You Name It... The Models Time It..

[tradingjournals]

In the currencies: EUR/JPY @ 139.39. Short signal from model Fxx.

This has been one of the most bullish pairs after the GBP/JPY pair, but a lot of chop since Friday.

 

[tradingjournals]

Quote from tradingjournals:

In the currencies: EUR/JPY @ 139.39. Short signal from model Fxx.

This has been one of the most bullish pairs after the GBP/JPY pair, but a lot of chop since Friday.

What if there is a rise instead before a down move? The model estimates sellers ~ 100 pips higher.

 

[tradingjournals]

Quote from tradingjournals:

SPY @ 181.38. Short signal from model xx.

SPY @ 179.17. Since drawdown was 5cents, for this sample observation: RR= 44.21.

Are there studies on the distribution of RR of single observations? You may share findings.

 

[tradingjournals]

SPY at 179.62. Model yy estimates sellers at 179.85. Since they may show up earlier, model suggests short at 179.62, and add at 179.85 if it gets there. The information in this thread is for me only. All rights are reserved.

 

[Lucrum]

Quote from tradingjournals:

SPY @ 179.17. Since drawdown was 5cents, for this sample observation: RR= 44.21.

Wouldn't the R/R be based on your initial stop. Unless of course you're paper trading - again.

Are there studies on the distribution of RR of single observations?

Are you serious?

 

[bwolinsky]

Quote from Lucrum:

Are you serious?

Lol.

 

[tradingjournals]

Quote from bwolinsky:

Lol.

I thought you were more intelligent than your posts.

Let me give an example that you may know about. If you took a sample and computed its mean, is the mean random variable or a deterministic variable? From the perspective of the sample it may not, but from the perspective of the population is it random or is it not? Do other sources of randomness exist?

Did you get the above so far? Good!

So if to your brain the mean of the sample was not a random variable few moments ago, and if you now realize it could be a random variable, does that change your perspective?

Assigning a number to a variable does not change the nature of the variable to which that number is assigned.

Now that you have read this, either you contribute positively to the thread or leave it and put me on ignore.

 

[tradingjournals]

SPY at 178.35. Model issued a profit taking signal.

Actual RR was then 1.40.

 

[tradingjournals]

SPY at 179.14: Model estimates sellers between 179.19 and 179.45.
Suggests to me entry in layers at 179.19, 179.29, 179.39, and 179.45.

SPY is at 179.20.

 

[bwolinsky]

Quote from tradingjournals:

I thought you were more intelligent than your posts.

Let me give an example that you may know about. If you took a sample and computed its mean, is the mean random variable or a deterministic variable? From the perspective of the sample it may not, but from the perspective of the population is it random or is it not? Do other sources of randomness exist?

Did you get the above so far? Good!

So if to your brain the mean of the sample was not a random variable few moments ago, and if you now realize it could be a random variable, does that change your perspective?

Assigning a number to a variable does not change the nature of the variable to which that number is assigned.

Now that you have read this, either you contribute positively to the thread or leave it and put me on ignore.

There has to be more than one observation for there to be a sample.