Long short game

Discussion in 'Trading' started by nooby_mcnoob, Jan 17, 2020.

  1. Like I said you can go long only but there are huge drawdowns. I think for my 755 round run, the peak was $8 million. So my criteria is that you must have 100 long or short TRADES. Not rounds.

    Yes, but that it is (probably) impractical to do in a short period of time with $10K.
     
    #21     Jan 18, 2020
  2. Here is a greasemonkey script that will keep track of how many times you've gone long/short. Paste results when you reach 100 long or short trades. So you need to beat $100K in 100 _trades_ which is the long only baseline. It adds the following in the page. When Long+Short = 100, then paste your results. Note that when you click "Start new game" you have to refresh the page. Not sure why, but it is what it is.

    upload_2020-1-18_1-37-21.png

    Code:
    // ==UserScript==
    // @name  Nooby's LongShortGame script
    // @grant  GM.getValue
    // @grant  GM.setValue
    // @include  https://longshortgame.com/games/*
    // @include  https://longshortgame.com/rounds/*
    // @require  http://ajax.googleapis.com/ajax/libs/jquery/1.9.1/jquery.min.js
    // ==/UserScript==
    
    (async ($) => {
       var SETTINGS_KEY="__nooby_state";
    
      var initialize = () => {
      console.log("Initializing?");
      if (document.URL.endsWith("games/new")) {
      console.log("Starting new game, resetting state");
      state = {};
      GM.setValue(SETTINGS_KEY,"{}").then(() => console.log("Done"));
      } 
      };
    
      initialize();
    
      var state = JSON.parse(await GM.getValue(SETTINGS_KEY,"{}"));
      $("main").append("Nooby's script state:" + JSON.stringify(state));
    
      console.log(state);
    
      $(".container .button-area input.btn").each((_,x) => {
      $(x).click(() => {
      var decision = x.value;
      console.log(decision);
      if (state.hasOwnProperty(decision))
         state[decision] = state[decision]+1;
         else
      state[decision] = 1
      var value = JSON.stringify(state);
      GM.setValue(SETTINGS_KEY,value).then(() => console.log(state));
     
      });
      });
    
    
    })(jQuery);
    
     
    #22     Jan 18, 2020
  3. Axon

    Axon

    Round: #100
    Balance: $23,520.36

    All jokes and Python scripts aside, here are results running the closest to my real strategy as the given constraints allow. So a mix of "No Trade" and "Long" since I very rarely short. Unlike the game, when trading for real, I only deal with index ETFs and futures so no individual stocks. Also after buying I'm subject to flatten the trade any amount of time from seconds to days to weeks (when the thesis plays out) so the 40 day thing here isn't representative. I think if I could flatten at my discretion in the game, I would do better.

    This was fun though thanks @nooby_mcnoob!
     
    #23     Jan 18, 2020
    nooby_mcnoob likes this.
  4. upload_2020-1-18_2-17-9.png

    48 trades in, I reached $100K. So I'm better than long only :)
     
    #24     Jan 18, 2020
  5. Final result after 100 trades around $180K, so beats 100 long only trades.

    upload_2020-1-18_2-26-0.png
     
    #25     Jan 18, 2020
  6. 250 trades total to hit 7 figures. Note that I did slack off a bit and take shitty trades because now I'm getting sleepy:

    upload_2020-1-18_2-46-34.png

    Let's see how many to get to 2 million.
     
    #26     Jan 18, 2020
    Axon likes this.
  7. 291 trades to get to 2 million.

    upload_2020-1-18_2-52-1.png
     
    #27     Jan 18, 2020
  8. 374 to 3 million. I want to see how many trades it takes me to get to 5 million. At this rate, it looks like it'll be JUST slightly less than blindly going long so maybe I'm not that good. Also it's 3am and I should go to sleep.
     
    #28     Jan 18, 2020
  9. 5 million in 393 trades. So quite a bit better than blindly going long for everything? And now it's bed time.

    upload_2020-1-18_3-11-14.png
     
    #29     Jan 18, 2020
  10. Did you just do long only? My ratio of trades taken to total trades is about 40% so a lot of trades not taken.
     
    #30     Jan 18, 2020