i just asked grok who is investing in AI and whether AI will kill retail trading

What is Jerkhistory, what is Snaphistory?

 

If you are refering to the way I can automate trading algorithms, yes I figured it out, long time ago

If you are refering to the fact that I have a printing money machine, no, that's not something I have.

My algos don't fail, they are robustly not making any money.

 

AI will kill retail trading
---->
AI will kill each other


►}☻T╫₧¿▓▓¿}╔ç

 

AI will kill retail trading
Retail trading will kill AI ?

You've done something unusual here.
Are you doing fine @maxinger ?

 

.
I... Code... There... Fore... I... Am...
.

 

Code:

using System;
using System.Collections.Generic;
using System.Linq;
using PowerLanguage.Function;

namespace PowerLanguage.Strategy {
    [IOGMode(IOGMode.Enabled)]
    public class ctest1: SignalObject {
        #region Strategy Parameters

            [Input]
        public int LookbackWindow {
            get;
            set;
        }

        [Input]
        public double SignalThreshold {
            get;
            set;
        }

        [Input]
        public int PositionSize {
            get;
            set;
        }

        [Input]
        public double TransactionCost {
            get;
            set;
        }

        [Input]
        public double RiskFactor {
            get;
            set;
        }

        [Input]
        public bool EnableQuantum {
            get;
            set;
        }

        [Input]
        public bool EnableBacterial {
            get;
            set;
        }

        [Input]
        public bool EnableFractional {
            get;
            set;
        }

        #endregion

        #region Private Variables

        private List < double > priceHistory;
        private List < double > signalHistory;
        private List < double > velocityHistory;
        private List < double > accelerationHistory;
        private List < double > jerkHistory;
        private List < double > snapHistory;

        private double currentCompositeSignal;
        private double previousCompositeSignal;
        private int currentPosition;

        // Performance tracking
        private double totalPnL;
        private double maxDrawdown;
        private double peakEquity;
        private int totalTrades;
        private int winningTrades;

        // Risk management
        private double shortTermVol;
        private double longTermVol;
        private double currentDrawdown;

        // Orders interface - separate entry and exit orders for frequent trading
        private IOrderMarket m_BuyOrder;
        private IOrderMarket m_SellOrder;
        private IOrderMarket m_ExitLongOrder;
        private IOrderMarket m_ExitShortOrder;

        // Position tracking for frequent trading
        private int barsInPosition;
        private int maxHoldingPeriod;
        private int minHoldingPeriod;

        #endregion

        #region Constructor

        public ctest1(object _ctx): base(_ctx) {
            // AGGRESSIVE SETTINGS FOR GUARANTEED LONG/SHORT TRADES
            LookbackWindow = 10; // Very short for quick mean reversion
            SignalThreshold = 0.005; // Extremely sensitive threshold
            PositionSize = 1;
            TransactionCost = 0.001;
            RiskFactor = 1.0;
            EnableQuantum = false; // Disable complex signals initially
            EnableBacterial = false; // Use only simple mean reversion
            EnableFractional = false;

            // Trading frequency controls
            maxHoldingPeriod = 12; // Shorter holding period
            minHoldingPeriod = 3; // Shorter minimum hold
        }

        #endregion

        #region Initialization

        protected override void Create() {
            // Initialize collections
            priceHistory = new List < double > ();
            signalHistory = new List < double > ();
            velocityHistory = new List < double > ();
            accelerationHistory = new List < double > ();
            jerkHistory = new List < double > ();
            snapHistory = new List < double > ();

            // Initialize variables
            currentCompositeSignal = 0;
            previousCompositeSignal = 0;
            currentPosition = 0;
            totalPnL = 0;
            maxDrawdown = 0;
            peakEquity = 0;
            totalTrades = 0;
            winningTrades = 0;

            // Initialize order interface - all 4 order types for active trading
            m_BuyOrder = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.Buy));
            m_SellOrder = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.SellShort));
            m_ExitLongOrder = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.Sell));
            m_ExitShortOrder = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.BuyToCover));

            // Initialize position tracking
            barsInPosition = 0;
        }

        #endregion

        #region Main Strategy Logic

        protected override void CalcBar() {
            // Update price history
            UpdatePriceHistory();

            // Need minimum bars for calculations - optimized for INTC
            if (priceHistory.Count < 5) // Very low minimum for volatile stock
                return;

            // Calculate velocity derivatives
            CalculateVelocityDerivatives();

            // Generate composite signal
            currentCompositeSignal = GenerateCompositeSignal();

            // Apply risk management
            double riskAdjustedSignal = ApplyRiskManagement(currentCompositeSignal);

            // Generate trading decision
            int tradingSignal = GenerateTradingDecision(riskAdjustedSignal);

            // Execute trades
            ExecuteTrade(tradingSignal);

            // Update performance metrics
            UpdatePerformanceMetrics();

            // Store signal for next bar
            previousCompositeSignal = currentCompositeSignal;
            signalHistory.Add(currentCompositeSignal);

            // Maintain history size
            MaintainHistorySize();

            // Output debug information
            OutputDebugInfo(tradingSignal, riskAdjustedSignal);
        }

        #endregion

        #region Core Algorithm Components

        private void UpdatePriceHistory() {
            priceHistory.Add(Bars.Close[0]);

            // Maintain maximum history size
            if (priceHistory.Count > LookbackWindow * 2) {
                priceHistory.RemoveAt(0);
            }
        }

        private void CalculateVelocityDerivatives() {
            if (priceHistory.Count < 5) return;

            var recentPrices = TakeLast(priceHistory, Math.Min(priceHistory.Count, LookbackWindow));

            // Calculate velocity (1st derivative)
            var velocity = CalculateGradient(recentPrices);
            if (velocity.Count > 0)
                velocityHistory.Add(velocity[velocity.Count - 1]);

            // Calculate acceleration (2nd derivative)
            if (velocityHistory.Count >= 2) {
                var acceleration = CalculateGradient(TakeLast(velocityHistory, Math.Min(velocityHistory.Count, 50)));
                if (acceleration.Count > 0)
                    accelerationHistory.Add(acceleration[acceleration.Count - 1]);
            }

            // Calculate jerk (3rd derivative)
            if (accelerationHistory.Count >= 2) {
                var jerk = CalculateGradient(TakeLast(accelerationHistory, Math.Min(accelerationHistory.Count, 30)));
                if (jerk.Count > 0)
                    jerkHistory.Add(jerk[jerk.Count - 1]);
            }

            // Calculate snap (4th derivative)
            if (jerkHistory.Count >= 2) {
                var snap = CalculateGradient(TakeLast(jerkHistory, Math.Min(jerkHistory.Count, 20)));
                if (snap.Count > 0)
                    snapHistory.Add(snap[snap.Count - 1]);
            }
        }

        private List < double > CalculateGradient(List < double > data) {
            var gradient = new List < double > ();

            if (data.Count < 2) return gradient;

            // Forward difference for first point
            gradient.Add(data[1] - data[0]);

            // Central difference for middle points
            for (int i = 1; i < data.Count - 1; i++) {
                gradient.Add((data[i + 1] - data[i - 1]) / 2.0);
            }

            // Backward difference for last point
            gradient.Add(data[data.Count - 1] - data[data.Count - 2]);

            return gradient;
        }

        private double GenerateCompositeSignal() {
            var recentPrices = TakeLast(priceHistory, Math.Min(priceHistory.Count, LookbackWindow));

            if (recentPrices.Count < 5) return 0;

            // SIMPLE MEAN REVERSION SIGNAL - This will fix the long/short imbalance
            double currentPrice = recentPrices[recentPrices.Count - 1];
            double meanPrice = Average(recentPrices);

            // Primary mean reversion signal:
            // POSITIVE when price > mean (should SHORT)
            // NEGATIVE when price < mean (should LONG)
            double primarySignal = (currentPrice - meanPrice) / meanPrice;

            // Scale the signal to make it more sensitive
            primarySignal = primarySignal * 10; // Amplify for better sensitivity

            // Debug output to see signal components
            if (Bars.CurrentBar % 5 == 0) {
                Output.WriteLine($"SIGNAL DEBUG - Price: {currentPrice:F2}, Mean: {meanPrice:F2}, " +
                    $ "Primary: {primarySignal:F4}");
            }

            return primarySignal;
        }

        #endregion

        #region Risk Management

        private double ApplyRiskManagement(double signal) {
            // Minimal risk management for INTC - just pass through the signal
            return signal * RiskFactor;
        }

        #endregion

        #region Trading Execution

        private int GenerateTradingDecision(double riskAdjustedSignal) {
            // FORCE EXIT after maximum holding period
            if (currentPosition != 0 && barsInPosition >= maxHoldingPeriod) {
                Output.WriteLine($"FORCED EXIT after {barsInPosition} days in position");
                return currentPosition > 0 ? -2 : 2; // Force exit long or short
            }

            // FORCE EXIT if signal reverses strongly after minimum hold period
            if (currentPosition != 0 && barsInPosition >= minHoldingPeriod) {
                if (currentPosition > 0 && riskAdjustedSignal > SignalThreshold * 2) // Long position, strong sell signal
                {
                    Output.WriteLine($"SIGNAL REVERSAL EXIT after {barsInPosition} days - Long to Exit");
                    return -2; // Exit long
                }
                if (currentPosition < 0 && riskAdjustedSignal < -SignalThreshold * 2) // Short position, strong buy signal
                {
                    Output.WriteLine($"SIGNAL REVERSAL EXIT after {barsInPosition} days - Short to Exit");
                    return 2; // Exit short
                }
            }

            // NEW ENTRY SIGNALS (only when flat)
            if (currentPosition == 0) {
                // MEAN REVERSION LOGIC:
                // Buy when signal is NEGATIVE (price below mean - expect reversion UP)
                // Sell when signal is POSITIVE (price above mean - expect reversion DOWN)

                if (riskAdjustedSignal < -SignalThreshold) {
                    Output.WriteLine($"NEW LONG ENTRY - Price Below Mean, Signal: {riskAdjustedSignal:F4}");
                    return 1; // Long entry - buy the dip
                } else if (riskAdjustedSignal > SignalThreshold) {
                    Output.WriteLine($"NEW SHORT ENTRY - Price Above Mean, Signal: {riskAdjustedSignal:F4}");
                    return -1; // Short entry - sell the spike
                }
            }

            return 0; // Hold current position
        }

        private void ExecuteTrade(int tradingSignal) {
            // Update bars in position counter
            if (currentPosition != 0) {
                barsInPosition++;
            }

            // Execute based on trading signal
            switch (tradingSignal) {
            case 1: // Buy (Long Entry)
                if (currentPosition <= 0) {
                    m_BuyOrder.Send();
                    currentPosition = 1;
                    barsInPosition = 0; // Reset counter
                    totalTrades++;
                    Output.WriteLine($"*** LONG ENTRY at Bar {Bars.CurrentBar}, Price: {Bars.Close[0]:F2} ***");
                }
                break;

            case -1: // Sell Short (Short Entry)
                if (currentPosition >= 0) {
                    m_SellOrder.Send();
                    currentPosition = -1;
                    barsInPosition = 0; // Reset counter
                    totalTrades++;
                    Output.WriteLine($"*** SHORT ENTRY at Bar {Bars.CurrentBar}, Price: {Bars.Close[0]:F2} ***");
                }
                break;

            case -2: // Exit Long Position
                if (currentPosition > 0) {
                    m_ExitLongOrder.Send();
                    Output.WriteLine($"*** EXIT LONG at Bar {Bars.CurrentBar}, Price: {Bars.Close[0]:F2}, Held {barsInPosition} days ***");
                    currentPosition = 0;
                    barsInPosition = 0;
                    totalTrades++;
                }
                break;

            case 2: // Exit Short Position
                if (currentPosition < 0) {
                    m_ExitShortOrder.Send();
                    Output.WriteLine($"*** EXIT SHORT at Bar {Bars.CurrentBar}, Price: {Bars.Close[0]:F2}, Held {barsInPosition} days ***");
                    currentPosition = 0;
                    barsInPosition = 0;
                    totalTrades++;
                }
                break;
            }
        }

        #endregion

        #region Performance Tracking

        private void UpdatePerformanceMetrics() {
            // Basic performance tracking
            if (Bars.CurrentBar > 1) {
                double currentPrice = Bars.Close[0];
                double previousPrice = Bars.Close[1];

                // Simple equity calculation
                double priceChange = currentPrice - previousPrice;

                if (priceChange > peakEquity) {
                    peakEquity = priceChange;
                }

                double drawdown = peakEquity > 0 ? (priceChange - peakEquity) / peakEquity : 0;
                if (drawdown < maxDrawdown) {
                    maxDrawdown = drawdown;
                }
            }
        }

        #endregion

        #region Utility Functions

        private double CalculateStandardDeviation(List < double > values) {
            if (values.Count < 2) return 0;

            double mean = Average(values);
            double sumSquares = 0;
            for (int i = 0; i < values.Count; i++) {
                sumSquares += Math.Pow(values - mean, 2);
            }
            return Math.Sqrt(sumSquares / (values.Count - 1));
        }

        private double Average(List < double > values) {
            if (values.Count == 0) return 0;

            double sum = 0;
            for (int i = 0; i < values.Count; i++) {
                sum += values;
            }
            return sum / values.Count;
        }

        private double MaxValue(List < double > values) {
            if (values.Count == 0) return 0;

            double max = values[0];
            for (int i = 1; i < values.Count; i++) {
                if (values > max)
                    max = values;
            }
            return max;
        }

        private double MinValue(List < double > values) {
            if (values.Count == 0) return 0;

            double min = values[0];
            for (int i = 1; i < values.Count; i++) {
                if (values < min)
                    min = values;
            }
            return min;
        }

        private List < double > TakeLast(List < double > source, int count) {
            if (source.Count <= count)
                return new List < double > (source);

            var result = new List < double > ();
            for (int i = source.Count - count; i < source.Count; i++) {
                result.Add(source);
            }
            return result;
        }

        private void MaintainHistorySize() {
            const int maxHistorySize = 100; // Reduced size

            if (velocityHistory.Count > maxHistorySize)
                velocityHistory.RemoveAt(0);

            if (accelerationHistory.Count > maxHistorySize)
                accelerationHistory.RemoveAt(0);

            if (jerkHistory.Count > maxHistorySize)
                jerkHistory.RemoveAt(0);

            if (snapHistory.Count > maxHistorySize)
                snapHistory.RemoveAt(0);

            if (signalHistory.Count > maxHistorySize)
                signalHistory.RemoveAt(0);
        }

        private void OutputDebugInfo(int tradingSignal, double riskAdjustedSignal) {
            // Output EVERY bar to debug the signal issue
            if (Bars.CurrentBar % 1 == 0) // Every single bar
            {
                string positionStatus = currentPosition > 0 ? $ "LONG ({barsInPosition} days)" :
                    currentPosition < 0 ? $ "SHORT ({barsInPosition} days)" : "FLAT";

                double currentPrice = Bars.Close[0];
                double meanPrice = priceHistory.Count > 5 ? Average(TakeLast(priceHistory, Math.Min(LookbackWindow, priceHistory.Count))) : currentPrice;
                string priceVsMean = currentPrice > meanPrice ? "ABOVE" : "BELOW";
                double priceDiff = ((currentPrice - meanPrice) / meanPrice) * 100;

                Output.WriteLine($"Bar {Bars.CurrentBar}: Price {currentPrice:F2} ({priceVsMean} mean by {priceDiff:F2}%), " +
                    $ "Signal {riskAdjustedSignal:F6}, Threshold ±{SignalThreshold:F6}, {GetActionName(tradingSignal)}, {positionStatus}");

                // Show exactly what should happen
                if (currentPosition == 0) {
                    if (riskAdjustedSignal < -SignalThreshold) {
                        Output.WriteLine($" *** LONG TRIGGER: Signal {riskAdjustedSignal:F6} < -{SignalThreshold:F6} ***");
                    } else if (riskAdjustedSignal > SignalThreshold) {
                        Output.WriteLine($" *** SHORT TRIGGER: Signal {riskAdjustedSignal:F6} > {SignalThreshold:F6} ***");
                    } else {
                        Output.WriteLine($" No trigger: Signal {riskAdjustedSignal:F6} between ±{SignalThreshold:F6}");
                    }
                }
            }
        }

        private string GetActionName(int signal) {
            switch (signal) {
            case 1:
                return "LONG ENTRY";
            case -1:
                return "SHORT ENTRY";
            case 2:
                return "EXIT SHORT";
            case -2:
                return "EXIT LONG";
            default:
                return "HOLD";
            }
        }

        #endregion
    }
}

 

Analysis by Sonnet 4

Updated Analysis: C# Trading Strategy with Critical Bug Detection v1.1.0
CRITICAL BUGS DISCOVERED
1. Index Access Syntax Errors (Runtime Failures)

• Location: All utility functions (Average, MaxValue, MinValue, TakeLast, CalculateStandardDeviation)
• Bug: Using values instead of values
  [*]Impact: Code will not compile or will throw runtime exceptions
  [*]Fix Required: Replace all instances with proper bracket notation
  

2. Mathematical Operations Compromised

• All statistical calculations are broken due to indexing errors
• Mean reversion signal generation will fail
• Performance metrics calculations are unreliable

3. Logic and Performance Issues

• Excessive debug output every bar (performance impact)
• No error handling or null checks
• Hardcoded magic numbers throughout
• Mixed responsibilities in single class

Strategy Overview (When Fixed)
This is a sophisticated mean reversion trading system with:

• Core Logic: Price deviation from rolling average (10-bar lookback)
• Signal Sensitivity: Ultra-high (0.5% threshold) for frequent trading
• Position Management: Active long/short switching with time-based exits
• Mathematical Foundation: Multi-derivative analysis (velocity → acceleration → jerk → snap)
• Risk Controls: Forced exits after 12 bars, signal reversal detection

Required Fixes
Immediate Priority:

1. Fix all array indexing syntax errors
2. Add null checks and error handling
3. Reduce debug output frequency
4. Validate all mathematical calculations

Architecture Improvements:

1. Separate signal generation logic
2. Extract risk management module
3. Add configuration validation
4. Implement proper error recovery

The strategy concept is sound but requires significant bug fixes before deployment. The mean reversion approach with multi-derivative analysis could be effective for volatile instruments once the implementation issues are resolved.

 

https://www.quora.com/How-can-you-e...tives-such-as-jerk-and-snap-with-applications

Higher-order derivatives extend the concept of velocity and acceleration to describe more complex motion. Here's a breakdown of these derivatives, focusing on jerk and snap, along with their applications:

1. Basic Definitions

• Position (s): The location of an object at a given time.
• Velocity (v): The first derivative of position with respect to time:
  v=dsdt" role="presentation">v=dsdt

• Acceleration (a): The second derivative of position, or the first derivative of velocity:
  a=dvdt=d2sdt2" role="presentation">a=dvdt=d2sdt2

• Jerk (j): The third derivative of position, or the first derivative of acceleration:
  j=dadt=d3sdt3" role="presentation">j=dadt=d3sdt3

• Snap (s): The fourth derivative of position, or the first derivative of jerk:
  s=djdt=d4sdt4" role="presentation">s=djdt=d4sdt4

2. Applications

Jerk

Jerk quantifies the change in acceleration. It is particularly important in various fields:

• Automotive Engineering: Jerk is critical in designing smoother ride experiences. Reducing jerk can enhance passenger comfort, especially in vehicles that accelerate or decelerate quickly.
• Robotics: In robotic motion planning, minimizing jerk can lead to smoother and more precise movements. This is crucial for applications like robotic surgery, where precision is vital.
• Animation and Simulations: In computer graphics, controlling jerk can lead to more realistic motion, preventing abrupt changes that can look unnatural.

Snap

Snap is less commonly discussed but has important applications:

• Spacecraft Trajectories: In astrodynamics, snap can be used to optimize trajectories for spacecraft. By minimizing snap, engineers can reduce the stress on the spacecraft during maneuvers, leading to longer operational lifespans.
• Advanced Robotics: For high-speed robotic arms or drones, controlling snap can improve performance by ensuring smooth transitions between different states of motion.
• Vehicle Dynamics: In the design of high-performance vehicles, understanding and controlling snap can help in optimizing handling characteristics during extreme maneuvers.

3. Summary

Higher-order derivatives like jerk and snap provide valuable insights into motion dynamics, especially in contexts where smoothness and precision are critical. By analyzing these derivatives, engineers and designers can enhance performance, safety, and comfort in various applications, from transportation to robotics and beyond.

 

I don't understand how, coding jerk and snap.