Trading Lessons/Insights From Coin Flipping

Quote from intradaybill:

masterjaz, you are an idiot. Keep on flipping coins while I am not gay enough to ignore the attacks of your associates here.

Stay with Mike here and continue giving head. That you know how to do well, it appears.

You and Mike (again) on ignore. You are terminally ill people.
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Bill, you popped my ignore cherry, I'm so lucky you were the first to put me on ignore...maybe now you're "gay enough", but I actually consider one mature if he/she can overcome personal attacks and keep focused on the topic at hand. Oh well...

Mike, thanks for the background on Bill, while I'm sure he has items to add/remove from you decription, it sounds reasonable and explains his difficulty with the subject. Interesting that he and goodgoing share similar trading styles/system design and both could not handle the topic.

You're inclusion of the close criterion is very interesting and something I am still working on wrapping my head around. I'll see what I come up with in the next few hours/days.

Cheers,
masterjaz

By the way, we are all terminally ill, aka Born Dead (http://www.youtube.com/watch?v=l9xWaE1StVg)
 
Will someone please take the initiative to ignore the other so we can stop bitching like highschool girls and maybe learn something new from this experiment.

Intradaydouche, gtfo of here if you don't like this thread, idea, or anyone here.
 
Quote from blox87:

Will someone please take the initiative to ignore the other so we can stop bitching like highschool girls and maybe learn something new from this experiment.

Intradaydouche, gtfo of here if you don't like this thread, idea, or anyone here.
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Blox,
Approach the issue like the market. The market is filled with different people, with different opinions. Some are right, some are wrong. But the successful partipants are those who can accept the differences and either trade along those that are correct or exploit the differences. The losers are those that are stuck in their ways, cannot think outside the box, and result to bashing the other participants...I think we know who is who in this thread...

Back to the topic, have you solved Mike's riddle of the apparent edge by adding the comparitive close condition? I have not yet, and there may not be an answer, but it is intruiging...My first suggestion would be to test the time of day criterion. Are the results due to the time of day or can you produce the same results at say 5min after the open, or mid-day???

Cheers
 
i am confused by the exact changes in the script "C2>C1" vs "C2>C1 +random#". i expected the holding time to double when random# is added, while apparently it is not. is random# added to both entry and exit conditions?
 
Quote from masterjaz_99:

Blox,
Approach the issue like the market. The market is filled with different people, with different opinions. Some are right, some are wrong. But the successful partipants are those who can accept the differences and either trade along those that are correct or exploit the differences. The losers are those that are stuck in their ways, cannot think outside the box, and result to bashing the other participants...I think we know who is who in this thread...

Back to the topic, have you solved Mike's riddle of the apparent edge by adding the comparitive close condition? I have not yet, and there may not be an answer, but it is intruiging...My first suggestion would be to test the time of day criterion. Are the results due to the time of day or can you produce the same results at say 5min after the open, or mid-day???

Cheers
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I can't figure out how to create a completely random entry in Ninjatrader to test this. I was thinking that if there are any rules whatsoever for entry that it in affect will make the entry non random.

The only thing I can do is look at strategies that seem to always revert to the zero line to decide whether they are random or not. A coin flip will always revert to zero given enough flips correct? We talked earlier about how a run of heads would skew the results away from zero but did we conclud that the coin flips would eventually revert back to 50% or the zero line?

Anyways, back to the strategies that have a random equity curve that always returns to zero. From there I play with the time's of entry and exit. Like I said before, playing with the times of exit, not even necessarily entry, have helped equity curve move away from the zero line fairly consistently in many instances. So I know something is happening with the factor of time put into the equation. Perhaps the fact that so many people exit at the close every day is something that is very non random and could be used to help your edge in one way or another.
 
Quote from masterjaz_99:

Interesting that he and goodgoing share similar trading styles/system design and both could not handle the topic.
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Whathafuc*? You're not well buddy. I'm saying you're not well.

A while ago Bill and Mike had a dispute over the results of a certain program. Mike accused Bill of not presenting any results or of the results being wrong. I volunteered to help, I downloaded the program demo and tested a few exampes. Mike didn't like the results because they proved him wrong. I cannot help that. Mike appears to be a very violent personality.

Now, I have this suggestion to make to you. Take a coin, place a sticker on each side, one with the word "moron" on it and the other with the word "idiot". Flip the coin several times, since you got nothing better to do I gather, and each time record carefully the word that shows up. After 100 trials you should know if you are more of a moron or more of an idiot.

Plonk
 
Quote from goodgoing:

Whathafuc*? You're not well buddy. I'm saying you're not well.

A while ago Bill and Mike had a dispute over the results of a certain program. Mike accused Bill of not presenting any results or of the results being wrong. I volunteered to help, I downloaded the program demo and tested a few exampes. Mike didn't like the results because they proved him wrong. I cannot help that. Mike appears to be a very violent personality.

Now, I have this suggestion to make to you. Take a coin, place a sticker on each side, one with the word "moron" on it and the other with the word "idiot". Flip the coin several times, since you got nothing better, and each time record carefully the word that shows up. After 100 trials you should know if you are more of a moron or more of an idiot.

Plonk
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Hmm, apparently you and Bill are also doctors as diagnosing terminally ill and 'not well' member of ET seems to be your forte. Is there anything you guys cannot do? Amazing.

Okay, first, a link for the said thread so I can gauge the results? I would like to see what the issue was, and, more importantly, if I like the results, I'll integrate them. I'm not against stealing, borrowing, reusing good ideas...hence why I visit ET and why I enjoy this thread. Now if I wanted to be called stupid, moron, etc, I'd just go hang out with my wife...just kidding, she shows 100X more class and maturity than you two.

So, goodgoing, please, show me how you determine if a system is trading a true edge vs. market noise. It's a simple request. I would like to hear your thoughts as you, too, seem to be knowledgable but caught up in playing doctor.

Thanks
 
Quote from shortie:

i am confused by the exact changes in the script "C2>C1" vs "C2>C1 +random#". i expected the holding time to double when random# is added, while apparently it is not. is random# added to both entry and exit conditions?
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should i supplement my post with a few personal attacks? at least i will get some sort of a response

:confused:
 
Quote from shortie:

should i supplement my post with a few personal attacks? at least i will get some sort of a response

:confused:
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I'm working on it. It's easier to banter with the friendlies than dig into the problem at hand.

Thanks for keeping me on track!
 
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