Two Questions For Practicing Day Traders

Discussion in 'Trading' started by ironchef, Oct 6, 2023.

  1. Darc

    Darc

    If Padu said he trained Goldman Sachs traders, I believe him.
     
    #101     Oct 10, 2023
  2. rb7

    rb7

    upload_2023-10-10_9-16-18.png
     
    #102     Oct 10, 2023
    murray t turtle, p0box4 and Darc like this.
  3. Darc

    Darc

    OK, I see the problem now. People do hate Goldman Sachs. Its Padu's association with them that makes him unpopular.
     
    #103     Oct 10, 2023
  4. Jzwu2017

    Jzwu2017

    I don’t care about history and such. If a post by anyone seems reasonable to me or is useful to me I like. Hehe
     
    #104     Oct 10, 2023
    ironchef likes this.
  5. ironchef

    ironchef

    Like @Jzwu2017, I normally ignored the BS, only looked at the contents of a particular post to see if they are useful. @padutrader sounded just like Al Brooks, so can't be all bad? Some of you may remember Xela, I enjoyed reading her posts and actually learned some useful trading principles from them.

    Maybe I should care more?

    Is Xela a fake? Some said yes. Does it matter? Some said yes because it sets a dangerous precedent and when faking it is carried to the extreme, can cause great harm to society:

    Look at the fake resume that helped elected a Congressman, the consequence of someone claimed that the previous Presidential election was rigged....

    Peace.
     
    #105     Oct 10, 2023
    Jzwu2017 likes this.
  6. ironchef

    ironchef

    Back to my live day trading test. After 13 days of live trades, the statistics are similar to the paper trades except profit came down from 1.2% to about 0.5%. However, that is not what bothers me. What really bothers me is when I drilled down to the details, the statistics looked too much like a random process: a 50/50 coin flip. Here are the statistics:

    Live Trades:
    # of trading days: 13
    # of winning days: 8
    # of trades: 317
    % of winning trades: 49.7%
    Average # of trades per day: 24
    Min # of trades in a day: 6
    Max # of trades in a day: 37
    Average profit per day in %: 0.5% of the trade size

    Paper Trades:
    # of trading days: 53
    # of winning days: 46
    # of trades: ~1500
    % of winning trades: 50%
    Average # of trades per day: 28
    Min # of trades in a day: 10
    Max # of trades in a day: 50
    Average profit per day in %: 1.2% of the trade size

    I can calculate the p-value to see if the outcome is statistically significant but I already know the answer: It is not, because if I removed two big winning days out of 13, it is breakeven. Those two days are statistical anomalies.

    I will complete the test in a month but as of now I don't think I have a winning strategy unless I can make some changes.
     
    #106     Oct 10, 2023
    rb7 likes this.
  7. rb7

    rb7

    If you do the same with your paper trading results, meaning removing the best 15% of winning days (2 out of 13), what results are you coming at?

    Btw, it's not uncommon for most of the gains to come from a few trades.
    Many small losses with few big wins, that's how many profitable systems/strategies work.
     
    #107     Oct 10, 2023
    ironchef likes this.
  8. tiddlywinks

    tiddlywinks

    #108     Oct 10, 2023
    murray t turtle and ironchef like this.
  9. Overnight

    Overnight

    The problem is he's been in paper combines for years, which is all he shows.
     
    #109     Oct 10, 2023
  10. rb7

    rb7

    I don't think it has anything to do with GS.
    IMO, it's about bragging of something when you far from being able to do it.

    But hey, at least padu is entertaining...
    We need more padu!
     
    #110     Oct 10, 2023