Looking for the Worst Automated Systems

Discussion in 'Automated Trading' started by harooki2, Feb 13, 2009.

  1. Guess I'll start...

    Just put in experts folder and use on the USDJPY on H1
     
    #21     Feb 13, 2009


  2. Not completely clear on what you're trying to say here - if it's related to the observation that virtually any point in time can provide a profitable entry for both long AND short positions - then I'm probably going to agree with you.

    Heck of a different game, that, from intraday scalping!

    It is is pretty funny!
     
    #22     Feb 13, 2009
  3. LeeD

    LeeD

    They don't. But they hire the dumbest risk managers... for the same reason.
     
    #23     Feb 13, 2009
  4. Dont underestimate comish and spreads.
     
    #24     Feb 13, 2009
  5. nitro

    nitro

    not (A or B) = not A and not B
    not (A and B) = not A or not B

    Symbolic Logic - (DeMorgan's Laws)
     
    #25     Feb 14, 2009
  6. Well then I've got a name for your system:

    stock trad3r:D
     
    #26     Feb 14, 2009
  7. This would probably work best of a had a bunch of losing systems running at the same time.
     
    #27     Feb 14, 2009
  8. nitro

    nitro

    #28     Feb 14, 2009
  9. Two - valued logic doesn't apply to fuzzy logic problems.

    Liquidity at extreme exit points can kill the inverted system. For example, some losing trades that exited at the their stop price may not exit with a profit when reversed due to immediate price reversal when price hits the limit.

    Actually, this is how market makers will fade the inverted system too.
     
    #29     Feb 14, 2009
  10. nitro

    nitro

    This is incorrect, since clearly two-valued logics is a limiting case of Fuzzy (infinite valued) logics.

    Too much hand waving, so I cannot follow what you mean.

    Markets don't fade anything. They are an amalgamation of people and systems all trying to optimize their own returns, at the expense of someone else.
     
    #30     Feb 14, 2009