thoughts on harmonic patterns?

Discussion in 'Technical Analysis' started by spectastic, Jul 8, 2021.

  1. spectastic

    spectastic

    why not? if a trading system has a 30% win rate but an average of 4/1 payout/risk, that's still a profitable system. The guys I mentioned have r/r that exceed 4/1 because they can find good setups, are quick to admit they're wrong, aren't afraid to reenter when the trade makes sense again, but are also wise enough to not revenge trade. I can see why hedge funds might have problem with this kind of strategy because they're not 1 click away from stopping out. But I don't see how this is blind gambling

    However, I can see how for an intraday trader, a higher win% is needed because intraday movements don't typically provide as much trading range as larger time frames, and they tend to be very choppy. which means the opportunities to find highly asymmetric r/r is much more rare.


    but I don't wish to know the intent of any specific big trader, their position size, average price, investment horizon, or if their intent is actual investment or delta hedging. I only care about the tug of war between the aggregate buyers and sellers, and who I think will win in the next few days or weeks. And even if I'm wrong, that's ok because my risk was predefined. Afaik, this is the general process that a lot of prop traders use, but by your notion, all these guys are winning by blind luck too. So it just doesn't really add up

    yep, hence studying a few setups and ranking stocks by how they look according to many many hours of looking at that particular setup play out or fail.
     
    #61     Jul 12, 2021
  2. Let's put it this way. A professional trader would look for "setups" by backtesting data (fundamental, technical, etc.). The data would need to show a positive return (this means the return > risk) can be generated in order to be considered.

    Backtesting looks something like this:
    upload_2021-7-12_14-29-42.png

    The professional trader then analyzes it for drawdowns and risks in order to improve risk management.

    upload_2021-7-12_14-30-42.png

    Once done, they place live money behind the trades and start to build a track record in that trade.

    If they are getting a sub 50% win rate, then it means that they are not successful in identifying the trade in the first place.

    When you say "prop guys" do you mean randos that day trade, or prop trading firms like Jane Street, Susquehanna, etc.? Legit prop trading firms have a very detailed understanding of market structure.

    I think there's an expectations gap here. You can make a lot of money trading, but you won't make it by analyzing charts for the right "setups". You need to study what actually drives prices to find what right combination of things leads to an asymmetric payout that you should buy fast and in size.

    Just as a comparison with the above backtest -- this is why a lot of professional investors believe in the "value factor": upload_2021-7-12_14-42-27.png
     
    #62     Jul 12, 2021
  3. SunTrader

    SunTrader

    LaS,

    Professional traders don't use daily bars to test a strategy - though I see you said "backtesting looks something like this".
     
    #63     Jul 12, 2021
    murray t turtle likes this.
  4. %%
    OK;
    some of them use candles. BUT IBD still uses daily red\ white + blue bars/charts. IF 95% dont use daily bars, fine with me/ i use candles more...............................................
     
    #64     Jul 12, 2021
  5. That's true, professional traders use log changes of set intervals. ;)
     
    #65     Jul 12, 2021
  6. SunTrader

    SunTrader

    And LIBB
     
    #66     Jul 12, 2021
  7. easymon1

    easymon1

    Stop-Gap Matters.
     
    #67     Jul 12, 2021
    murray t turtle likes this.
  8. %%
    Stop-gap matters;
    continuation gaps also................... Including but not limited to daily charts also.
     
    #68     Jul 13, 2021
  9. %%
    $100 books\ sounds like that is a violation of a good PT JONES trading RULE= NEVER play macho man with market[ books] ,overtrading .LOL:D:D:D:D:D:D,:caution::caution::caution:
     
    #69     Jul 13, 2021
    MKTrader likes this.
  10. MKTrader

    MKTrader

    Speaking of guys named "PT" don't forget PT Barnum's famous quote "There's a sucker born every minute." And a little more word association: PT Barnum of Barnum & Bailey's famous circus and Scott Carney (carny = carnival)? Maybe there's a conspiracy here involving circuses, con men and exotic trading techniques.
     
    #70     Jul 13, 2021
    murray t turtle likes this.