The ACD Method

[SteveM]

Someone should quickly create an eth (Ehtereum) etf as well.

From what I've been reading, a lot of people believe that ETH is set to overtake BTC as the number one crypto - something about a design flaw in BTC that does not exist in ETH. Apparently August 1st is a very important date regarding this:

https://forums.prohashing.com/viewtopic.php?t=1541

 

[Maverick74]

Fridays action, loving the late day C down through the pivot....but more importantly...5 day Sushi Roll!?!...anyone have a number line for the NQ? the NQ Index did close right around the june opening now....i'd be curious to see the NL of financials also..selling tech buying financials is the rotation before Q3 starts?

Welcome back to the board! I thought you left us for a financial services job. Are you trading full time again?

 

[DB_sezwhat]

NL of financials also..selling tech buying financials is the rotation before Q3 starts?

 

[jsmooth]

Welcome back to the board! I thought you left us for a financial services job. Are you trading full time again?

@mav...Haha...I'm still on the institutional sell side...i've been slowly trying to teach my PM's Fishers work...

I came back here after finding Mark's CQG youtube webinar...when he talked about DRIFT in the ES...why not just keep trading ACD on the long side?

 

[baggerlord]

Fridays action, loving the late day C down through the pivot....but more importantly...5 day Sushi Roll!?!...anyone have a number line for the NQ? the NQ Index did close right around the june opening now....i'd be curious to see the NL of financials also..selling tech buying financials is the rotation before Q3 starts?

Here you go.
5 day.

 

[logicaltrader]

Yes, this is all the types of stuff you learn in statistics. The idea of taking a sample from a population is that provided that the data is Gaussian (normally distributed), then a large enough sample should approximate the data from the entire population. This is always the assumption you make and there are many ways to test the assumption to make sure it approximately holds.

When you run a regression on data, you are parceling out the effects of the other variables. The interpretation of the given coefficient is the effect that variable has on the output holding all other variables constant. So a simple linear regression is easy to interpret.

Mav,

I picked up the books by Howard B. Bandy to understand more about the statistics involved in trade management. Basically, there are ideas in his books that deal more with testing your model's output (set of trades) using several statistical measurements and then assigning a position size depending upon how it is doing at a given point in time simultaneously also measuring if your model is broken.

There are several authors that have written about these topics, I just happened to pick this author. I have never been a good math student so I have found a lot value in these books but for some, I am guessing these ideas would be too basic. I have programmed many of these measurements and so far, it has helped me a lot.

Might be worth a look. These are the 3 books I picked up so far:

(ET keeps messing up the links, so just pasting the titles)

1. Modeling Trading System Performance by Howard B. Bandy

2. Quantitative Technical Analysis: An integrated approach to trading system development and trading management by Howard B. Bandy

3. Mean Reversion Trading Systems by Howard B. Bandy

 

[koolaid]

Here you go.
5 day. View attachment 174475

Hey baggerlord,

Can you also share the 30NL of this? I'm still trying to learn R and just don't have the man power to calculate NLs for everything I want to track yet.

 

[baggerlord]

Hey baggerlord,

Can you also share the 30NL of this? I'm still trying to learn R and just don't have the man power to calculate NLs for everything I want to track yet.

Yeah I can't get on my computer till after work tomorrow though.

 

[Robert Yanks]

Well ….. it’s Sunday evening and I’ve decided to go ahead and tell my fellow home gamer ACD followers “The Hardest Thing To Do In Trading”. Moreover, I’m going to provide a video that perfectly depicts the “Truth” of the matter.

(As a little background ….. I play guitar in an old fart weekend R&R cover band. We play a couple weekends a month and have done so for years and years. I suppose I’ve made over a million bucks just playing small time gigs for pure fun and the same reason everyone plays an instrument in front of a crowd, or gets on a stage to act, or runs for political office etc etc: “Look at me, look at me, look at me”.)

Anyway, this video clearly shows “The Hardest Thing To Do On Guitar” and the exact same thing is applicable to trading. You can thank me later.

 

[baggerlord]

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