Disliked{quote} I have an indicator. I thought Quants would have been interested in my strategy, to see the probability. See GBPCAD today. Over 50 pips RoyIgnored
Thinking in a probabilistic way 9 replies
bo7a method... method for GBP/JPY 205 replies
Quant trading & QuantLib 6 replies
Quant Corner 12 replies
questions from a future quant 39 replies
Disliked{quote} I have an indicator. I thought Quants would have been interested in my strategy, to see the probability. See GBPCAD today. Over 50 pips RoyIgnored
DislikedI have only one question: stop loss = 1 X ATR or 2 X ATR? Basically how do we set stop loss guys? Do you focus on some levels or recent volatility is a good measure?Ignored
DislikedThanks for this very interessant thread. I wonder if the results are not biased because of this period of high volatility. this applies of course if the period tested includes a long pre and post covid period. Do you test these results before and after covid period separatly? green pipsIgnored
Disliked{quote} It's been a long time since I've posted here but have been watching the posts on FF now and then. Have to admit this is (I think) a very good one. I took the liberty of adjusting your indi to have an extra visual (automation) of the min and max treshold. Keep up the good work! {image} {file}Ignored
DislikedHey guys, Im not a lot into maths and probability but done some experiments trying to find something consistent, and all i found was things that WERE consistent. Imagine you have a strategy (based on whatever) that has the returns distribution shown in the photo, and its clear that has given profit (it has had a good probability); the key points are in the red circles. The question is: Is it going to continue give profit or the 'gaps' in the red circles are going to equalize and make a perfect symmetry? For me its not obvious. I know that there...Ignored
Disliked{quote} Correct, Things that were consistent. Thats why once we found a good probability it never have guarantee that it will work. The questions is whether it will work for one more time. And if you have several odds at the same point. Going against it not wise but overall you can keep betting against that as you think it will go back to %50 soon and it will balanced.Ignored
Disliked{quote} Im not saying that probabilities will retrace to 50%, if it was that way we would have a holy grail, just by doing the opposite. If you toss a coin (50/50) 1000 times and you get 1000 heads you'd still have 50% next, what you did is just found a very rare sequence. The problem here is to find a way we can be almost sure that a strategy that has been consistent is going to maintain the edge even for a little time. If things work the way you are doing then perfect (i dont know how the market really works so take my opinions as ideas if they...Ignored
Disliked{quote} Well, My suggestion is following. When we have a signal. Lets put this rare sequences in our way. So we say , We believe they will work atleast for 1 more time + I have x reasons to take this trade. So you will be picking what have been market already doing and bet that it will do that for 1 more time within your trade. The more rules you have supporting that entry more chance you have for a win.Ignored
Disliked{quote} The problem still comes to the fact that you are assuming that have that edge even for the only next event. I think also that a combination of rules should be treated like a another event. Ok, since we are trying to find if the edge is going to maintain for the next event, why dont you just make probabilities of that? You take the "training period" and find the rare sequence, and then you see if the next event has mainteined the edge, and you do that across the history (kinda like a walk forward analysis). If you do that and discover an...Ignored
Disliked{quote} Definitely walk forward can be the key for full automation. Especially there can be 100 rules found and even then 50 of them can fail and 50 of them can survive. So still you don't know which rules will be the survivor ones to keep making profit. The point comes here. If you knew for past 20 days when price reach distance of %30 from moving average and it does stop. Why you would like to go against it at 21th day. I dont see this probabilities as holy grail. Here is the idea. If you found 100 rules that have %60 probability by looking back...Ignored