Why do I see "Trends" in Randomly Generated Data?

Discussion in 'Data Sets and Feeds' started by Rahula, Feb 21, 2008.


  1. how about JACK HERSHEY and PROFLOGIC submit to market testing wizards---odds are 10 to 1 they wouldn't DARE!

    http://www.markettestingwizards.com


    :D
     
    #401     Mar 21, 2008
  2. If the system is viable, wouldn't they use the idea :p
     
    #402     Mar 21, 2008

  3. good point, but i think the contract precludes this possibility.

    these faster fractal, slower fractal, profit pool and the other non testable ideas only exist in the world of fantasy and marketing. trading takes place in the here and now, everything else is fluff.

    surf
     
    #403     Mar 21, 2008
  4. kut2k2

    kut2k2

    What kind of idiot would submit his trading system to perfect strangers to test for him? :p
     
    #404     Mar 21, 2008
  5. I'm thinking that if they can't backtest their own ideas then their 'system' will probably won't be any good anyway :) The guys who run that business are very smart he he :D
     
    #405     Mar 21, 2008
  6. Be glad to.

    Have them contact me ASAP. You can do all the coordination and make sure that they have satisfactory info for the work they are going to be doing for you.
     
    #406     Mar 21, 2008
  7. Your synopsis is great.

    I was just pointing out the fact that automated trading is running about 3 to 5 trades out. To do that, I posted a codeable example on a boolean level that is freshman level coding.

    You and I both see that it drew flies well enough this time to have the trading approach you and I use challenged by a thrid party deal.

    The challenger can get the third party to do the work so he, the challenger, can see what is what.
     
    #407     Mar 21, 2008
  8. It has been clear that we come at the mechanical trading from different viewpoints.

    For me it is a good idea to know what you are doing. So I do. I agree that what I do doesn't fit at all with your efforts. You may not take on "news" trade for example. For me, every minute of RTH is a time when money can be made.

    I'll excuse my self from responding to you. I believe that you are doing a lot of work in your area of interest.
     
    #408     Mar 21, 2008
  9. Rahula

    Rahula

    Jack,

    I must admit, when there isn't much news/earnings to trade off of I do trade the "trend". I sometimes use TL channels similar to what you use. However I feel the best way to trade a trend is to use a simple moving average.

    TLs are highly subjective - given any chart any trader can draw up to 20 RTLs and 20 LTLs - but which one to actually trade off of? That's all highly subjective.

    A SMA, on the otherhand is very objective - go long above SMA and go short below it. This strategy obviously backtests very poorly if you take every signal. Thus its takes a pro trader to filter out the noise and sit it out.
     
    #409     Mar 21, 2008
  10. These people do not want a trading system to test.

    They just test things like scripts. They have little capacity for handling systems. Surfer chose them because he is on that level of computer efforts. He wants these guys to be his third party in a challenge because he can't handle something like using a system and testing it himself.

    I did this once before regarding a print. the print ws challenged and the challenger said to send it to a third party to verify.

    That happened by FED EX. It was verified and the third party gave a 10% discount on commissions to anyone who was using the approach.

    Here we are simply on a script level . People are using scripts for this all over the world presently and it is all freeware at this time since so many people have written script for so many different platforms.

    This is the 00's and not the 80's.

    The Paris based financial LINUX effort used this stuff many years ago, probably before ET existed.

    This situation with surfer is one where he hasn't caught on to much of anything in the computer world.

    For darn sure if these guys do the job Surfer is requesting, then I'm sure surfer will make public all the effort of this outfit so it is in the public domain and anyone can use it.

    He has a job cut out for himself; all I am doing is getting the testing done on what I do.

    For the example, there is stuff out there on a similar FOMC. It has been out there so long that it was before the e mini's and it was 900 points bagged in an hour and 20 minutes on multiple DYXX contracts.

    Surfer hasn't been around for very long.
     
    #410     Mar 21, 2008