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So, if you can invest in any liquid stock, you are fitting the time series model to each stock's historical data separately? Also, I am not well-versed with programming. Can you suggest any sources from where I can learn how to apply time series analysis?

If anyone is using time series analysis for stocks, how many instruments are you trading? And, how do you decide how much capital to allocate to each instrument?

I thought about this approach. However, it distorts the results, as inevitably there are periods in which there are no trades for a particular stock (the capital is not invested), whereas in my case, if it is not in stock X, it is very likely in some other stock Y.

I have been trading with a really small account and learning how to trade. I am slightly confused. When I read books, they give example of a single time series on which position sizing is applied (say trade 1 contract at each buy signal). How do we back test and use Monte Carlo Simulation with...

What do you think about the website, trality.com? Can we program any type of strategy there? I can learn Python, there are also sample codes on the website.

I don't have much experience with programming apart from spreadsheets.

Hello, I am relatively new to automated trading, and was wondering which is a good platform to connect with Binance? I manually enter my strategies currently, and I am not that well-versed with programming in python. I have searched a few websites, but I cannot customize strategies at those...

Suppose in scenario 1: I have 10000 initial capital. If I were going by percentages, then if I made 1 percent, I put in dollars 1 (as suggested by Millionaire above). Now suppose I have a 50000 account. I still put in dollars 1. The final equity curve will be a lot different under both the...

If I were to do this, what would be the initial capital? For instance, $1 and $200 wouldn't have the same effect on a $50000 account as compared to a $5000 account.

Hello, I am slightly confused regarding Monte Carlo Simulation. I downloaded the Equitymonaco software. Now, the input is, the dollar value of the profit/loss of each trade. However, some stocks are worth more and some are worth a lot less. Say, there are two stocks, one is worth 8 dollars and...

IF the market is going down, and it is a long-only strategy, then the P & L would be going down. However, how to know if this is going to continue or the P L would go up again when the market recovers?

Suppose that I have a long-only strategy with an edge. Any thoughts of how I can know when my edge is fading?

I don't trade in the US, but I have the exact same problem. I only have access to data at close and can't automate here, so when I implement a trend-following system, since I am buying at a high, I always have slippage amounting to about 2 percent per trade

I meant the average gain/average loss ratio is 1.5:1.

I thought about doing this. However, a lot of the losing streaks happen in clusters. For instance, in the covid crisis, the markets panicked, and 10 stocks together met the criteria for an entry of a mean-reversion trade on the long side. Now, the market went down further, and all of them turned...

Now here is the issue. I just checked my notes, I have a system, with a win percentage of 61.79 with Average Gain/Average Loss ratio of 1.5. The winning percentage is lower, whereas the reward/risk is higher. However, I don't know how much to risk per trade, given the constraints that I would...

The issue is that there are 131 stocks with enough volume to trade here (And even out of those 131 stocks the major buying/selling is in 30-40 stocks!). Even if I am taking bets in 15 of those stocks on average, to employ 100 percent of the capital on average, I would need to risk 6-7 percent...

By a long-term moving average filter, do you mean, say, that the current price is above 200 MA?

By blowing up my account, I meant lose around 20-22 percent of my capital if I were to have 12 consecutive losses. I am looking for a filter such that even if I have fewer trades, losses don't come in clusters.

What would be a good percentage to risk per trade?