Theory of everything (TOE)

Probably because I was exposed to it at a early age I have a great passion for theoretical mathematics. My biggest hero in this area is Albert Einstein off course.


Rather than other pure mathematicians out there this little schmuck was able in my opinion to achieve a almost perfect blend of philosophy and numbers under one roof .


After completing his biggest “popular“achievement, the e=mc2 formula ( theory of relativity) Einstein immersed himself in a quest and start to move forward a even bigger quest. Resume the whole universe from the sub-atomic particles to the galaxies in one formula ( the unification theory)


No one is perfect and even a super genius has its limits so unfortunately he died trying unsuccessfully to achieve his dream.




Knowledge mathematicians took the legacy Einstein left and are still today trying to succeed where he failed short, so all the quantum, string, and M-theory out there are basically a derivation from Einstein original dream.

to be continued......

THEORY OF EVERYTHING


Well...this is maybe a lame name since it is the title of a lot of videos on youtube about M-theory but anyways this is my pet project and I have the right to call it whatever I want...right?




I'm not responsible for this idea alone since it was first born among me and my friends at the Forex branch of a third world bank in the late eighties.


Because of rampant inflation , the banks in my country had to invest big bucks in computers and networks so money will be moved fast and the losses from currency depreciation would be diminished. If you have to wait days for e deposit to clear in a high inflationary scenario it costs money so the banks time was the escence and they got really agile with the advent of informatisation.




As I said before me and my colleges got cot in the middle of this whole changing environament and since we were still in college the bank gave us a incentive to get on the computer science and so we did.


We spent countless hours in from of those green phosphorous screens learning “COBOL” and since I had some experience from high school on “assemble language” I was elected the “head of the pack”. We started messing with hardware and everything else so we got really good dealing with those powerful computers ( now dinosaurs) we had by the time.


Got to go guys will post the rest later......

Basically to make a long history short we started to mess around in applying what we learned in our former macroeconomics business class ( meaning algorithms etc) to the new computer world we were introduced to.


Oh boy I still remember and laugh about how I use to code by hand in assamble language all those formulas than spend hour typing all in just to press the input key and see the whole machine charsh down....it was a mix if fascinating and frustrating.


Anyways after we got really good on write stuff that actually worked somebody had the idea about take everything we know about technical indicators and combine in one big algorithm so the computer would do the analysis for us and we will just give the verdict


basically we got every book available and started to try and combine Fibonacci with trend lines, pivot points etc etc literally all we could put our hands on we wanted to add to the equation.


The basic idea was to make the computer analysis everything and spit a probable trade, so at least in theory the more parameters the more accurate the signal would be.


Well.....well …..well.....it did not took us long to realize that it is not that simple. Looking at the raw code and the logic behind the algorithms we realized that some indicators conflicted with each other making the whole thing hang , crash or spit wrong signals.


By this time we were already graduated and most of us got transferred to other branches so the project was archived..


Five years ago I decided to get back to the old idea of a algorithm that would merge all majors indicators in one single environment. So even if I was a little rusted in coding I re started the project by myself just as a hobby.


With this kind of powerful computers we have today ( that in a few years we will call dinosours again) coding in assemble language definitely gave me e hedge because of the agility and speed my algorithms got executed. My logic was not pristine at first but at least I did not have to waite for hours if not days for the computer to crunch the numbers to see if I was right or wrong.


I'm still not there yet but I would say that I'm more than half way through in the process. My code is solid now ( actually the code is the easy part of the process) the logic side of the equation is where I'm concentrating and struggling right now.


ARCA is the acronym and the base for my “theory of everything” it stands for Adaptive randomlise cognitive algorithm, and what it does is basically mimic my way of taking decisions based on the kind of data I get available.


So in a nutshell my “theory of everything “ tries to automate the process I do everyday in from of the computer analysing the charts.


It takes all the data available ( related to price), analyzes accordingly to a method (technical analysis), than spits a output ( that's the hard part human decision)


Again as long as it is not perfect yet I'm getting some encouraging results for a while now so I think it is time to post some results and be open to public scrutinizing.

Ok...starting Friday I will post my charts and partial trades based on my theory of everything. I say partial because I will be using a older version of the application. The delay is due to the fact that I'm waiting for a optimized assembler for my codes. One of my teachers from college is working on it. He is on his late seventies so I can't rush the guy, but since he is the only person I know that can code in binary the wait is well worth it. I should be getting it soon and I cant wait.


This journal will be basically updated fridays so for more info go to my regular journal.

Got my compiler yesterday and looks like that it has some bugs on it. Well I will try to see if I can fix it myself if not I will probably have to wait a few days more.....well....it is what it is.

I'm opening a one tousand dollar real account for this "beta" test so lets see if next week I can come up with something to post.

Good weekend to all....oh buy all this code ....my brain is beat..I'm not as sharp as a use to be....!

quick update.......

After messing the whole weekend with the compiler and assembler my professor sent me, I'm giving up....it is behiond my expertise....I spoke with him over the phone a few minutes ago and he will fix it over the week ....frustrating but I do have to wait......

Ok folks.....I already delineated the concept of my TOE on the posts above but I would like to post a screen shot so you guys could have a better idea of the complexity of the process.


I'm working on it for the last 5 years or so. I dont work on it every day off course but during these years It is hard for one week to go by without me writing a few lines of code more.


A chart like that would be impossible to any human to trade right. But let me tell you that on top of all you have in this screen shot I am adding around 108 more objects ( between indicators and lines) so things will look really visually congested after I'm done.


Humans can't trade it but for a computer it is a piece of cake.....well not really....!


Now I have a brand new piece of software. Written in assamble language so the code is tight and fast, and compiled in a assembler costume written and optimized for my code and the beast still hangs a computer I build only for this purpose.


Sometimes it works like a charm other times the whole thing start to have some very weird behavior so I believe I still have some bugs to catch.


I will keep you guys posted . I dont expect this thing to be the holy grail but just to “work”...


As soon as things get more stable and I live the “beta” tests I will be posting the source code here so smarter people than me may take a look on it and maybe improve the whole thing.


Happy week end to all......

Very interesting. Do you run any optimizations? Ever heard of Abaqus?