Organized Systems Sharing

Quote from hii a_ooiioo_a:

So, I shouldn't say my simple method here?
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I can see the grin on your face as I read this. If it's funny, then please do share now oh king of comedy.:p If you are serious, then yes: please refrain from posting systems in this thread. If you care to contribute, email me at rlb21079@excite.com (please include your Elite handle somewhere in the message), and I will get back to you with the specifics.
Submissions will begin at 12am on Saturday (I need time to prepare) and end at 12am on Sunday. The review process will begin the following Saturday.

-rlb
 
I'm glad I amuse you, but I wasn't trying to be funny. I will now make a confused face for your continued amusement. :confused: Notice the heat squiggles rising from the top of my bald head like you see rising off the pavement on a hot summer's day.

Um, I hate to make a big build-up, or make it appear that I have what could be called a System. I think I've already revealed this approach on other threads, and anyhow, I can't see what harm there would be in letting other people see it, except that it would give them a chance to tell me what an idiot I am who has no business trading (I'm accustomed to that comment by now, though). If you really think I shouldn't just say this two-sentence strategy here, I won't, but I don't see what harm it would do.
 
Hii a_ooiioo_a:

Alright, I miscued. I have not read every thread at Elite yet, so if you wish to reveal your incites I would be glad to know. Obviously if you are a trader by...umm...trade, then the system must have some validity. So let's have it...

LD
 
I didn't want to give the impression that I claimed to have what could be called an Edge. But anyhow, here's my two-sentence method:

I watch a handful of stocks, that all move together. Those stocks are MXIM, QLGC, QCOM, KLAC, NVLS, XLNX. Each day I simply look for which one of them has moved a greater amount than the others. There might often be two of the six that have outpaced the other four. I just keep watching them all move until it looks like they've all pretty much reached a peak for the day (often somewhere around 10:30 am-11:30 am, then I bet on the outpacing stock to reverse. Then maybe later, around 1:00 pm-3:00pm they will have reached a bottom of the reversal, and continue back the way they were headed in the day's open, although probably not quite as far as they got in the morning. That's it.

It's simple enough for someone like me to grasp, and it seems to work fairly well a good deal of the time. That's as much of a claim as I'll make for this method. Also, I've only been doing this particular "system" for two months.
 
hii
IMHO this is a valid combination of pairs- and baskettrading. it is possible to backtest that kind of approach with a multivariate testing platform.


peace
 
IMHO this is a valid combination of pairs- and baskettrading.
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I think that it is similar to Pairs Trading. But since it's more than a pair, I like to call it Peers Trading. It's a stock peer-group.
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I would describe my own trading as a type of pairs/peers/baskettrading/spread trading also. It's more helpful if the systems that are use in the sharing are systems that are similar to each other.

I don't think that I would get much out of sharing systems with a position trader knowing that I'm a daytrader. :cool:

BTW I would be interested in how to use a multivariate testing platform.
 
are you guys able to backtest this kind of strategy? this is exactly the kind of thing were all tradestation users have to let go.
I think one should have five or ten baskets runnning at the same time, but without automisation one could not handle that IMO.


peace
 
Quote from sambatrade:

does anyone know of software or a TS add-on which will allow batch-testing? or run strategies on multiple securities?
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You will need to get a third party set up of which rhina is one of the most expensive. Push pop will work to some extent also.
 
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