This Forum overtrades options

Discussion in 'Options' started by bwolinsky, Nov 9, 2011.

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  1. rew

    rew

    Schroedinger's equation:

    Code:
    [font=courier]
                  d |s>
      i * h-bar  -------  = H |s>
                  d t 
    [/font]
    
    Where H is a Hermitian operator. If you read a paper on QM by a real scientist you will see lots of linear algebra, with arbitrary states described as linear combinations of eigenstates, etc.

    You won't find any woo woo about how QM creates cosmic consciousness. When some lecturer babbles on about QM but doesn't know the basic facts about it that any undergraduate physics major knows it's hard to take that person seriously.
     
    #651     Nov 29, 2011
  2. The white knight is talking backwards.

    When logic and proportion
    Have fallen sloppy dead

    FEED YOUR HEAD! FEED YOUR HEAD!

    appropo
     
    #652     Nov 29, 2011
  3. rew

    rew

    Yup, Jefferson Airplane keeps playing in my head when I read this thread.
     
    #653     Nov 29, 2011
  4. Archin

    Archin

    Good time for a straddle play :D
     
    #654     Nov 30, 2011
  5. #655     Nov 30, 2011
  6. Yes... there is no substitute for a multicharts plug-in. Begs the question; why can't anyone buy the plug-in and replicate what you'll be doing in your CTA?

    Do you honestly, believe anyone is going to invest in a firm using an off-the-shelf algo?

    Trust me, there isn't any risk of that happening. Purely hypothetical.
     
    #656     Nov 30, 2011
  7. #657     Nov 30, 2011
  8. Unless that uses an e-signal database that's not his method, because it only exists as Ninjatrader or Easylanguage Multicharts code. TradersLaboratory doesn't have the database he uses, so that's not it, and, yes, it does test profitably by its own merits even without autostops.

    Copy the code and post, please. Multicharts is superior in every way to traderslaboratory so unless there's performance stats that look like what I'm getting then that's not his code or it's not using his data, and if you looked at the manual with his program you'd see that it looks instantly profitable with no other automation required other than performing simple genetic optimizations every month or so.

    His program that he distributes to students is probably what was copied there, and, yes, that was probably user error in the optimization because whenever that happens it's usually illogical but the add on has two more indicators to develop the theory with, including strength and trading, so while I do know that it does buy bottoms that is only the student's version, not the professional one, but the student's version is pretty good so that looks like a cherry picked example of bad performance. Can trader's lab do genetic optimizations?

    His new program is self-optimizing, and I consider that a quantum leap beyond any 'Add-on' that' has ever been done before because it eliminates user errors such as that trade by formalizing the optimizations into a single, consistent process. The program's strength indicator would probably have prevented buys like this, because the raw indicators are not code designed specifically for strategies, I've only adapted that code into a strategy but find it to be very effective and works on everything in every time frame you're supposed to use it on.
     
    #658     Dec 1, 2011
  9. I plan to White Label it for our clients who would rather trade it themselves, you'll also be able to follow me eventually on WCTA (World Cup Trading Advisors).
     
    #659     Dec 1, 2011
  10. #660     Dec 1, 2011
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