Automated Trading - FAQs

[Brahmastra]

LOL...What was the first,you thought or you wrote?

There are already 2 of them:

1.Chit-Chat;
2.Politics and Religion.

You and all the Hershy tribe can play there ad nauseam

 

[Alpha Trader]

If it's not too hard, you and other moderators might consider creating another "Off-Topic" forum, where you could move chunks of threads that went astray off topic, instead of deleating them and lose their posters' efforts forever. Those astray discussions could continue there. This was done in the past, occasionally.

This seems like a little extra work for the mods ( @Magna ), but what a great idea! Mods, if this suggestion could be implemented, it would do the thread a great justice as it would bring in more related posts and readers.

A win-win really, for all.

Thanks in advance,

Alpha.

 

[Magna]

Unfortunately the new forum software does not allow the splitting-off of posts from threads as the previous software did. It wasn't used much but from time to time it was handy, and would've been nice to have that function here. So let's let sleeping dogs lie so to speak, and return to the topic of Automated Trading. If Jack wants to post whatever it is Jack likes to post he will need to do it on another thread, even better if he starts his own and sticks to it.

 

[Brahmastra]

People sometimes see facees in the clouds, or in a water stain on a wall, or even a grilled cheese sandwich. We can debate whether those patterns mean anything without deciding. There are similar patterns in financial data where it's easier to test whether the patterns have meaning.

I have looked at constant capped volume (CCV), accumulated volume (ACV), intraday profiles, etc, plus some weirdo concoctions of my own. In the end, I didn't find any magic indicator that could find patterns that no others could. What really matters is whether the pattern is predictive. For now, I am staying with time bars because the data and backfill are easier to get.

how the "concoction" parts going on?

 

[rwk]

how the "concoction" parts going on?

I haven't found any indicators, whether concocted by myself or others, that can find anything that I cannot see in a chart.

 

[Brahmastra]

I haven't found any indicators, whether concocted by myself or others, that can find anything that I cannot see in a chart.

You said you used it in the strategy,was my point.

 

[rwk]

You said you used it in the strategy, was my point.

I don't understand that. What I am doing in my trading now is remarkable basic. My edge is mostly that I rely heavily on automation and keeping my costs low. I am not particularly creative.

 

[Brahmastra]

I don't understand that. What I am doing in my trading now is remarkable basic. My edge is mostly that I rely heavily on automation and keeping my costs low. I am not particularly creative.

Is it really necessary in architecturing a strategy?The creativity?

 

[rwk]

I think it helps to think outside the box, and that comes naturally to me because I'm something of a misfit. But I'm also envious of the more creative types. If we're doing the same things in the same way as everyone else, we tend to have the same outcomes.

 

[Brahmastra]

"Same things" and "Same way" to me is charting and data series as a core everyone uses.One averages another and all that soup is boiling in the common pool called Market.