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a) demonstrate our use of Chaos Hunter as we apply it to an intra-day scalping strategy for the ES;
b) generate interest and possibly gain support from other forum members;
c) collaboration with the objective of designing a better predictive algorithms; better money management & risk rules.
////Tortexal
Those are the first few lines in our initial posting, restated above for your EXCLUSIVE benefit. Note:
a) We have a very detailed MM system for Ninja Trader; we don't have the same for EL. In order to improve our models, we have to code up our NT MM system in EL; and we have to migrate all the custom functions and indicators from EL used in Chaos Hunter to NT; it's allot of work as you can imagine, so please forgive the nature of our basic strategies. Users can improve upon them with their own work. Reference item {b} and see where we are trying to generate interest(based on the potential of NN) and support.
b) We are trying to design better predictive algorithms; better money management & risk rules, reference item {c} above.
c) We have no idea how long neural models last; whether they're good for all types of market conditions etc. , so we're still in the learning phase as noted previously.
So this is what I understand from your postings:
1) MM rules are important.
2) In order for any system to be "robust" it should be profitable under all market conditions over the duration specified by you.
2) We should consider slippage. {When we get the chance, we'll statistically evaluate slippage vs trades. The results of same will be included as slippage.}
3) You think that our systems are losers.
4) You blocked your screenshot to obscure information that could be used by others.
5) You're a good poker player.
While we sincerely appreciate your postings and your interest in our work; we really need substantive critiques aimed at improvement.
pot calling the kettle black here. Cant improve much on the code bc the functions you included are token filed and expire in Dec. So before you get up in arms about my blocking out added inputs, consider allowing others to actually contibute with access to code.
so to review what you like to repeate:
we see it
as evident by 4 pages in this thread, there is interest
you havent shown *any* algorithms for anyone to collaborate above and beyond what i already posted which is my own analysis of what you have provided. Based on what you have attached, they dont hold up in any lookback period regardless of what duration i used. Not sure on what type of collaboration you're looking for exactly when there is minmal information to work with to begin with. However based on the performence of the systems, there is a great deal to gain from collaboration.
You've made a valiant effort here and disagree with my analysis which you have the freedom to do. In that case turn on your system on a live account and make a million bucks, prove me wrong. I'll gladly buy/lease the system from you and run client $$ on it. We'll split profits. until then gl w your project.
There are actually 3 different strategies posted here.
2 are open source and only 1 has a locked function. As previously noted, we're more than happy to unlock the function for anyone willing to help us - that seems fair, right?
1) Obviously you were able to contribute. The one locked function didn't stop you from running the strategy and improving it's one year performance. Modifying the locked function will not improve the strategy. It will only break the function. Only adding to the strategy will improve it, as you showed with your custom money management code. What we created is far more complicated then a money man. system.
2) Again, obviously we DID show our algorithm. Otherwise you would not have been able to back-test our system. As I said above, modifying the locked function will not improve the strategy. It will only break the function.
- How much more info do you need? An encyclipedia? You were able to fully back-test the strategys, and ADD your own improvements. What "minmal information" do you mean?
- That's the purpose behind futures.io (formerly BMT). Are you here to take and not contribute? That type of attitude is why we locked ONE function. So, someone with your skill couldn't take our strat. and not help out. Everything you have posted is nothing we don't already know from the strategy reports. Your one year report shows on the five year report we first posted(see attached image).
- I assume you are talking about slippage. I agree there is some slippage, but Not 100% slippage per side ( I can only assume that Panama's brokers introduce this slippage you experience). In watching our strategies running on real-time data(in sim mode) I witness approx. a max. of 25% slippage per side($12.50 per 2 round trips).
Now that I'm done defending and responding. I want to thank you for your poker analogy. Why not just come out and share(like everyone else does on this site) the money management idea you hid in the poker analogy? Anyways, thanks. I got the basic concept you described. We will write our own version and test it. As a side note. If the one locked function is such a concern to you, you could have locked your money management system and PM it to us. But, I guess it's Top Secret.
