Emintrader trading system
- Thread starter Emintrader
- Start date
I don't analyze human behavior. I analyze stock market behavorial. And behind stock market behavorial there is human behavior. That's what i would like to express in my previous post.
"what intrigues me about emintrade' L5 is that the entry price is always L5% higher than open. How does human behavior play into a number (here L5) regardless of the open price of tomorrow?"
-> If you change words "human behavior " by "Stock market" and if you get a response at this question, than you can find how i build my trading system
"what intrigues me about emintrade' L5 is that the entry price is always L5% higher than open. How does human behavior play into a number (here L5) regardless of the open price of tomorrow?"
-> If you change words "human behavior " by "Stock market" and if you get a response at this question, than you can find how i build my trading system
I use daily datas to generate my L5% values BUT i need daily datas and intraday datas to make a backesting at 100%
Yes i can. later
I think optimization is not a bad thing at all, of course you'll have to test it out-of-sample using a walk forward tests. With optimization you can make every rule work in the backtest, I know that all to well...
With the neural nets I try to find a rule and parameters that predicts the L5 equivalent which simply generates the most profit.
I am extremely curious wether the behavioural analysis of emintrader will give an edge if the markets change. I hope we can find out using backtests, at least if his method can be backtested, because waiting until the markets change may take some time....
Until the system is not backtested properly we don't know, even emintrader doesn't, if the behavorioual system is stable under changing market conditions. What worries me is that the system sometimes generates quite substantial drawdowns.
With the neural nets I try to find a rule and parameters that predicts the L5 equivalent which simply generates the most profit.
I am extremely curious wether the behavioural analysis of emintrader will give an edge if the markets change. I hope we can find out using backtests, at least if his method can be backtested, because waiting until the markets change may take some time....
Until the system is not backtested properly we don't know, even emintrader doesn't, if the behavorioual system is stable under changing market conditions. What worries me is that the system sometimes generates quite substantial drawdowns.Quote from laurentb:
I think optimization is not a bad thing at all, of course you'll have to test it out-of-sample using a walk forward tests. With optimization you can make every rule work in the backtest, I know that all to well...
With the neural nets I try to find a rule and parameters that predicts the L5 equivalent which simply generates the most profit.
I am extremely curious wether the behavioural analysis of emintrader will give an edge if the markets change. I hope we can find out using backtests, at least if his method can be backtested, because waiting until the markets change may take some time....
Right on. We have seen 3 months of trading though from him and his results are spot on. 50%-125%, almost 3x his starting point.
So far, minimal drawdowns. I think if it works in this environment, it will work in any.
Hi dafishman,
NO
WRONG
YES i KNOW...It is stable.
I don't find. Normal i would say but not "substantial"...YOUR system generate substantial drawdowns.
You play with words...This kind of behavior doesn't interest me. Just result interest me and real result as i done on my elitrader journal. And yes it is behavorial analysis of stock market.