$TRILLION STRATEGY

trading strategies and money management discussion, code, results

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BP
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Postby BP » Thu Apr 05, 2007 9:58 pm

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

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TheRumpledOne
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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.

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TheRumpledOne
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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!



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BP
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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

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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

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

HIGHD(1) ???

That's more SRDC than $TRILLION.
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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?

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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"

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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.

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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....

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