Arthur Deco Mentors ET Noobs

[Arthur Deco]

Quote from LEAPup:

Do you really do this, or was that a joke?

Read all of this thread and tell me what you think.

The meanist thing I do is shoot grackles with an air pistol. You may not know this, but grackles are telepathic. I hate the black greasy fuckers (birds, we're talking here) because they eat the food I put out for my doves. And they screech like frying bacon. Not to mention shitting all over everything. So I started popping them. Natural selection took over. First they would startle from the report (it's subsonic, so they gain an advantage by dodging). Then they startled when I pointed the pistol. Then when I opened the door. Then when I came close to the door. Then when I pumped up the pistol. Then when I put a pellet in the pistol. Then when I pulled the pistol out of the drawer. Finally, the smart little fuckers learned to sense when I was THINKING about shooting them. So now I mess with their heads. I am a Vipassana meditator. So it is trivial for me to take as my meditation kasina the beauty of the grackle. "The grackle is the loveliest of birds!", I think to myself. "I love the grackle!" This is not easy to do while murderously loading cocking and pointing a pistol at their ugly heads. Now I do the same thing with NQ. It is not unlike splitting wood with a maul. You have to think forcefully, "Split, you bitch!" Otherwise it won't split.

 

[sosueme]

Quote from Arthur Deco:

That would be a good philosophy if I could pull it off. Remember your first piece of ass? Was it maybe the best you ever had? My first wife was like that. As is my first profitable system. So I look at it this way. The system will eventually leave me like she did, and I will try not to look back. Very often. Oh, hell! I'll miss it all the damn time!

Fortunately if have five things that are uber-stable, five more that look promising, and as many that didn't pan out as women I dated while I was looking for a second wife.

Trading systems are like lonely middle-aged women looking for love. There are more of them out there to be found and trained than you could possibly service in a lifetime.

Looking for and marrying a second wife are two different things.

Sim trading versus the real thing to put it in trading terms.

Coming right back to marriage.
Were you able to keep your nerve and money and trade your way through a drawdown or were you stopped out, as in you came home one night and your doorkey no longer fitted

 

[Arthur Deco]

Quote from jinxu:

Arthur Deco,

I've finally tweet my trading system (modify the rules) enough so that it could be fully automated with little discretionary decision-making involved and can produce returns in the triple digits with an 80% win ratio. Do you think I'm ready to dive all in???

Example of trading using automated rules

I give English lessons in my spare time, if you would care to learn to fake it better. Not that you aren't faking it good awreddy. If I taught myself French I can surely teach you English.

What do you mean by "returns in the triple diggitts?" The win ratio is only a psychological issue. And tell me the process you used to develop it, not asking for the system details, just the development methodology.

 

[Arthur Deco]

Quote from sosueme:

Looking for and marrying a second wife are two different things.

Sim trading versus the real thing to put it in trading terms.

Coming right back to marriage.
Were you able to keep your nerve and money and trade your way through a drawdown or were you stopped out, as in you came home one night and your doorkey no longer fitted

What a delightfool analogy! I am going to plaguegiarize that!

I hate drawdoons. That's like not getting laid every day. It is a leetle known fact that with a robust setup you can tweak the stops and the expectancy to get a drawdown and win rate you can live with. I have systems that may go four to six trades without winning, but I don't like them. So I typically design for a win rate in the range of one to two out of four. Unlike lack of nooky, there is no way in trading to relieve your drawdown stress by jerking off.

 

[Samsara]

Quote from Arthur Deco:

Thank you for your kind thought, but in fact I am one of the most reprehensible people you would ever want to not meet. I feed doves in my back yard so I can watch the hawks eat them. Rather than poisoning rats and mice, I put down sticky traps so I can enjoy watching them gnaw their little stuck feet off. I feed my neighbor's dog a treat once every month so it will drive the neighborhhood insane barking for one and rarely getting it. At the grocery store self-service checkout I stack two items and scan only the bottom one. And I am cruel in trading and take money away from complete strangers whose only offense is that they want to take mine.

Haha, I don't doubt all that -- quite creative actually, although the mouse thing is pretty damn cruel. Bets are though that's in spite of your actual self, although I could be wrong and you're secretly aspiring to man a gas chamber in another life. Anyway, I think it's an illusion that we're taking money away from anyone; not that I care, just for the sake of accuracy. Who knows what the time frame and decisions of the other sides of our trades are, particularly when 70% of it is some fund's code.

To answer your question, my systems generate signals at the close of the bar, and I backtest assuming that I transact at the close of the bar. This is cheating, of course, but I LIKE to cheat. In fact I enter manually two seconds before the close of the bar, since I know from warnings that a trade is about to pop. It's like women. You know they are going to screw you long before they do.

I fear I have misled you about confirmations. I have a multitude of putative confirming siggals that I DON'T USE. They are there only to learn whether or not I can sharpen the system. So my trade codes are only 100 lines or so in ESiggal. It's the other bullshit that takes upward of 2K of code. In a pinch I could trade off a screen the size of a postage stamp, and in fact I set up such a window to teach my wife how to trade my systems.

Now I see. That's impressive, I can't imagine a 100 line system outside of rare triggers for days like today. I have so many damn ways to cut off a trade due to constant evolution of churn. If you have multiple trade codes then I presume you backtest them individually and then switch them on and off depending on market conditions, rather than combining them?

And that's a good observation. On reflection, I have known women were going to screw me before they did. I never paid attention to that before.

 

[Samsara]

Quote from Arthur Deco:

I give English lessons in my spare time, if you would care to learn to fake it better. Not that you aren't faking it good awreddy. If I taught myself French I can surely teach you English.

What do you mean by "returns in the triple diggitts?" The win ratio is only a psychological issue. And tell me the process you used to develop it, not asking for the system details, just the development methodology.

Jinxu is one of the more interesting examples of delusion here. I find his replies pretty entertaining -- glad you're encouraging him.

 

[sosueme]

Quote from Arthur Deco:

What a delightfool analogy! I am going to plaguegiarize that!

Unlike lack of nooky, there is no way in trading to relieve your drawdown

There is always ET of course, just grab yourself a username and off you go.

The good thing is that it is totally free and judging by the posts, prior trading knowledge would only serve as a hindrance.

 

[jinxu]

Quote from Arthur Deco:

I give English lessons in my spare time, if you would care to learn to fake it better. Not that you aren't faking it good awreddy. If I taught myself French I can surely teach you English.

What do you mean by "returns in the triple diggitts?" The win ratio is only a psychological issue. And tell me the process you used to develop it, not asking for the system details, just the development methodology.

Why would I want to do that???

 

[LEAPup]

Quote from Arthur Deco:

Read all of this thread and tell me what you think.

The meanist thing I do is shoot grackles with an air pistol. You may not know this, but grackles are telepathic. I hate the black greasy fuckers (birds, we're talking here) because they eat the food I put out for my doves. And they screech like frying bacon. Not to mention shitting all over everything. So I started popping them. Natural selection took over. First they would startle from the report (it's subsonic, so they gain an advantage by dodging). Then they startled when I pointed the pistol. Then when I opened the door. Then when I came close to the door. Then when I pumped up the pistol. Then when I put a pellet in the pistol. Then when I pulled the pistol out of the drawer. Finally, the smart little fuckers learned to sense when I was THINKING about shooting them. So now I mess with their heads. I am a Vipassana meditator. So it is trivial for me to take as my meditation kasina the beauty of the grackle. "The grackle is the loveliest of birds!", I think to myself. "I love the grackle!" This is not easy to do while murderously loading cocking and pointing a pistol at their ugly heads. Now I do the same thing with NQ. It is not unlike splitting wood with a maul. You have to think forcefully, "Split, you bitch!" Otherwise it won't split.

Are you drinking today?

 

[Arthur Deco]

Quote from Samsara:

Haha, I don't doubt all that -- quite creative actually, although the mouse thing is pretty damn cruel. Bets are though that's in spite of your actual self, although I could be wrong and you're secretly aspiring to man a gas chamber in another life. Anyway, I think it's an illusion that we're taking money away from anyone; not that I care, just for the sake of accuracy. Who knows what the time frame and decisions of the other sides of our trades are, particularly when 70% of it is some fund's code.



Now I see. That's impressive, I can't imagine a 100 line system outside of rare triggers for days like today. I have so many damn ways to cut off a trade due to constant evolution of churn. If you have multiple trade codes then I presume you backtest them individually and then switch them on and off depending on market conditions, rather than combining them?

And that's a good observation. On reflection, I have known women were going to screw me before they did. I never paid attention to that before.

Cruel? You don't know cruel! You should see what I do to the silhouette targets on the range (I lernt this from my gentle Croatian wife when she was shooting at Bin Laden targets: "Got you in the balls that time, you baby-kiling bastard!") So as my shooting gets better I shoot first all the body parts that won't kill them and then work my way in. Sort of like Chinese torture (cut off a joint a day), or the way they used to martyr saints.

Yes, I assuage my heavy guilt at winning by thinking that the losers were hedging and were glad to lose.

That hundred lines has five systems in it, but I could put all ten in if I wanted to with only five or ten more lines. You can pack a shitpot of nested if-then statements into very little space. I do BT separately, but I smash them all into one code. Deconfliction can be a bitch sometimes, though. There is a huge con going in the quant industry that "The little guy can't compete. The only things that work are the subtle things we find with our computers." That is total bullshit.

Pay attention to the little things women do or say that they aren't aware of, especiually when they are drunk. Armed with knowledge you can get them to do the most extraordinary things!