Hello All

[NetLo$$]

Just as your husband left you, I am leaving your thread for you are a very sick person who is extremely nasty and bitter.

Have fun losing your money to the game, I am sure it will help compound your abandonment issues.

At least I'm not a hypocrite.

 

[NetLo$$]

Thanks for your suggestion on increasing the time span, I have tried both longer and shorter time spans than the one I am currently using. I doubt there are any similarities between our trading systems if you are back testing on 30 years of data though. I'd have to build a big cluster to get enough performance to think about going back that far but from what I have seen going back too far reduces the accuracy of my system. This has to do with the specific algorithms I am using.
Trading stocks short term I am trading against mostly other short term traders, since almost none of the stocks I trade pay dividends. I'm sure there is a more formal way to quantify the change in money between short term traders than what I propose here. Here goes, to quantify the money changing hands in the short term I would integrate the absolute value of the difference between the price-volume product and a simple moving average.
ie Integral([(price x volume)-SMA])dt where the SMA is over the trading duration of interest.
Anyhow, I'm glad you found my system amusing. If I keep trading sideways as I have been the last 25 days, I'll have to either throw it out or fix it, perhaps I'll reduce the memory in the system and run through more data.
Thanks for your suggestions.

Correction: Integral(volume*abs(price-SMA))dt, sorry, hadn't had my coffee.

 

[wrbtrader]

Hello Everyone,
My Introduction.
My handle is NetLo$$ because that is what I wish upon everyone who trades against me...and if I do my job well that is what they will receive...

+1

Best (funniest) introduction here at ET ever.

Welcome to ET and hopefully you'll do some serious butt kicking in the markets.

 

[NetLo$$]

+1

Best (funniest) introduction here at ET ever.

Welcome to ET and hopefully you'll do some serious butt kicking in the markets.

Thank you WrbTrader!

It's about time someone found the humor in my post instead of getting angry.
I have a policy of responding to everyone who replies to one of my post out of courtesy when reasonable and sometimes it's hard to keep a straight face.
I sure hope I don't end up on the opposite end of a trade with you, but if I do you know where I stand.

Best wishes and I hope you have been and continue to do your own serious butt kicking in the markets as long as it's not my butt,
NetLo$$