$TRILLION STRATEGY

trading strategies and money management discussion, code, results

Moderator: moderators

User avatar
TheRumpledOne
rank: 10000+ posts
rank: 10000+ posts
Posts: 15544
Joined: Sun May 14, 2006 9:31 pm
Reputation: 3035
Location: Oregon
Real name: Avery T. Horton, Jr.
Gender: None specified
Contact:

Postby TheRumpledOne » Thu Apr 05, 2007 10:03 pm

$TRILLION

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.

User avatar
TheRumpledOne
rank: 10000+ posts
rank: 10000+ posts
Posts: 15544
Joined: Sun May 14, 2006 9:31 pm
Reputation: 3035
Location: Oregon
Real name: Avery T. Horton, Jr.
Gender: None specified
Contact:

Postby TheRumpledOne » Thu Apr 05, 2007 10:05 pm

BP wrote:TRO,

Interesting.....about the time that is....I have always used 4pm EST....so should I change the time according to AZ time? On your testing....does that hour make a big difference?

Thanks,

BP


I use 3:58 EST for my end of session time.

Testing? LOL!!

I don't backtest. I run statistics.
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.

BP
rank: 50+ posts
rank: 50+ posts
Posts: 99
Joined: Tue Feb 06, 2007 12:58 pm
Reputation: 0
Location: Camp Hill, PA
Gender: Male

Postby BP » Thu Apr 05, 2007 10:06 pm

Thanks TRO...I knew that...just don't know what exactly you mean by statistics....being the hard headed guy that I am. :)

BP

Bruno
rank: <50 posts
rank: <50 posts
Posts: 14
Joined: Wed Jun 07, 2006 3:50 pm
Reputation: 0
Gender: Male

Postby Bruno » Fri Apr 06, 2007 9:20 am

Avery, you gave me new trading dimension. After a few SMAA_STATISTICS tests I am not able to sleep last few days...
Very simply test: highD(0) - highD(1)>=0.0010 shows that I will be right in 45% trades in last 1000 days(or 1440mins bars...) on EUR and cable. So open question: "Do I need some indicators? Do I need to spend houndrets of hours to looking for holy grail with TS programming?"
NOOOOO.
Many thanks, I need now to spend more time with position sizing. Dolar_Smile

User avatar
TheRumpledOne
rank: 10000+ posts
rank: 10000+ posts
Posts: 15544
Joined: Sun May 14, 2006 9:31 pm
Reputation: 3035
Location: Oregon
Real name: Avery T. Horton, Jr.
Gender: None specified
Contact:

Postby TheRumpledOne » Fri Apr 06, 2007 10:07 am

HIGHD(1) ???

That's more SRDC than $TRILLION.
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.

Bruno
rank: <50 posts
rank: <50 posts
Posts: 14
Joined: Wed Jun 07, 2006 3:50 pm
Reputation: 0
Gender: Male

Postby Bruno » Fri Apr 06, 2007 12:26 pm

Ok, that is true - more SRDC, then Trillion. How many bars is valid statistics for you? 250 or more?

zeller4
rank: 150+ posts
rank: 150+ posts
Posts: 152
Joined: Sat Jul 29, 2006 9:16 pm
Reputation: 0
Location: Geneva, FL
Gender: None specified

Postby zeller4 » Fri Apr 06, 2007 2:01 pm

Bruno, I'm no TS practitioner but I think he means "open" or "close" (top or bottom of candle body)...not "HIGH"

Bruno
rank: <50 posts
rank: <50 posts
Posts: 14
Joined: Wed Jun 07, 2006 3:50 pm
Reputation: 0
Gender: Male

Postby Bruno » Fri Apr 06, 2007 2:22 pm

My post was placed in wrong thread, but you can choose what you want in SMAA_STATISTICS:
highd(0)-maxlist(open(1),close(1))>0.0010 or
highd(0) - lowd(0) >0.XXXX - daily bar range test or
lowd(1)-lowd(0) >0.xxxx

There is so many possib., I think that also optimal SL size is possible to measure with this statistics. But definitivelly - Avery´s trading style is now for me more understandable. Simplest things works best.

Bruno
rank: <50 posts
rank: <50 posts
Posts: 14
Joined: Wed Jun 07, 2006 3:50 pm
Reputation: 0
Gender: Male

Postby Bruno » Fri Apr 06, 2007 10:57 pm

Avery, you will sooner or later receive call from my wife - you are the reason why I do not sleep, do not play with the children, do not talk with her, why I have in all places calculators. Only me and TRO-TRILLION indicators... I love your statistics ideas. Why I spend so many hundreds hours with stochastics, MACD, Bollinger, RSI....

User avatar
TheRumpledOne
rank: 10000+ posts
rank: 10000+ posts
Posts: 15544
Joined: Sun May 14, 2006 9:31 pm
Reputation: 3035
Location: Oregon
Real name: Avery T. Horton, Jr.
Gender: None specified
Contact:

Postby TheRumpledOne » Sun Apr 08, 2007 5:27 pm

Bruno, you sound like NEO in THE MATRIX.

"It's the question that drives you Bruno. Do you know what the question is?"

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.


Return to “strategy trading & money management”