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Search: Posts Made By: rk142

Forum: Trading Journals

May 14th, 2014, 12:15 PM

Replies: 529

Taking a Trading System Live

Views: 97,332

Posted By rk142

You've given a thorough and helpful exposition of...

You've given a thorough and helpful exposition of your approach to system testing and management. There's really not much more you can to do help those willing and able to learn what you've...

Forum: Trading Journals

October 28th, 2013, 11:07 AM

Replies: 529

Taking a Trading System Live

Views: 97,332

Posted By rk142

Guys, 1) Kevin defined his quit point at the...

Guys,

1) Kevin defined his quit point at the optimal time: before he turned on the system. So his stop is already in place. It is outside of his system's noise, and the amount of his total...

Forum: Trading Journals

October 8th, 2013, 08:48 AM

Replies: 529

Taking a Trading System Live

Views: 97,332

Posted By rk142

Of course! I'm aware of the impulse to make an...

Of course! I'm aware of the impulse to make an idol or a fetish out of someone else's approach, and I'm sure in the end my decisions will be different than yours (they already are in some respects)....

Forum: Trading Journals

October 7th, 2013, 10:23 PM

Replies: 529

Taking a Trading System Live

Views: 97,332

Posted By rk142

I'm actually a little pleased that I've absorbed...

I'm actually a little pleased that I've absorbed enough of your logic to anticipate the day by day Monte Carlo approach, while also a little disappointed that I missed it in your other thread - since...

Forum: Trading Journals

October 7th, 2013, 10:07 PM

Replies: 529

Taking a Trading System Live

Views: 97,332

Posted By rk142

Thanks! I'm trying to learn just enough...

Thanks!

I'm trying to learn just enough statistics to improve the evaluation and monitoring of my strategies, without geeking out unnecessarily. I'll look into the central limit theorem - it...

Forum: Trading Journals

October 7th, 2013, 09:12 PM

Replies: 529

Taking a Trading System Live

Views: 97,332

Posted By rk142

Thanks. So do you generate the lower 10%...

Thanks.

So do you generate the lower 10% curve by:

1) Running monte carlo simulations for N days of trades, with N varying from 1 to aBigNumber, and taking the desired % cutoff (i.e., "after N...

Forum: Trading Journals

October 6th, 2013, 11:36 PM

Replies: 529

Taking a Trading System Live

Views: 97,332

Posted By rk142

Kevin, I don't have a strong intuition on...

Kevin,

I don't have a strong intuition on the meaning of that lower 10% line. I have a vague sense of what you are aiming to measure, but only a vague sense - and it's unclear how that lower...

Forum: Trading Journals

September 22nd, 2013, 08:59 PM

Replies: 529

Taking a Trading System Live

Views: 97,332

Posted By rk142

Yes - my analysis isn't quite as rigorous as...

Yes - my analysis isn't quite as rigorous as yours (you are always quick to point out that your way isn't the only way, but I do think you are doing an excellent job modeling a process with better...

Forum: Trading Journals

September 21st, 2013, 02:32 PM

Replies: 529

Taking a Trading System Live

Views: 97,332

Posted By rk142

The emotions you experience when you role play it...

The emotions you experience when you role play it can be helpful, if you are capable of being honest with yourself. Introspection is real, and Kevin is right to pursue the question in this way.
...

Forum: Trading Journals

September 11th, 2013, 08:21 AM

Replies: 529

Taking a Trading System Live

Views: 97,332

Posted By rk142

The issue of incubation is an interesting...

The issue of incubation is an interesting Rorschach test. Let's say you have a gut aversion to it. Forget about the intellectual reasons you would give for that aversion and consider the emotional...

Forum: Trading Journals

September 8th, 2013, 08:54 PM

Replies: 529

Taking a Trading System Live

Views: 97,332

Posted By rk142

Thanks Mike. Those are definitely helpful...

Thanks Mike. Those are definitely helpful guidelines.

So right now I have a strategy which is simple, based on solid market principles, and is profitable over a large range of parameters (just...

Forum: Trading Journals

September 8th, 2013, 07:50 PM

Replies: 529

Taking a Trading System Live

Views: 97,332

Posted By rk142

optimization

Kevin,

Excellent thread. Thank you.

In response to a question about your approach to optimization you wrote the following:

Could you say a bit more about the tools / decision making...

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What unexpected challenges have you encountered while trading on a "Funded Trader" platform?

Limited trading instruments
High platform usage fees
Lack of support or mentorship
Unrealistic rules and requirements
No significant challenges
Something else (discuss in thread)

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