I wrote an algorithm that will give you a stock that will make .5% the next day...BUT

Quote from selrod0324:

Mathematically speaking, what you said only becomes an issue with either low liquidity/volatility stocks or one purchasing extremely large amount of stocks at once and then trying to sell extremely large amounts.

No, what you say is theoretical perception. It has nothing to do with the experience of real traders, which indicates the opposite exactly. Nowadays markets are playgrounds for fake orders and fake liquidity.

Quote from selrod0324:

...but as I also said before, I am treating this in the very same manner I conduct scientific research where I've been very successful when people said something couldn't be done. Thanks for the criticism though :)

Trading and especially trading systems will change your perception of your capabilities and after a while you will realize the difference in doing reasearch with repeatable deterministic and non-repeatable stochastic processes. They are two different worlds that do not overlap much. Many are succesful in the former domain, very few in the later.
 
Quote from intradaybill:

No, what you say is theoretical perception. It has nothing to do with the experience of real traders, which indicates the opposite exactly. Nowadays markets are playgrounds for fake orders and fake liquidity.



Trading and especially trading systems will change your perception of your capabilities and after a while you will realize the difference in doing reasearch with repeatable deterministic and non-repeatable stochastic processes. They are two different worlds that do not overlap much. Many are succesful in the former domain, very few in the later.

Yes, exactly! It is theoretical perception with my sole purpose to test feasibility in the real world.

No shit

Seriously, you suck at reading comprehension.
 
Quote from selrod0324:

custom built software from ground up using c#, sql and wrapped up c++ libraries when necessary

That's a lot of work. Do you use quantlib library ?

Do you visualize your output?
 
Quote from bashatrader:

0.5% is liquid stocks is a very small change and not good enough for stop size.

I think that depends on stock price and liquidity of that particular stock.
 
Quote from const451:

That's a lot of work. Do you use quantlib library ?

Do you visualize your output?

I use everything literally from the ground up. While I am quite unexceptional and ignorant when it comes to the stock market, I am quite exceptional at mathematics and programming
 
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