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Search: Posts Made By: andyb1979
Forum: Psychology and Money Management September 14th, 2011, 02:38 PM
Replies: 358
Views: 73,815
Posted By andyb1979
Rofl yes 300k short and far less long. Just out...

Rofl yes 300k short and far less long. Just out of interest what was the input time series? If a rabid bear market then it explains the results. However I'd test it on bull market and paper trade to...
Forum: Psychology and Money Management September 2nd, 2011, 05:25 AM
Replies: 358
Views: 73,815
Posted By andyb1979
Sorry ;) ... So thanks to rigourous...

Sorry ;)

... So thanks to rigourous simulation & backtest and a nice pretty equity curve, I now feel confident to pull the trigger. Whereas If I'm left to make the decisions I'll bottle it and...
Forum: Psychology and Money Management September 1st, 2011, 05:33 PM
Replies: 358
Views: 73,815
Posted By andyb1979
In the lab for a few days, this is what I've come...

In the lab for a few days, this is what I've come up with.

A trend/scalp hybrid strategy - basically trades the trend but also takes profit at 2 points (using ATR - volatillity estimate - for...
Forum: Psychology and Money Management August 29th, 2011, 04:05 PM
Replies: 358
Views: 73,815
Posted By andyb1979
Im using OpenQuant (trial) as it supports...

Im using OpenQuant (trial) as it supports portfolio rebalancing and other features that I want to use. It doesn't unfortunately do sophisticated analysis of optimization parameters (although I am...
Forum: Psychology and Money Management August 29th, 2011, 03:17 PM
Replies: 358
Views: 73,815
Posted By andyb1979
Thanks! :) Ok good so its not impossible...

Thanks! :)

Ok good so its not impossible then (to create a working trading strategy). Yes from speaking to several traders I have been told to take a percentage of profit early and move a stop to...
Forum: Psychology and Money Management August 29th, 2011, 01:15 PM
Replies: 358
Views: 73,815
Posted By andyb1979
Ok, I took a step back and applied a trend...

Ok, I took a step back and applied a trend following strategy I've developed on the daily EURUSD only. Forget 15 mins for now, its too noisy. I need to go back to basics and back to the daily chart. ...
Forum: Psychology and Money Management August 28th, 2011, 07:47 AM
Replies: 358
Views: 73,815
Posted By andyb1979
Hi guys, Wow, sage advice, Yes I get the...

Hi guys,

Wow, sage advice, Yes I get the impression I just learned a potentially hard lesson, the easy way. I also think that since this is a non-linear problem perhaps I need to up the ante...
Forum: Psychology and Money Management August 27th, 2011, 02:44 PM
Replies: 358
Views: 73,815
Posted By andyb1979
Good advice. I found the options in...

Good advice.

I found the options in Openquant (thanks google) to add commissions and slippage. I added $3/side for FX (Interactive brokers) and 0.0001 slippage. That's a mere pip. I'm thinking to...
Forum: Psychology and Money Management August 27th, 2011, 02:24 PM
Replies: 358
Views: 73,815
Posted By andyb1979
Here are (honest) answers to your questions ...

Here are (honest) answers to your questions

Include commissions - No (Openquant doesnt support this in test mode, as far as I can tell)
Slippage - No
Orders - All at market on bar close...
Forum: Psychology and Money Management August 27th, 2011, 01:23 PM
Replies: 358
Views: 73,815
Posted By andyb1979
Larger pic of the equity curve. Please note this...

Larger pic of the equity curve. Please note this is the same strategy but with a few tweaks so not the same curve as the other image.

Yes some periods of drawdown, some significant. The red...
Forum: Psychology and Money Management August 27th, 2011, 01:06 PM
Replies: 358
Views: 73,815
Posted By andyb1979
Here are a couple screenshots to illustrate the...

Here are a couple screenshots to illustrate the point that autotrading, for me, is the only way. The first is the result of a walk forward test of a strategy I'm working on. The strategy was trained...
Forum: Psychology and Money Management August 26th, 2011, 05:03 PM
Replies: 358
Views: 73,815
Posted By andyb1979
True. I'm fighting the urge to write my own basic...

True. I'm fighting the urge to write my own basic backtester/execution engine, but that'll take me on a loooong road to no trading profits. Better to focus on the strategy.
Forum: Psychology and Money Management August 26th, 2011, 04:55 PM
Replies: 358
Views: 73,815
Posted By andyb1979
sorry, im being a total thicko. I forgot to click...

sorry, im being a total thicko. I forgot to click the tab to show the top 20 :S
Forum: Psychology and Money Management August 26th, 2011, 04:43 PM
Replies: 358
Views: 73,815
Posted By andyb1979
Hey there, yes I wanted to de-subjectivise this...

Hey there, yes I wanted to de-subjectivise this process so I used a slow Fisher Transform (John Elhers) to detect cycle tops/bottoms, then drew a Manhattan chart on the turning points. I'm in the...
Forum: Psychology and Money Management August 26th, 2011, 04:38 PM
Replies: 358
Views: 73,815
Posted By andyb1979
Yeah semi-auto is great also. basically what I...

Yeah semi-auto is great also. basically what I mean when I say I agree with the original poster is you need a system. Either you pull the trigger (and are very accurate) or the computer does, but...
Forum: Psychology and Money Management August 26th, 2011, 12:29 PM
Replies: 358
Views: 73,815
Posted By andyb1979
Start off with MT4 to prove the concept in a...

Start off with MT4 to prove the concept in a backtested EA then look to replicate with standalone code or a more solid platform.

But yes its a lot of work. Some brokers (Interactive) will...
Forum: Psychology and Money Management August 26th, 2011, 12:10 PM
Replies: 358
Views: 73,815
Posted By andyb1979
Yes and yes, but even so its not easy by any...

Yes and yes, but even so its not easy by any stretch of the imagination. The part I find hard is not the technology side, its the trading side. Coming up with rules/methods for trading that are not...
Forum: Psychology and Money Management August 26th, 2011, 11:02 AM
Replies: 358
Views: 73,815
Posted By andyb1979
Semi-auto then. Yes another very valid method. I...

Semi-auto then. Yes another very valid method. I have a colleague who trades privately with a semi-auto system. He devised the rules himself and obeys them strictly. He tells me changing from...
Forum: Psychology and Money Management August 26th, 2011, 10:11 AM
Replies: 358
Views: 73,815
Posted By andyb1979
Good idea. I used to trade Crude spot...

Good idea. I used to trade Crude spot (discretionary) and had some success. I found it cycled/trended nicely and was fairly predictable. One thing about FX is its a totally different beast to say...
Forum: Psychology and Money Management August 26th, 2011, 09:37 AM
Replies: 358
Views: 73,815
Posted By andyb1979
I'm reading through the pages. YES...

I'm reading through the pages.



YES totally agree.
Forum: Psychology and Money Management August 26th, 2011, 09:02 AM
Replies: 358
Views: 73,815
Posted By andyb1979
BTW I should add, earlier this year I closed and...

BTW I should add, earlier this year I closed and cashed out all my trading accounts (still frozen) and put cash in the bank. During this time I've been backtesting / researching algorithms. The very...
Forum: Psychology and Money Management August 26th, 2011, 08:55 AM
Replies: 358
Views: 73,815
Posted By andyb1979
Hey liquidcci - just to say I agree totally with...

Hey liquidcci - just to say I agree totally with your position. I'm a software engineer with phd in signal processing and as my bias gets in the way of trading successfully, I'm moving over to...
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