tampa's "short skirt" trades...

Discussion in 'Journals' started by tampa, Sep 28, 2002.

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  1. nitro

    nitro

    Brother Pussy,

    How many screen names do you have going now?

    nitro :eek:
     
    #171     Oct 5, 2002
  2. tampa, please post info about mathis and rundy, as well as about rule 44. teasing traders is not nice. tsk tsk tsk:(
     
    #172     Oct 6, 2002
  3. tampa

    tampa

    I am a bad, bad boy. One who toyed with your emotions, and enjoyed making fools out of some of you.

    I offer no excuses, only an apology – I’m sorry.

    If you require an explanation, the best I can do is to say that I had too much time on my hands, and it seemed like a good idea at the time. If it will help, I now feel foolish, and ashamed. And I truly mean it.

    There is no Mathis, nor a Rundy. The 6.317 Double EMA is indeed a figment of my imagination, and a hoax. The same for Gann’s Rule of 44.

    I am just an evil little bad boy.

    After thinking about the whole thing this morning – and feeling like a first class jerk – my initial thought was to simply slink away in disgrace. But I have since changed my mind.

    What I did yesterday, amounts to what I have come to dislike about ET. And yet this silly little board has provided entertainment and enlightenment to and for me. To add to the distractions so often found here was wrong. And the least that I can do is apologize.

    There are any number of members – “characters” who annoy me. Others who genuinely piss me off. But there are also some who I admire, and respect. In particular, they are the ones who I am most ashamed of having “goofed” on.

    But let’s cut to the chase. I will have nothing further to say about this little incident. I will no longer add my two-cents worth to other threads. However, I will continue to update my journal as I see fit.

    Think of me what you will. No matter the conclusion you arrive at, it will be the correct one.
     
    #173     Oct 6, 2002
  4. nkhoi

    nkhoi

    hehe, my leg is pulled big time but no harm done by Monday it will be back to market as usuals, btw, you must be one heck of poker player.
     
    #174     Oct 6, 2002
  5. tampa

    tampa

    ...it's easy to play poker when the other guy is using an Old Maids deck...
     
    #175     Oct 6, 2002
  6. tampa

    tampa

    Man, this weekend has been one big old fat bust.

    I didn’t read up on anything. I didn’t sit around contemplating the market, and where I fit into it. And I didn’t do the one thing that I just love to do – play with my charting setup.

    God how I love to rearrange, tweak, redesign, and such. That to me is one hell of a good time. (look, I never said that I was a wild and crazy guy!)

    In addition to killing a bunch of time, it makes me feel good. It gives me hope, a fresh start, and all of that kind of thing. And when I have everything just so, I sit back and wait for the bell to ring on Monday morning. I just can’t wait!!!

    None of that happened this weekend.

    Why?

    I didn’t feel the need. I truly believe that I saw something last week that I’ve been looking for for a long time. So there was no need to kid myself by switching this for that, or changing the color of something – all the things I usually spend my Saturdays and Sundays doing.

    This week is different – I think, I hope.

    Last Thursday night I had a near religious experience in seeing, thinking about the market. It sure seemed to play out on Friday! Will it continue? YES! If ( and it’s a big if), if I look at the market the same way as I did then. Plain and simple – period, end of the story.

    Have I found my Holy Grail ( not THE, but MY Holy Grail )? Damn, I think I have! If only...

    ( To be continued Monday, after the close. )
     
    #176     Oct 6, 2002
  7. dottom

    dottom

    Tampa,

    From your description of your "pants" strategy, if you look at smaller-term MA rolling back towards a long-term MA and then resuming in the direction of the trend, you are essentially looking at a form of MACD. This type of method works well during most trending days, but get chopped to pieces the rest of the time.

    If you really believe in this type of technique, you may want to look at improving a typical MACD system by using better MA's to reduce lag and increase responsiveness. Avoid overshoot and undershoot. Think adaptive. Look at filtering on the frequency domain (see DSP).

    Maybe the next step is to look at momentum or acceleration to "predict" the turn before it turns. Again, some days these techniques work great, other days it's chop city.

    When all is said and done, you really have a simple MA crossover system.

    What am I getting at? My point here is to recommend that you make a hypothesis or observation based on empirical data (as you have) then TEST IT. Do rigorous backtesting. Having read this thread it looks like you are jumping from one technique to another based on very limited sample size. And you are adopting new techniques without doing sufficient testing.

    Only with thorough backtesting can you be confident in your method. Then execution is easy.
     
    #177     Oct 6, 2002
  8. that's true dottom, but it seems he's more of a "seat of pants" trader (discretionary)... they all seem to find something empirically and then they forward test it, by actually trading it or papertrading it in real-time.. works too i guess
     
    #178     Oct 6, 2002
  9. Tampa

    Lol. I have spent all my weekends for the last couple of years tweaking, rearranging and experimenting so I know what you mean.Lately I have been looking for a new hobby. We seem to be on parallel pathes. It will be interesting to see how it pans out.
     
    #179     Oct 6, 2002
  10. dottom

    dottom

    Even subjective/discretionary techniques can be backtested to a limited degree, either with mostly objective filters or honest paper back-testing one bar at a time.

    The reason I mention validating ones techniques is because Tampa was initially using the short-skirt setup which is a flag/pennant setup. I've talked to many traders who are very surprised how difficult it is to objectively identify something as "simple" as a flag or pennant. It's amazing how easy they are to find in the middle of the chart, but amazingly how difficult they are to see to at the hard right edge.

    I wanted to bring this up as a partial explanation of some of the frustrations that Tampa was experiencing. If you trade flags & pennants, it's very easy to play "wulda, culda, shuda" games with yourself seeing all of the flags and pennants that you missed... but the reality is many of those flags & pennants you would not have been able to trade anyways because by the time the flag or pennant was clearly defined, the breakout already occurred!

    By taking an objective approach, you can find other ways to define consolidation within a trend and end find ways to enter positions upon confirmation of breakout from consolidation.

    Just some food for thought...
     
    #180     Oct 6, 2002
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