Search found 12 matches

by zoopy12
Mon Mar 11, 2019 11:44 pm
Forum: Testing and Simulation
Topic: Solving for how many trades/day to achieve a certain % of profitable days
Replies: 5
Views: 3831

Re: Solving for how many trades/day to achieve a certain % of profitable days

So Sluggo which colored line is the 3.8 factor ?? Thanks, Zoopy
by zoopy12
Tue Dec 18, 2018 10:59 pm
Forum: Trader Psychology
Topic: Whipsawed by waiting
Replies: 5
Views: 888

Re: Whipsawed by waiting

Hello Chuck, Sorry for the late reply to an outstanding package of real world wisdom. There are so many strong points in your post and you can believe that I have lived through many of them over the years in both short and long term trading. This concept of when the "sh-t" hits the fan you BETTER be...
by zoopy12
Sun Dec 09, 2018 2:04 pm
Forum: Trader Psychology
Topic: Whipsawed by waiting
Replies: 5
Views: 888

Re: Whipsawed by waiting

Louis, Thank you for breaking these ideas down and sharing your insights here, they help me understand the current situation and a possible way forward. I went to the trading automation website and at some point, I will be exploring the idea of automation so I'll keep it as a reference. Your help is...
by zoopy12
Thu Dec 06, 2018 12:37 pm
Forum: Trader Psychology
Topic: Whipsawed by waiting
Replies: 5
Views: 888

Whipsawed by waiting

Hello Bloxites, I am facing a little bit of a tricky issue that might be resolved by hearing some input from the forum. the issue is this: I have a system that I feel confident in, and as I wait on the sidelines deciding that I am going to be begin live trading "soon" I keep seeing monster profit mo...
by zoopy12
Thu Sep 20, 2018 12:39 pm
Forum: Testing and Simulation
Topic: expectation versus tradeability of a system
Replies: 4
Views: 916

Re: expectation versus tradeability of a system

Hello Tim, Thanks for clarifying the idea. When I posted the original question "expectancy versus tradability", it was because I was seeing long loss strings in a Single symbol, specifically the YM. Given my own experiences and what many others have said, since I am trying to catch trends, the addit...
by zoopy12
Mon Sep 10, 2018 12:47 am
Forum: Testing and Simulation
Topic: expectation versus tradeability of a system
Replies: 4
Views: 916

Re: expectation versus tradeability of a system

Hello Tim, Thank you very much for providing some keen insights to my questions that help me accept the nature of the game. Your response did bring up a follow up question. When you mention "tracking the standard deviation of the equity curve dynamically to adjust parameters" I am unclear as to the ...
by zoopy12
Fri Sep 07, 2018 12:01 pm
Forum: Testing and Simulation
Topic: expectation versus tradeability of a system
Replies: 4
Views: 916

expectation versus tradeability of a system

Hello fellow Blox people, I recently read something from David Druz that I found pretty interesting. The theory was that the higher the expectation of a system, the harder it is to trade from a trader mindset or "comfort" perspective, so that the way a trader earns the gain is from withstanding a "d...
by zoopy12
Sun Sep 27, 2015 12:05 am
Forum: Testing and Simulation
Topic: Solving for how many trades/day to achieve a certain % of profitable days
Replies: 5
Views: 3831

Solving for how many trades/day to achieve a certain % of profitable days

Hello Bloxillians, I have a question and I was wondering if some mathematically gifted members might lend a hand in solving it. If I have a daytrading system that has a win rate of 25% and the average wins are 3.8 times the size of the average loss, how many completed trades would I need to make eac...
by zoopy12
Thu Nov 06, 2014 11:27 pm
Forum: Money Management
Topic: Portfolio Heat applied to Day trading
Replies: 1
Views: 4253

Portfolio Heat applied to Day trading

My fellow Bloxites, I have been puzzling over an issue for some time and hoping some folks here may have a little wisdom to share. Sadly, the concept of portfolio heat applied to day trading is rarely addressed, based on my own scouring of the web. Let me use a simple illustration here to highlight ...
by zoopy12
Sun Jan 15, 2012 7:18 pm
Forum: Trend Indicators and Signals
Topic: consistency of entry method AND symbol
Replies: 10
Views: 7315

I submitted this question originally because the biggest test I ever ask myself in trading/speculative methods is what parts matter long term and what is arbitrary. Great points have been made here so far. At this point I am kind of in the camp of thinking that I am not sure what the truth is on thi...
by zoopy12
Sat Jan 14, 2012 9:30 pm
Forum: Trend Indicators and Signals
Topic: consistency of entry method AND symbol
Replies: 10
Views: 7315

Hello, First of all let me give a big thanks for all the comments and insights. I try hard to find the potential flaws in my trading approach. I only trade my own funds. The whole reason for my question arises because traders are always facing constraints. You maximize component X of your total meth...
by zoopy12
Thu Jan 12, 2012 7:12 pm
Forum: Trend Indicators and Signals
Topic: consistency of entry method AND symbol
Replies: 10
Views: 7315

consistency of entry method AND symbol

Hello fellow Bloxsters, I have a question and I would appreciate some input on it from others. My question is this: Let's say you have a mechanical entry signal method and you use that method on a pool of several, let's say 20 instruments. You have a constraint however that allows you to only have a...