$TRILLION STRATEGY

trading strategies and money management discussion, code, results

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TheRumpledOne
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Postby TheRumpledOne » Sat Mar 17, 2007 3:16 pm

Jeff:

KEEP IT SIMPLE!

AirBall is doing EXACTLY what you speak of. The BUY ZONE and the CANDLE COLOR is all he is using. He is winning over 60% of the time and MAKING MONEY!!

NO other indicators are needed.

The "feel" comes from experience. There are times when I do NOT take the trade... it doesn't "FEEL" right.

We all have "blind spots". One of mine is that I forget to look for higher lows and lower highs. That's why the SM CANDLE2 and the TRO PMSM HL exist. But NO SQUIGGLY LINES and no additional TECHNICAL ANALYSIS is needed.

Once again, read AirBall's, aka Gert Forbe" posts over and over... sooner or later it should "click".

The funny thing is... the less you know about trading, the faster you master the BUY ZONE. It's a ZEN thing, if your cup is full, then you can't add any water. Empty your cup and the BUY ZONE will work for youi.

The buy zone doesn't need anything added... KEEP IT SIMPLE!
IT'S NOT WHAT YOU TRADE, IT'S HOW YOU TRADE IT!

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Gert Frobe
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Postby Gert Frobe » Sat Mar 17, 2007 5:05 pm

Jeff, i wanted to say thank you for you and your wifes sugestions that i eat slower and take my time. i understand the rules of when i eat slower and chew my food at least 40 times i have better digestion and get fuller on far less food. however, there are time that i dont follow the eating correctly rules. and i dont rember them at all. just like last night at my birthday dinner i had 5 lbs of boiled crawfish and a dozen osters. LOL, i dont think i chewed any thing longer than 3 or 4 times. i forgot to follow the rules. funny, now that i think of it if i ate an oster and chewed it 40 times that would be the last one i would eat.

for back testing, have you ever back tested an idea that was dam near perfict making tons of money and when you put it to the test w/ real money and it just sucks in future trades. well maby the trillion and the trading @ the 50s and 100s in the YM & aapl are the systems that after a few years someone looks back on and back test them and they work great but when they put it to test w/ real money they just suck in the future.

again thank you, and you get my point.

airball,
ben

geff
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Postby geff » Sat Mar 17, 2007 6:11 pm

Airball, that's 50 TIMES you're supposed to chew! (You thought you could get away with a 20% discount just cuz you know how to trade???) Deepak Chopra takes it even further; he advocates 100% concentration on eating itself. When you eat, do nothing but eat - no driving, no walking, no talking, no watching TV, no reading and no trading. How bizarre. It's interesting to try - I think I did it once. Kinda Zen.

Back to Trading... I've certainly come up with optimized strategy parameters (tested on years of Forex data) which turn out to be too good to be true. Sure enough, most of them crumble when they're put to new unseen data.

I've rationalized it this way: Imagine a small forest. Your job is to shoot an arrow through the forest without getting stuck. If you can see a hole through the trees, you can see the path (winning parameters) around the obstacles (losers).

But if new trees materialize further out, they may block your previously successful path UNLESS they are conforming to some underlying, long natural wavelength or pattern that you happened upon in the original, younger, smaller forest. (Not a perfect analogy, but it works for me.)

If your backtest/optimization OR your discretionery patterns stem from an underlying current, wave, pattern or behavior, it's likely to continue.

But I've never experienced the reverse - if a system has a successful record of real trades AND the rules are quantifiable, exact and complete AND the historical data is accurate AND you've coded it accurately, a backtest should closely match the actual historical trade record.

Do you have an example where they don't match? Michal, wouldn't you agree? (Scalping would be more prone to mismatches - Level II data not being available for backtesting.)

"NO other indicators are needed...
The "feel" comes from experience." - Avery

Avery, that "feel" IS the other indicator. It may be internal, automatic and non-programmable, but it is an indicator in your personal trading toolbox.

The challenge to teaching "how to trade" is to convey that which is difficult to convey.

All I suppose you can do is give examples and illustrations, try to discern why this one feels good and that one doesn't, see what pieces can be externalized and communicated. Share how the "feel" changes when "this" happens - signposts to watch for as we spend the time in front of the charts.

Once you know how to ride a bike, it's pretty easy unless a truck hits you. But your kid may see it as an impossible balancing act. With helpful guidance and assistance, most of them find their inner balance and then then buy the truck.

Jeff in L.A.

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Gert Frobe
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Postby Gert Frobe » Sat Mar 17, 2007 6:48 pm

Jeff, funny, i look at the market as a bird feeder in a yard w/ a big fat slow cat. being the bird (or speculator) can fly up to the feeder and eat as much as one can and know the fat cat will come up and try to eat them. but, the bird thinks that fat cat an't going to get them. rember the cats fat for a reason and its not becouse birds are fast and smarter; its becouse there greedy. so the "feel" for trading is this, if birds run in eat a few seeds and fly away and come back when the cats on the other side of the yard and eat a few more seeds and fly away befor the cat even looks up. the best part is the bird feeder is always full and if it runs low the US Fed Reserve and the member countries of the BIS will always step in and print more bird seeds to fill it up. however, the one thing to rember is you want to be the fat slow cat. lol

airball

BP
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Postby BP » Mon Mar 19, 2007 4:10 pm

This is interesting airball and Ed...thanks for the posts.

What is the "BUYZONE"? Is that a different strategy, a term used, or is it the trillion strategy?

Thanks guys,

BP

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Postby Gert Frobe » Mon Mar 19, 2007 4:43 pm

hi bp,

the tro buy zone is like the trillion but you can set the upper and lower long & short zones to what you want from the open price. best of all you can change the open time to the tokyo, london or ny markets. for more info its the first post on the opening page of kreslik

airball
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Postby BP » Mon Mar 19, 2007 5:25 pm

and is it as good as trillion?

BP

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Postby Gert Frobe » Mon Mar 19, 2007 5:40 pm

for forex, yes and no, i do very well in the asian mkt its hit or mis on london & ny; still making adjustments. in the YM its great!

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Postby BP » Mon Mar 19, 2007 6:23 pm

"in the YM its great" Gert...can you explain that sentence?

Thanks for the help.

BP

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Postby Gert Frobe » Mon Mar 19, 2007 7:03 pm


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