String of losses

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There are 2 categories, entry systems and target systems. Position sizing is pip valuing, which dictates how preserving an entry/target method combination needs to be. Higher frequency entry systems produce higher loss counts. Higher distance target systems also produce higher loss counts. Bigger size requires lower entry frequency and target distance. Smaller size allows for higher entry frequency and target distance. The former is where everyone on my team starts, they graduate to the convoluted latter.

These are the 3 core elements in any trading operation, size, entry, target. There is a 4th and much more valuable factor that most don't include in their work....time. It is the most precious commodity. We are ChronoTraders.
 
So far lots of posturing, pontificating, and throwing shade. It seems OP has reached the limits of his learning capacity and now seeks to prop himself up with trade-babble restating the obvious. All the while implying OP is a "master" and you are the novice.

This thread reads like an expression of his frustration with his limitations and inability to solve what are known and old issue. However, OP cannot clearly provide a platform for constructive discussion without needing kowtowing.

Seems like a sign of the "unknowingly ignorant" or ego gone amuck.
 
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Bad_Badness said:
So far lots of posturing, pontificating, and throwing shade. It seems he has reached the limits of his learning capacity and now seeks to prop himself up with trade-babble restating the obvious. All the while implying he is a "master" and you are the novice.

Notice the oblique and vague responses dancing around issues while unable to clearly state the issues at hand. Also notice the categorical statements claiming "command" of the topic, but unwillingness to step outside of the sand box. He does not know his stuff enough to solve his own issues. This thread is an expression of his frustration with his limitation and inability to solve the issues, which he cannot even clearly state, but only hide behind chatter and posturing.

This is typical of people who are unknowingly ignorant.
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I also have an extensive vocabulary but a true master can articulate in a comprehensive format, which I've done throughout. Stop trying to make your grammer sophistcated it doesn't suit you. We can see through it.
 
I've done this extensive work and whats been shared is enough. I won't be spoon feeding people who use words like pontificating. Such laughable phoniness. Don't be afraid to mature.
 
Bad_Badness said:
String of losses are not random. Albeit, Trading involves skill*. Without skill, then of course you will deal with a "string of losses". First get skilled.

Once you have skill, solve the actual problem, by finding the precursors to a "string of losses" and minimizing it into irrelevance.

The reason I say this is the fact the solution mentioned can be described as, two extremes, a neutral point, and increments, a simple scale of first order trade tactics.

This type of "quiver", suggests it is "played out", wrt to first order issues. Basic Model theory. Hence why you are asking for alternatives. Perhaps something non parametric in nature or some exotic scaling as an alternative. NB the fact it is a "string" does not mean it needs to dealt with as a "string", with solutions that work on "string" type problems, or solutions that have string like properties, like scaling. Hence why the solution you threw out, and I mean threw out, is so meh.

Instead these issues can be handled in the Meta System, or Testing Harness. These second order systems, can have non parametric measurements and controls that are better suited to non random first order events, string like or otherwise. They can act as a bridge between the parametric first order events and the non parametric measurements that inform the control of the trading (first order actions). This is where meta skill is encoded.

Does not matter if it is the system or the trader. They both need a Testing Harness or Meta system. Otherwise you are stuck with first order solutions or a mishmash of first and second order solutions in a single model. The latter is not a good foundation for orthogonality, scaling, testing or maintenance.

The Test Harness needs to be actively influencing trading in real-time and remain dynamically adaptive to the first order events (trades etc.) as they happen. It is pretty straight forward once you setup the models, and can be setup to solve first order issues with non parametric solutions. It is also how you would evaluate any would be, first or second order solution, parametric or non parametric.

Best of luck

*Skill means you can deftly APPLY all tools in their variants, at the right time, under all the conditions, dynamically, ignorance not excused.
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My entire team has read this and they all laughed at you. Grow up.
 
AttoCEL said:
An entry system is easier to pin down than a target system. Get the entry the best you can then explore all the size and target combinations possible.
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I'm working on this. Entries are solid but exits can vary wildly. There were several 10% moves I missed but caught the bottom each time. Decent profits scored but small in comparison to the jackpots.

You said you had students as well as a small but growing operation. Have a website or somewhere to look into it?
 
stockpredictor said:
I'm working on this. Entries are solid but exits can vary wildly. There were several 10% moves I missed but caught the bottom each time. Decent profits scored but small in comparison to the jackpots.

You said you had students as well as a small but growing operation. Have a website or somewhere to look into it?
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Im recruiting, training provided. Knowledge in exchange for your loyalty as we build the company. Check my profile on here.
 
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