what type of strategies do you guys run?

Discussion in 'Automated Trading' started by Technician, Sep 30, 2010.

  1. hi guys please throw some scraps to a noobie. can you point me in the right direction? what kind of time frame/strategies should I be thinking about?
     
  2. Depends on what you want to do.
     
  3. promagma

    promagma

    Reversion to mean can work, but you must be aware that in a low volume environment there can be vey few trades worth taking. Things dried up a lot for me in April/May 2009 and onward, with the exception of May 2010 maybe Feb. 2010. Knowing when to sit out is almost as important as knowing what works.

    There are strategies that work in the current enviroment .... I'm not saying I have it all figured out but the market is 90% complacent these days. You can have a big move and then the activity will just die. There is an edge there.
     
  4. promagma

    promagma

    Time frame: if you want a truly great sharpe ratio, you can't beat daytrading, but with the current low volume and wider spread in stocks, that game is becoming more difficult / you have to be more selective.
     
  5. bone

    bone ET Sponsor

    There ain't enough money in RTM these days.

    [​IMG]
     
  6. spd

    spd

    lol talk about some chop, jeez
     
  7. I am a noob too. Tinkering with Amibroker & IB.

    Reversion to mean is only thing I know about a bit and various MAs are the only tools I use sometimes with filters like MACD & RSI.

    But I get my tail cut off in whipsaws many times.... filtering out those periods ruins best entries too....

    Learning to trade in sideways markets is one thing I need and am looking for another sentence....not reversion to mean....something else...for sideways market....maybe not as horrible as the one as bone depicted...but yes....essentially similar :(

    Can you guys please oblige with pointers about what I should look into for trading in non-trending markets?

    With best regards & thanks.
    Sanjay.
     
  8. You could start by looking in the Journals section - there are a lot of good traders that call out their stuff every day.

    People trade:
    Pairs
    Breakouts
    Reversions
    Open/Gap/OPG
    Momentum/Follow Through
    Arbs


    It really depends on what markets, time frame, platform/broker you are on, etc.
     
  9. Pizzaboy

    Pizzaboy

    Most here are trend followers just like the rest of the public
     
  10. I've been having good luck with a new system called SOM ADN.

    Sitting On My Ass And Doin Nothin.
     
    #10     Nov 22, 2010