have losing days

    It not important whether each trade wins or loses - it only important how I conduct my self - day in day out..., trade to trade


    Hard headed - I suffer the same affliction

    But once you apply that same hard headed-ness to the necessary and correct - think how powerful an ally that will be


    1.) Every one of us - I have multiple

    2.) Trading exposes every single thing about the trader - the good..., the bad..., and the ugly - and it will try to turn each of those against us



    Not only are they of not any use - the vast majority are down right detrimental


    I've done this (lost too much for my account size)

    Not proud I did..., it simply piss poor trading on my part

    Learn from it..., don't repeat

    ==================

    Keep on Truckin KP

    One day at a time..., one step at a time

    RN
     
    #78     May 17, 2015
    monoid, Gringo, NoDoji and 1 other person like this.
  9. kut2k2

    kut2k2

    No.

    It is important that you win more money than you lose. Discipline does not automatically equate to profits. Without a proven trading strategy, how you conduct yourself won't matter as far as your trading success is concerned.
     
    #79     May 18, 2015
    dbphoenix likes this.
  10. barcadia

    barcadia

    Yes.
    Admittdely, i'm only a newbie for whom, at the moment, this all seems quite impossible ('this' being the idea of being able to make consistent money trading)
    I have noticed lots of posts suggesting that 'everything works' and that it's only the psychological aspects that make it difficult, but surely if this were true, everyone would get rich coding a very simple Moving Average crossover system, taking all emotion out of it.
    I think one needs something that gives them an accurate idea of where price is about to go!
    I think a brilliant method (whatever that may consist of!) trumps everything regarding psychology.
     
    #80     May 18, 2015