Schizo Greybox Trading

Discussion in 'Journals' started by schizo, Oct 11, 2015.

  1. schizo

    schizo

    Cumulative P/L:

    1.25
    (0.75)
    (1.00)
    0.25
    2.25
    0.00
    (0.25)
    (0.75)
    (1.00)
    0.25
    0.50
    (0.25)

    +0.50

    Pretty lousy so far. I think I could do better. But then again, it's far too early to tell.
     
    #21     Oct 12, 2015
  2. So what...live calls , entries, exits, you are miles ahead of all those lousy TA threads. Maybe the current strategy setup is not ideal but could function as as framework onto which you can add and build

     
    #22     Oct 12, 2015
    FCXoptions likes this.
  3. schizo

    schizo

    SHORT 2006.75

    +1.50
     
    #23     Oct 12, 2015
  4. schizo

    schizo

    Clearly, I need to tinker with it a bit more. Right now, it ain't doing too well when the price is rangebound. Anyway, I think I'll call it a day for now.
     
    #24     Oct 12, 2015
  5. schizo

    schizo

    Out 2007

    -0.25
     
    #25     Oct 12, 2015
  6. I had a friend who spent Five years running four computers constantly trying to solve trading, just like there are people who thought they could solve chess, he thought he could solve trading. He goes "live" after three years of back-testing his baby, a few minor tweaks(the two years were searching, the last three was mastering his perfect program) and he's ready for the Big Time! He lost $1762.80 after five days of FX trading, walked away never to trade again!



    He gave his computer program and laps tops away and decided to sell stocks for AG Edwards shortly before 2008(AG was absorbed in WACI, WACI bought out by WFC and most AG were absorbed or laid off). Someone made a few tweaks to his system, they ended up making on average $900 a week consistently, don't tell old Chuck someone used his system and it worked!
     
    Last edited: Oct 12, 2015
    #26     Oct 12, 2015
  7. well most of your recent trades occurred during Asian trading hours. You should run it during US market hours, but above all you should find a way to more robustly test your methodology with well defined back tests that do not fit your parameter set to past price data.

     
    #27     Oct 12, 2015
  8. sorry but I believe that is a total bogus story. He put in that much time, almost wasted that much time (no proof of concept should take that long), paid for hardware and other resources and then walks away with a <2k loss? If that is even remotely true then he deserves all the loss of time, work, money. It would be a very poor reflection of stamina and staying power when it comes to managing "crunch time".

     
    #28     Oct 12, 2015
  9. carrer

    carrer

    Do you also curve-fit in this latest system?

    If yes, it is very likely that it would not last.
     
    #29     Oct 12, 2015
  10. I don't want to be negative, but I would like to give some remarks on what I read and see here:
    1. from the chart I see you do 14 trades in 40 minutes. That's way too many trades. If you have a real edge you stay much longer in eacht trade and trade less with bigger profits per trade.
    2. you posted the results of 12 trades. The total profit was +0.5 points, and the average profit per trade was +0.0417 points. From what I read I conclude that it is in simulation. Be carefule because real fills can be different and you have no margin for error. If your fills are 1 tick worse then simulation, your result will not be +0.5, but -5 points ( each price would be 0.25 less favorable for entry and for exit), and your average per trade would be -0.41667 points.
    3. to have a viable system you should make at least 1 point net for each trade, which is 24 times more then what you have in simulation.
    4. you did not take commission in account too, which will again lower your profit. Your commission is bigger than your average profit per trade. So in reality you lose money in your simulation.
    I agree that the information available is too little to make a valid analysis, but there are to me at least, some thing you need to work on.
     
    #30     Oct 12, 2015
    romik likes this.