Frosty's trading bot goes live part 2

Re reading a lot of posts and basically isn't the discussion in the end lacking since we do not know what the actual signals are? What can we really comment on if all we see are the end results which are not good as of now. Hard to say where the errors lie without knowing what the bots are using to make trading decisions.
 
After reading through this thread the other day, I thought to fire up JSystemTrader, and it made 115.20 yesterday. I just ran an optimization of HolyGrail but changed the bars from 5 minutes to 1 minute and the contract to ER2. Tonight I'll download the data for the last two weeks to simulate what it would have done during that time frame, and also report today's results. I doubt if I'll be as timely as Frosty because I'll be out on the boat during trading hours, and because it's not real money.

Larry
 
Quote from optioncoach:

Re reading a lot of posts and basically isn't the discussion in the end lacking since we do not know what the actual signals are? What can we really comment on if all we see are the end results which are not good as of now. Hard to say where the errors lie without knowing what the bots are using to make trading decisions.
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Amen!

We can point out the obvious/typical ATS development errors but without more details it is difficult if not impossible to help frosty go any deeper into what is wrong (if anything is wrong).
 
So with all this pressure from people about lack of information...

Let's start off by hearing what kind of information we need, to give a "more" thorough analysis and advice.
 
Quote from optioncoach:

Re reading a lot of posts and basically isn't the discussion in the end lacking since we do not know what the actual signals are? What can we really comment on if all we see are the end results which are not good as of now. Hard to say where the errors lie without knowing what the bots are using to make trading decisions.
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think of it like watching an impressionist artwork, a clue here, a clue there then you give your impression.
 
seriously, we need a guru here!

:)

honestly.. for example, i have several ATS's i'm tracking and showing nice equity curve, pf , etc., on live data. i think i could pick 1 and go live now.

i just need to take it to the guru, he says " pass" or "fail".. and i avoid all the heartbreak.

:p
 
Quote from nkhoi:

think of it like watching an impressionist artwork, a clue here, a clue there then you give your impression.
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Yeah but I am not the one losing money here, so what is the incentive to try and guess what the system is or play the clue game :). LOL.... Either we know what the system is to offer assistance or we are just guessing.
 
Quote from nkhoi:

think of it like watching an impressionist artwork, a clue here, a clue there then you give your impression.
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LOL... you mention it like Frosty is a conniving biatch...


Girl : "I'm hungry."

ET: "Me too. Where do you want to go out for dinner?"

Girl: "Anything."

ET: "How about Chinese Food?"

Girl: "I had Chinese yesterday..."

ET: "How about Italian?"

Girl: "Nah... I don't feel like Italian..."

ET: "So what do you want to eat?"

Girl: "Whatever.... ....."
 
Quote from TSGannGalt:

So with all this pressure from people about lack of information...

Let's start off by hearing what kind of information we need, to give a "more" thorough analysis and advice.
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For starters how about a trade by trade breakdown instead of just a daily $ profit/loss total (needs to include entry and exit time)

I can understand why Frosty might be reluctant to go to that level of detail but its hard to reverse engineer which patterns are responsible for the these big losses without it...
 
Quote from GTS:

For starters how about a trade by trade breakdown instead of just a daily $ profit/loss total (needs to include entry and exit time)

I can understand why Frosty might be reluctant to go to that level of detail but its hard to reverse engineer which patterns are responsible for the these big losses without it...
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Of course... "if" Frosty decides on providing a bit more information, there's no point of replying with something like...

"You shouldn't have made this trade."

"Xxth trade you made was a complete failure or should have been avoided"

(This is systematic trading... It's not discretionary trading where you have a choice on each individual trade.)

"Your bot is curve-fitted."

"The system doesn't work."

(Sure... so why? What does he have to do, to un-curvefit.)

Of course, if he is to post his trade-by-trade record... it's up to ETers to reverse-engineer it and give him constructive advice on how to avoid them... FROM A SYSTEMATIC SENSE OF APPROACH.
 
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