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ETMA_The Evolution

  • #1,521
  • May 6, 2016 11:03am May 6, 2016 11:03am
Quoting jmn5611
{quote} Yes, I have dabbled with this as well. My ongoing mission is to find out as near as possible when to switch from trending to ranging. I know that I will most likely never solve this, but it will be a nice little puzzle as I age.
We share the same mission J.

Cheers.
Master Your Setup, Master Your self. (NQoos)
  • #1,522
  • Edited May 7, 2016 2:22am May 6, 2016 11:20am | Edited May 7, 2016 2:22am
Quoting Copernicus
{quote} Cheers Bass. I was blind temporarily. That's a great result mate. I will cross my fingers for you in finding a solution to a blend that resolves those first 30 trades to plug the gap. :-)
C., my goal is to get as close as i can to K.Davey robustness parameters posted earlier without curve fitting theses strategies and without adding too many inputs, right now i have included 2 parameters only.

Afterwards you know the path, walk-Forward testing > monte carlo > incubation ( live demo trading ) and then if all went well starting as always trading live with a small account and small PS( Position Sizing ) and then scaling up, in this business its guilty until proven innocent.

Forgot to mention that these strategies include $4 commission and $2 slippage per contract.
Hope that it don't lose their edge by then, we will see anyway .
Master Your Setup, Master Your self. (NQoos)
  • #1,523
  • May 6, 2016 11:32am May 6, 2016 11:32am
Quoting bassramy
{quote} C., my goal is to get as close as i can to K.Davey robustness parameters posted earlier without curve fitting theses strategies and without adding too many inputs, right now i have included 2 parameteres only. Afterwards you know the path, Forward testing > monte carlo > incubation ( live demo trading ) and then if all went well starting as always trading live with a small account and small PS( Position Sizing ) and then scaling up, in this business its guilty until proven innocent. Hope that it dont lose their edge by then, we will see...
You are way ahead of me with those curves you are getting Bass. I need to pull some more rabbits out of the hat with my automated strategies to smooth the curve. They make me feel like I am at a theme park on the worlds craziest roller-coaster at the moment. If I tone them down to achieve drawdowns I can live with, then the returns are paltry. I might have to eat a teaspoon of cement and harden up if I plan to go live with those beasts.....but I know that's not the real solution......so back I go into crunching mode.........it's a cruel game mate. :-)
  • #1,524
  • May 7, 2016 3:39am May 7, 2016 3:39am
Changing to the D1 TF and Adding Targets & stops i'm slowly but surely getting from the First to the Second Graph, but still along way to go.
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Master Your Setup, Master Your self. (NQoos)
  • #1,525
  • May 7, 2016 4:24am May 7, 2016 4:24am
Quoting bassramy
Changing to the D1 TF and Adding Targets & stops i'm slowly but surely getting from the First to the Second Graph, but still along way to go. {image} {image}
Obviously a productive day for you Bass. Great going. :-)
  • #1,526
  • May 9, 2016 2:41pm May 9, 2016 2:41pm
Quoting Copernicus
{quote} Obviously a productive day for you Bass. Great going. :-)
Hedge Fund-Style Research For Individual Investors

‘What Part of “Get Out of The Stock Market” Don’t You Understand?’
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Master Your Setup, Master Your self. (NQoos)
  • #1,527
  • May 9, 2016 5:48pm May 9, 2016 5:48pm
Quoting bassramy
{quote} Hedge Fund-Style Research For Individual Investors What Part of Get Out of The Stock Market Dont You Understand? {image}
Cheers Bass

If the proverbial hits the fan as Drunkenmiller predicts, we are well placed to capitalise on it. I remember immediately before the GFC how we all just new a correction 'had to happen'. It really surprised me however how so few actually protected themselves from the inevitable. Investor responses reminded me of a slow motion movie of a posssum in front of the headlights of a Mac truck bearing down on them.
  • #1,528
  • May 11, 2016 2:52am May 11, 2016 2:52am
FURTHER DIP IN APRIL FOR TREND FOLLOWING
May 3, 2016 by Jez Liberty

APRIL 2016 TREND FOLLOWING: DOWN -1.13% / YTD: +5.66%
Another down month for the index, with a slight loss. Two mild down months after two strong up months keep the index in positive territory for 2016.

Individual System Contribution
The index is composed of several systems, each traded over different time horizons (short, medium and long) with a diversified portfolio of futures (details of the index components and construction can be found further below, in the next section).
The contribution of each individual system to the overall index performance is measured on a daily basis. The following chart shows the evolution of each system’s respective performance attribution over the last month:
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Master Your Setup, Master Your self. (NQoos)
  • #1,529
  • Edited 2:59am May 14, 2016 1:50am | Edited 2:59am
https://m.youtube.com/watch?v=SXXRXeOKGLM

https://m.youtube.com/watch?v=J4BFKcRB7iE

The Journal of the combine with some toys included to play with.
https://futures.io/trading-journals/...e-journal.html

Now that i read the thread on Futures.io i can strongly recommended it, there is a lot of important info in there.
Master Your Setup, Master Your self. (NQoos)
  • #1,530
  • May 14, 2016 3:22am May 14, 2016 3:22am
Quoting bassramy
https://m.youtube.com/watch?v=SXXRXeOKGLM https://m.youtube.com/watch?v=J4BFKcRB7iE The Journal of the combine with some toys included to play with. https://futures.io/trading-journals/...e-journal.html
In recent times I've paid a lot of attention to the writings and media from KD, he just seems to be so logical in his approach to trading, I rate his information highly.. I like his humbleness, his willing to except and openly discuss when he is beaten up by the markets and how he approaches moving through this faze.. he also has the verified trading results to back up his comments which is necessary to add weight to his info.. I don't trade fully automated myself, more semi-automated, I still prefer to do my discretionary Weekend analysis in my spread sheet (though it is reasonably systematised) to map my trades for the Week ahead. I then let an algo loose on the chosen Instruments, so I'm moving forward in my automation path....

The more I listen to KD the more I'm tempted to jump in and take his workshop as I think it would be cool, though what holds me back slightly is my lack of coding skill/knowledge.. I might still jump in though just for the other learning benefits..

Thanks for the Links..
Memories caught in time but never forgotten
  • #1,531
  • May 14, 2016 5:25am May 14, 2016 5:25am
Quoting j4d
{quote} In recent times I've paid a lot of attention to the writings and media from KD, he just seems to be so logical in his approach to trading, I rate his information highly.. I like his humbleness, his willing to except and openly discuss when he is beaten up by the markets and how he approaches moving through this faze.. he also has the verified trading results to back up his comments which is necessary to add weight to his info.. I don't trade fully automated myself, more semi-automated, I still prefer to do my discretionary Weekend analysis...
Yep Ja. I 100% agree with you. I plan to do his workshop but it may have to wait for a few months yet. If you or Bass do take the plunge before me, then please keep me updated on your thoughts about it.
  • #1,532
  • May 14, 2016 5:48am May 14, 2016 5:48am
Quoting Copernicus
{quote} Yep Ja. I 100% agree with you. I plan to do his workshop but it may have to wait for a few months yet. If you or Bass do take the plunge before me, then please keep me updated on your thoughts about it.
It might be a few Months before I jump in also, I'm kinda happy in my own trading space atm but I'm always keen to listen to new angles.. If I jump in I'll let you
know..

Lovin the Dubai breeze ..
Memories caught in time but never forgotten
  • #1,533
  • May 17, 2016 5:46am May 17, 2016 5:46am
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Master Your Setup, Master Your self. (NQoos)
  • #1,534
  • May 19, 2016 3:01am May 19, 2016 3:01am
How We Built A Trading Robot In One Day
Master Your Setup, Master Your self. (NQoos)
  • #1,535
  • May 19, 2016 6:14am May 19, 2016 6:14am
thanks bass
  • #1,536
  • Edited 11:06am May 19, 2016 6:24am | Edited 11:06am
Quoting 21vs7
thanks bass
You r welcome buddy, i thought that it worth a mention in my thread.
Master Your Setup, Master Your self. (NQoos)
  • #1,537
  • May 19, 2016 11:08am May 19, 2016 11:08am
The Simplicity of Trend Following | Katy Kaminski, Alex Greyserman & Roberto Osorio | #96

Acknowledging Risk on a Daily Basis | Bill Dreiss, Dreiss Research Corporation | #94
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Master Your Setup, Master Your self. (NQoos)
  • #1,538
  • May 21, 2016 10:21am May 21, 2016 10:21am
The Felder Report
Hedge Fund-Style Research For Individual Investors

33-Year Fed Veteran: ‘The Everything Bubble’ Is About To Burst
Master Your Setup, Master Your self. (NQoos)
  • #1,539
  • May 21, 2016 10:30am May 21, 2016 10:30am
Must read the whole thread (2 Pages), a real life experience of one of Kevin Davey Students.

KJ Trading Systems Strategy Factory Real live lessons.
Master Your Setup, Master Your self. (NQoos)
  • #1,540
  • May 21, 2016 10:30am May 21, 2016 10:30am
Quoting bassramy
The Felder Report Hedge Fund-Style Research For Individual Investors 33-Year Fed Veteran: The Everything Bubble Is About To Burst
Cheers Bass

It's the same everywhere you look.

"We're forever blowing bubbles, pretty bubbles in the air"

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