Bad idea?
- Thread starter 931
- Start date
Famously bad idea.
Entry(s) should be strong.
Exit(s) should be max(π) -- which generally means max(E[π]).
Ergo -- nearly zero connection with an exit on one side, and an entry on the other.
Entry(s) should be strong.
Exit(s) should be max(π) -- which generally means max(E[π]).
Ergo -- nearly zero connection with an exit on one side, and an entry on the other.
To get specific answers, you need to ask specific questions.
For this purpose, I would advise you to provide a graph of a particular situation (but one that you use most often) so that we can evaluate it and tell you how much it deserves attention. It is extremely difficult to think about what you don't understand or can't imagine, and this would save you a lot of time.
And in general, it is competent and regular statistics that helps to assess the profitability of the approach, so you can always understand whether you should continue in the same direction or should radically change the approach and go beyond the usual limits. Each situation can be studied from different angles...
For this purpose, I would advise you to provide a graph of a particular situation (but one that you use most often) so that we can evaluate it and tell you how much it deserves attention. It is extremely difficult to think about what you don't understand or can't imagine, and this would save you a lot of time.
And in general, it is competent and regular statistics that helps to assess the profitability of the approach, so you can always understand whether you should continue in the same direction or should radically change the approach and go beyond the usual limits. Each situation can be studied from different angles...
I tested the idea , spreads eat all in my case.
How the hell is high freq trading even possible at current spread levels....
Must be beneficial trading conditons to achieve HFT