BWolinsky Trading
- Thread starter bwolinsky
- Start date
- Status
You guys have got something coming if you think this thread has ended. What a bunch of morons. All I've done was lay out the theories that underly my trading, and before seeing any trades immediately passed judgement. How typical.
Anyway, no trades today. .SPX is still below 20000 shares currently for the last several 15 minute bars.
Anyway, no trades today. .SPX is still below 20000 shares currently for the last several 15 minute bars.
LOL
LOL
LOL
***
Actually atticus is right. This thread has ended before it even really got started. You've been knocked-out, but it hasn't registered in your brain yet.
...
P.S. Hell, you aren't even a trader, you're a coder. Which is why your over-optimized jack hershey rip-off system you hasn't taken one single trade today while the market has dropped over 20pts. Your idiotic "market commentary" is just like his too. Next time you decide to trash Neke's thread, people are going to comeback here and get the real dope on you (provided this travesty isn't relegated to chit-chat, which I see happening right around the corner).
Quote from MandelbrotSet:
LOL
LOL
LOL
***
Actually atticus is right. This thread has ended before it even really got started. You've been knocked-out, but it hasn't registered in your brain yet.
...
P.S. Hell, you aren't even a trader, you're a coder. Which is why your over-optimized jack hershey rip-off system you hasn't taken one single trade today while the market has dropped over 20pts. Your idiotic "market commentary" is just like his too. Next time you decide to trash Neke's thread, people are going to comeback here and get the real dope on you (provided this travesty isn't relegated to chit-chat, which I see happening right around the corner).
The stochastic has been below 10 for virtually the entire day. This is systematic trading. You don't have to trade everyday.
Rennick, I have not lied about anything in this thread.
I've shown the systems I'm examing right now and made the distinction over what is being used with real money and what's being experimented on. I've stated I'm a level II CFA Candidate and RIA Rep. I've stated I manage millions of dollars, and, I was recently sent a letter of interest in Pairs Trading QID QLD Scalper in the amount of a $5 million equity investment. None of these facts are lies.
Most of the problem has been with Jack's system. It needs mods, and, after the mods, those were the results I was able to generate. How? Experience. Optimization does work when it's done properly, and that was proper optimization as the theories and formulas have been known for at least 10 years now.
What you're saying is that because I remove the sell on close that get these results:
All Trades Long Trades Short Trades Buy & Hold
Starting Capital $1,000,000.00 $1,000,000.00 $1,000,000.00 $1,000,000.00
Ending Capital $1,230,029.89 $1,230,029.89 $1,000,000.00 $380,793.20
Net Profit $230,029.89 $230,029.89 $0.00 ($619,206.80)
Net Profit % 23.00% 23.00% 0.00% -61.92%
Annualized Gain % 29.45% 29.45% 0.00% -69.99%
Exposure 12.13% 12.13% 0.00% 354.55%
Total Commission ($624.00) ($624.00) $0.00 ($8.00)
Return on Cash $0.00 $0.00 $0.00 $0.00
Margin Interest Paid $0.00 $0.00 $0.00 $0.00
Dividends Received $0.00 $0.00 $0.00 $0.00
Number of Trades 39 39 0 1
Average Profit $5,898.20 $5,898.20 $0.00 ($619,206.80)
Average Profit % 0.39% 0.39% 0.00% -30.95%
Average Bars Held 8.85 8.85 0.00 5,249.00
Winning Trades 25 25 0 0
Win Rate 64.10% 64.10% 0.00% 0.00%
Gross Profit $1,045,603.07 $1,045,603.07 $0.00 $0.00
Average Profit $41,824.12 $41,824.12 $0.00 $0.00
Average Profit % 2.13% 2.13% 0.00% 0.00%
Average Bars Held 7.44 7.44 0.00 0.00
Max Consecutive Winners 4 4 0 0
Losing Trades 14 14 0 1
Loss Rate 35.90% 35.90% 0.00% 100.00%
Gross Loss ($815,573.18) ($815,573.18) $0.00 ($619,206.80)
Average Loss ($58,255.23) ($58,255.23) $0.00 ($619,206.80)
Average Loss % -2.73% -2.73% 0.00% -30.95%
Average Bars Held 11.36 11.36 0.00 5,249.00
Max Consecutive Losses 3 3 0 1
Maximum Drawdown ($523,457.68) ($523,457.68) $0.00 ($973,654.28)
Maximum Drawdown Date 11/21/2008 11/21/2008 9/2/2008 3/6/2009
Maximum Drawdown % -41.45% -41.45% 0.00% -97.37%
Maximum Drawdown % Date 11/21/2008 11/21/2008 6/22/2009 3/6/2009
Wealth-Lab Score 142.15 142.15 0.00 -38.96
Sharpe Ratio 0.83 0.83 0.00 -0.22
Profit Factor 1.28 1.28 0.00 0.00
Recovery Factor 0.44 0.44 0.00 0.00
Payoff Ratio 0.78 0.78 0.00 0.00
That the system is invalid? I don't think that's right. Obviously you've got to hold to be successful with the system. Then one more mod to changing the first derivative to 0.2 and below. I don't consider that curve fitting.
Hard to imagine why, considering the system's performance over the past twelve months. But then, most institutions and "professionals" deliver negative value, so I suppose that places you in at least the top 50%.
In case nobody's ever mentioned it, you come across as a real asshole. This is the reason that people are responding negatively and driving the thread off-topic. Present yourself in a different manner and you'll get a different response.
- Status