MILKING THE COWS

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TheRumpledOne
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Postby TheRumpledOne » Tue Mar 01, 2011 5:55 am

Looks like AAPL was way out of the BUY ZONE!!
IT'S NOT WHAT YOU TRADE, IT'S HOW YOU TRADE IT!

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Re: MILKING THE COWS

Postby adrian2012 » Sat May 07, 2016 4:41 pm

I learned earlier this week that Quantopian will let you write and auto-trade user created algos written in Python on their platform with their hi-res data and trade via RobinHood (which lets you trade stocks commission-free):

https://www.quantopian.com/
https://www.robinhood.com/

There is also the option of hooking up an Interactive Broker account with Quantopian and letting your algos run live in the Forex market.

Has anyone out there translated any of TROs indicators to Python by chance? A shot in the dark but thought I'd ask. It might be fun to try and write an algo to milk the COWS commission free on the stock market.

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TheRumpledOne
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Re: MILKING THE COWS

Postby TheRumpledOne » Sun May 08, 2016 9:09 pm

That would be nice.

The code is simple. Just have to select a real good "cow" to milk.
IT'S NOT WHAT YOU TRADE, IT'S HOW YOU TRADE IT!



Please do NOT PM me with trading or coding questions, post them in a thread.

Probability
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Re: MILKING THE COWS

Postby Probability » Fri May 19, 2017 12:28 pm

Hi The Rumpled One,

I am a big fan. Really enjoy your videos and they make a whole lot more sense than all the garbage i have been fed along my trading journey.

I watched your vid on youtube about milking the cows; Simple yet so smart. I have a question as well as an idea i was hoping to ask if i may.

The last 100 days used to select stocks. This is basing the selection of stocks to trade the next day based on what and how the stock/s has/have been behaving in the last 100 days correct ?

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TheRumpledOne
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Re: MILKING THE COWS

Postby TheRumpledOne » Sat May 20, 2017 2:49 am

Probability wrote:Hi The Rumpled One,

I am a big fan. Really enjoy your videos and they make a whole lot more sense than all the garbage i have been fed along my trading journey.

I watched your vid on youtube about milking the cows; Simple yet so smart. I have a question as well as an idea i was hoping to ask if i may.

The last 100 days used to select stocks. This is basing the selection of stocks to trade the next day based on what and how the stock/s has/have been behaving in the last 100 days correct ?


No, not exactly.
It is used to find the best pairs to trade using the method.
And you only need ONE cow to milk everyday.
When that cow starts to "dry up", you move on to the next cow.
I traded TASR for over a year.
Same with GOOG and AAPL.
You can trade them over and over and they don't wear out...LOL!!
IT'S NOT WHAT YOU TRADE, IT'S HOW YOU TRADE IT!



Please do NOT PM me with trading or coding questions, post them in a thread.

Please add www.kreslik.com to your ad blocker white list.
Thank you for your support.

Probability
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Re: MILKING THE COWS

Postby Probability » Sun May 21, 2017 11:46 am

Thanks for your reply.

:) Thats Awesome.

When you say pairs are you saying the 2 stocks with the most days that price reaches Open + 10 and Open + 50 ? Or is it something else ?

I am going off your code in the Youtube video. (I am also not a great code reader, apologies in advance if i ask many questions)

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Re: MILKING THE COWS

Postby Probability » Mon May 22, 2017 12:01 pm

TheRumpledOne wrote:
Probability wrote:Hi The Rumpled One,

I am a big fan. Really enjoy your videos and they make a whole lot more sense than all the garbage i have been fed along my trading journey.

I watched your vid on youtube about milking the cows; Simple yet so smart. I have a question as well as an idea i was hoping to ask if i may.

The last 100 days used to select stocks. This is basing the selection of stocks to trade the next day based on what and how the stock/s has/have been behaving in the last 100 days correct ?


No, not exactly.
It is used to find the best pairs to trade using the method.
And you only need ONE cow to milk everyday.
When that cow starts to "dry up", you move on to the next cow.
I traded TASR for over a year.
Same with GOOG and AAPL.
You can trade them over and over and they don't wear out...LOL!!


Hi TRO,

A little about me, I have been trading for over 4 years. 3 of those years I have been working with Laurens Bensdsorp (Alpha Equity Investment and good friend of Tom Basso and Curtis M. Faith). He has been my mentor and teacher and taught me how to develop a variety of uncorrelated automated algo systems using Trade Blox ( same software the turtles used in "The way of the turtle").

We have been working together with a coder in California to develop and produce system suite (allows for different system developments).
I backtest, create and develop a variety of algo systems using this software.

System Types Developed to date:
Long & Short Day Systems
Long & Short Mean Reversion Systems
Long & Short Long Term Systems
Volatility Systems
Gap Systems
ETF Hedge Systems
Rotational Systems
Combo Suites Systems (i.e Long Day + Short Day + ETF Hedge combined )
I have a 6 system combo producing 30% CAGR with a Max DD of 13% tested on the EOD of over 80,000 shares from 1995 to Dec 1st 2016.

Data used is EOD data.
Instruments: Stocks/ETFs.(can add Futures and forex)
Markets: AMEX, NYSE, NASDAQ.

I have over 16 different types of systems all offering a variety of financial returns and risk options.

What i have learnt, Backtested trading is like driving a car forward whilst looking through the review mirror.

I have also been following a forum on elite trader for over 7 years called,,, "why the obvious is not so obvious" On to which changed the way i viewed trading. Every way and thought of how to be a successful trader ( making more than you put in) has encapsulated me into finding and looking at the markets in a way of simplicity.

Before i came across you and your material i read a book called uncertainty and expectation by Gerald Ashley. Which added to my belief that trading the markets really is so simple yet the human mind complicates it. I have attached some points and explanations he mentions in the book that the real only factors in trading are really : Price, Time and Volatility.

If these images don't upload, please let me know and i will PM you.

[img]file:///Users/ryandon/Desktop/Screen%20Shot%202017-05-22%20at%208.16.27%20PM.png[/img] [img]file:///Users/ryandon/Desktop/Screen%20Shot%202017-05-22%20at%208.16.51%20PM.png[/img]

So what i am bringing to the table if i may. I have been studying the correlation between implied volatility. Not historical, but whats to come. The relationship between the implied volatility of vix to the SP 500 shares and VXD to the dj30 and others.

My idea is, can you cross correlate the movement of the share (H-O 10, H-O50, H-60,70,80,90,100) with what the Implied volatility was OR is for a time period. My idea is it may or may not add to the result of what should and shouldn't be traded that day.

Probability
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Re: MILKING THE COWS

Postby Probability » Mon May 22, 2017 12:02 pm

TheRumpledOne wrote:
Probability wrote:Hi The Rumpled One,

I am a big fan. Really enjoy your videos and they make a whole lot more sense than all the garbage i have been fed along my trading journey.

I watched your vid on youtube about milking the cows; Simple yet so smart. I have a question as well as an idea i was hoping to ask if i may.

The last 100 days used to select stocks. This is basing the selection of stocks to trade the next day based on what and how the stock/s has/have been behaving in the last 100 days correct ?


No, not exactly.
It is used to find the best pairs to trade using the method.
And you only need ONE cow to milk everyday.
When that cow starts to "dry up", you move on to the next cow.
I traded TASR for over a year.
Same with GOOG and AAPL.
You can trade them over and over and they don't wear out...LOL!!


Hi TRO,

A little about me, I have been trading for over 4 years. 3 of those years I have been working with Laurens Bensdsorp (Alpha Equity Investment and good friend of Tom Basso and Curtis M. Faith). He has been my mentor and teacher and taught me how to develop a variety of uncorrelated automated algo systems using Trade Blox ( same software the turtles used in "The way of the turtle").

We have been working together with a coder in California to develop and produce system suite (allows for different system developments).
I backtest, create and develop a variety of algo systems using this software.

System Types Developed to date:
Long & Short Day Systems
Long & Short Mean Reversion Systems
Long & Short Long Term Systems
Volatility Systems
Gap Systems
ETF Hedge Systems
Rotational Systems
Combo Suites Systems (i.e Long Day + Short Day + ETF Hedge combined )
I have a 6 system combo producing 30% CAGR with a Max DD of 13% tested on the EOD of over 80,000 shares from 1995 to Dec 1st 2016.

Data used is EOD data.
Instruments: Stocks/ETFs.(can add Futures and forex)
Markets: AMEX, NYSE, NASDAQ.

I have over 16 different types of systems all offering a variety of financial returns and risk options.

What i have learnt, Backtested trading is like driving a car forward whilst looking through the review mirror.

I have also been following a forum on elite trader for over 7 years called,,, "why the obvious is not so obvious" On to which changed the way i viewed trading. Every way and thought of how to be a successful trader ( making more than you put in) has encapsulated me into finding and looking at the markets in a way of simplicity.

Before i came across you and your material i read a book called uncertainty and expectation by Gerald Ashley. Which added to my belief that trading the markets really is so simple yet the human mind complicates it. I have attached some points and explanations he mentions in the book that the real only factors in trading are really : Price, Time and Volatility.

If these images don't upload, please let me know and i will PM you.

[img]file:///Users/ryandon/Desktop/Screen%20Shot%202017-05-22%20at%208.16.27%20PM.png[/img] [img]file:///Users/ryandon/Desktop/Screen%20Shot%202017-05-22%20at%208.16.51%20PM.png[/img]

So what i am bringing to the table if i may. I have been studying the correlation between implied volatility. Not historical, but whats to come. The relationship between the implied volatility of vix to the SP 500 shares and VXD to the dj30 and others.

My idea is, can you cross correlate the movement of the share (H-O 10, H-O50, H-60,70,80,90,100) with what the Implied volatility was OR is for a time period. My idea is it may or may not add to the result of what should and shouldn't be traded that day.

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TheRumpledOne
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Re: MILKING THE COWS

Postby TheRumpledOne » Mon May 22, 2017 1:20 pm

Please attach your files.
IT'S NOT WHAT YOU TRADE, IT'S HOW YOU TRADE IT!



Please do NOT PM me with trading or coding questions, post them in a thread.

Probability
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Re: MILKING THE COWS

Postby Probability » Mon May 22, 2017 2:05 pm

No problem, I would be able to attach better quality to a pm. However will work with the 256 MB limit upload per file.
Attachments
Screen Shot 2017-05-22 at 11.44.38 PM.png
Screen Shot 2017-05-22 at 11.44.38 PM.png (247.47 KiB) Viewed 996 times
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Screen Shot 2017-05-22 at 11.44.25 PM.png (241.86 KiB) Viewed 996 times
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Screen Shot 2017-05-22 at 11.44.21 PM.png (236.74 KiB) Viewed 996 times
Screen Shot 2017-05-22 at 11.44.02 PM.png
Screen Shot 2017-05-22 at 11.44.02 PM.png (250.56 KiB) Viewed 996 times
Screen Shot 2017-05-22 at 11.43.56 PM.png
Screen Shot 2017-05-22 at 11.43.56 PM.png (238.54 KiB) Viewed 996 times
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Screen Shot 2017-05-22 at 11.43.41 PM.png (235.72 KiB) Viewed 996 times
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Screen Shot 2017-05-22 at 11.43.35 PM.png (243.9 KiB) Viewed 996 times
Screen Shot 2017-05-22 at 11.43.05 PM.png
Screen Shot 2017-05-22 at 11.43.05 PM.png (243.86 KiB) Viewed 996 times
Screen Shot 2017-05-22 at 11.42.39 PM.png
Screen Shot 2017-05-22 at 11.42.39 PM.png (190.56 KiB) Viewed 996 times

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