This Forum overtrades options

[bwolinsky]

Quote from atticus:

Toss out the biggest winner and loser and recalc. I am amazed that you got a $46k winner on one lot of QM! You starring in Mission Impossible next?

It is 0.6, and I deleted the drawdown from it since you wanted it removed from the backtest, which does make sense since it is the first trade, but not just because it is the biggest. It reversed a long before it did that, so I'm pretty sure even if it is one of the earlier ones it has picked up plenty of alpha everywhere else and if the entries are not obvious from the picture you're probably lying about how good your vision is.

And I did see the change from 20/20 to 20/10.

 

[atticus]

Quote from bwolinsky:

I mean it's obviously a lower high. Multicharts genetic optimizer is a perfectly capable genetic algorithm to train automatons with by using that feature, and exactly what it is supposed to do, because I use 5 variables of the code that effect the performance of the strategy using 1 in 1000 range out of 5 for 1000^5 or 10000000000, 1 with 15 zeroes after it.

The only way to do this is to give it all of the data, use a population size of 1000, minimum generations of 225 and maximum generations of 250 with proximal convergence and basic elitism enabled and that is how far ahead I am than you, but getting the code is a start, so you'll probably go through a trial even if you do and still not be able to turn a profit this large with the indicators.

Yeah, you're kicking ass and taking names. I am still fuzzy on the $46k gain per one lot QM.... as well as the 15 zeroes (you only show 10 above).

 

[atticus]

Quote from bwolinsky:

It is 0.6, and I deleted the drawdown from it since you wanted it removed from the backtest, which does make sense since it is the first trade, but not just because it is the biggest. It reversed a long before it did that, so I'm pretty sure even if it is one of the earlier ones it has picked up plenty of alpha everywhere else and if the entries are not obvious from the picture you're probably lying about how good your vision is.

And I did see the change from 20/20 to 20/10.

You do realize you're doing the impossible ($46k gain on one lot QM) by literally fcuking yourself in the ass on this thread?

Good night, Breau.

 

[atticus]

Quote from bwolinsky:

It is 0.6, and I deleted the drawdown from it since you wanted it removed from the backtest, which does make sense since it is the first trade, but not just because it is the biggest. It reversed a long before it did that, so I'm pretty sure even if it is one of the earlier ones it has picked up plenty of alpha everywhere else and if the entries are not obvious from the picture you're probably lying about how good your vision is.

And I did see the change from 20/20 to 20/10.

 

[bwolinsky]

Quote from atticus:

Yeah, you're kicking ass and taking names. I am still fuzzy on the $46k gain per one lot QM.... as well as the 15 zeroes (you only show 10 above).

Nice catch. Too many digits and numbers to post.

Well, I hope you enjoyed the demonstration, atticus.

Though you were receptive to what I was doing I still don't believe you don't see the potential with what I have, especially the Multichart's screenshots.

Thank you. It helps when somebody is familiar with the APD stat, and if they aren't, you know what I think about their aptitudes as a trader.

 

[bwolinsky]

Quote from atticus:

You do realize you're doing the impossible ($46k gain on one lot QM) by literally fcuking yourself in the ass on this thread?

Good night, Breau.

You would roll it into the next month w/some slippage, of course since the oscillation is still that.

We'll see how the charts look when Monday rolls around, and we exit on close.


TTYL.

 

[Martinghoul]

Some more:
- bwolinsky doesn't do backtests. His tests are always forward.
- bwolinsky's strategies don't have profit factors, 'cause he keeps getting "#DIV/0!" in Excel.
- bwolinsky's trades don't have stops. The mkt stops itself out in fear rather than go against bwolinsky.

 

[bwolinsky]

Quote from Martinghoul:

Some more:
- bwolinsky doesn't do backtests. His tests are always forward.
- bwolinsky's strategies don't have profit factors, 'cause he keeps getting "#DIV/0!" in Excel.
- bwolinsky's trades don't have stops. The mkt stops itself out in fear rather than go against bwolinsky.

Per backtests: That was somebody else, ie: (On.Target). My tests at least wrt these qm backtests have been forward since before the last two trades long and then short.

Per excel: I don't have that problem since there is some loss, and you don't calculate APD on either the long or short but all of the trades, so since there were some losses we can estimate the profit factor, APD, and any other statistic you need without that error. I don't really know why you'd say that. <b>You will always have drawdown, even if there is zero gross loss, and that should be obvious. There is no system with zero drawdown on trades, so div/0 won't ever happen, and if I posted that, it was unintentional. Zero profit factor is infinite profit factor. You're not making a point that needs to be made, because that is how Multicharts, Tradestation, and any other performance metric experiencing zero gross loss would calculate the profit factor anyway.</b>

Per stops: Again, this is a misunderstanding of the method, but, more importantly, a flaw with the indicators but not with Sentinel. The program is still highly robust, and, as you can see by the charts, even if you put a stop on a short the method will just put you right back in because it's still making that oscillation, thus, why stops are ineffective with the indicators I've transposed as a strategy, but do function with the real thing waiting for the next newest osciallation.

 

[sle]

Quote from Martinghoul:

Some more:
- bwolinsky doesn't do backtests. His tests are always forward.
- bwolinsky's strategies don't have profit factors, 'cause he keeps getting "#DIV/0!" in Excel.
- bwolinsky's trades don't have stops. The mkt stops itself out in fear rather than go against bwolinsky.

he does need to worry about theta - when he buys an option, the market pays him premium

 

[bwolinsky]

Quote from sle:

he does need to worry about theta - when he buys an option, the market pays him premium

All it is is roll, when it comes to futures, and that's a couple clicks or a keyboard hotkey.