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Search: Posts Made By: treydog999
Forum: Psychology and Money Management February 11th, 2015, 12:43 AM
Replies: 98
Views: 33,915
Posted By treydog999
I was using Multicharts with a random entry...

I was using Multicharts with a random entry generator, I believe it was 6E as the underlying. I choose 6E because its relatively neutral drift wise, unlike any stock index futures or seasonal like...
Forum: Psychology and Money Management January 15th, 2015, 11:36 PM
Replies: 98
Views: 33,915
Posted By treydog999
I was seriously saying what is wrong with these...

I was seriously saying what is wrong with these people at my screen. Even telling my wife these guys are idiots, wtf. Take the +EV bet, especially when you are offered 2:1 and 10 flips in a row.
Forum: Psychology and Money Management January 1st, 2015, 04:03 AM
Replies: 98
Views: 33,915
Posted By treydog999
First this thread and result is regarding the...

First this thread and result is regarding the coin toss experiment which is fundamentally a normal distribution. Second, if you add said filters to the coin toss, it doesn't matter because its an IID...
Forum: Psychology and Money Management January 1st, 2015, 01:39 AM
Replies: 98
Views: 33,915
Posted By treydog999
No there is no edge in trade management, given a...

No there is no edge in trade management, given a coin toss/ normally distributed time series. No indicator I know of is going to help you with this problem.
Forum: Psychology and Money Management December 31st, 2014, 09:33 PM
Replies: 98
Views: 33,915
Posted By treydog999
Nothing. The probability distribution is set, and...

Nothing. The probability distribution is set, and the relationship is fixed. Any given winrate and RRR must approach 0 expectancy.
Forum: Psychology and Money Management December 30th, 2014, 05:46 AM
Replies: 98
Views: 33,915
Posted By treydog999
Still doesn't make a difference. since it is ...

Still doesn't make a difference. since it is still a binary system 3 heads up or 3 tails up which simplifies to heads or tails.
Forum: Psychology and Money Management December 30th, 2014, 02:14 AM
Replies: 98
Views: 33,915
Posted By treydog999
Sure, if you randomly lay out the coins with out...

Sure, if you randomly lay out the coins with out tossing you would get the result. or if you picked black or white balls from a hat, or had your friend hold a 1 or 2 behind his back while upside down.
Forum: Psychology and Money Management December 30th, 2014, 01:13 AM
Replies: 98
Views: 33,915
Posted By treydog999
No, assuming a fair coin or any normal PDF the...

No, assuming a fair coin or any normal PDF the magnitude will not affect the probability. Given any set of stops or targets the trade off between Risk Reward ratio and win rate will always remain....
Forum: Psychology and Money Management June 2nd, 2013, 03:26 PM
Replies: 98
Views: 33,915
Posted By treydog999
Yes, there is 1 inherent thing i should mention....

Yes, there is 1 inherent thing i should mention. its in the market >97% (there are bars where its not but it gets in the next minute), so news, holding over night, weekend gaps, etc. It could be...
Forum: Psychology and Money Management June 2nd, 2013, 03:17 PM
Replies: 98
Views: 33,915
Posted By treydog999
yes

yes
Forum: Psychology and Money Management June 2nd, 2013, 02:53 PM
Replies: 98
Views: 33,915
Posted By treydog999
Yes I am familiar with his work. This is more the...

Yes I am familiar with his work. This is more the case with mean reversion systems and algorithmic trading which is what he talks about most frequently. i have actually found that out myself through...
Forum: Psychology and Money Management June 2nd, 2013, 02:44 PM
Replies: 98
Views: 33,915
Posted By treydog999
Oh yes those are dollar amounts, i meant the...

Oh yes those are dollar amounts, i meant the highlighted portion when i converted back to ticks. also its trading to 2 lots so divide by 12.50*2=25.
Forum: Psychology and Money Management June 2nd, 2013, 02:03 PM
Replies: 98
Views: 33,915
Posted By treydog999
1 tick in 6E is 12.50. the numbers i highlighted...

1 tick in 6E is 12.50. the numbers i highlighted are in ticks not dollars. i chose 15 ticks because that is a 5 minute harmonic rotation on average and what I usually use for my own trading.
Forum: Psychology and Money Management June 2nd, 2013, 01:47 PM
Replies: 98
Views: 33,915
Posted By treydog999
The market can still slip you. I am not adding in...

The market can still slip you. I am not adding in additional slippage or commissions. It is still using the market data as it appears.
Forum: Psychology and Money Management June 2nd, 2013, 01:16 PM
Replies: 98
Views: 33,915
Posted By treydog999
here is the results with the 15 tick trailing no...

here is the results with the 15 tick trailing no profit target.

https://nexusfi.com/attachment.php?attachmentid=114297


It is actually by far the worst performer. With a negative expectancy...
Forum: Psychology and Money Management June 1st, 2013, 08:33 PM
Replies: 98
Views: 33,915
Posted By treydog999
Coin Toss Continued

I have decided to compare on the same spreadsheet my experiments. This time using a 1 minute chart on 6E. the standard 15 ticks remains the same.

I tested the following.
1:1
2:1
1:1 and 2:1...
Forum: Psychology and Money Management April 29th, 2013, 09:51 PM
Replies: 98
Views: 33,915
Posted By treydog999
Alright so I ran the random entry system on 6E...

Alright so I ran the random entry system on 6E with 5 minute bars like i had last time. 1-1-2003 to present day. I used the same 15-15 hard stop and target as before to keep consistency. No...
Forum: Psychology and Money Management April 29th, 2013, 07:52 PM
Replies: 98
Views: 33,915
Posted By treydog999
they are interchangeable.

they are interchangeable.
Forum: Psychology and Money Management April 29th, 2013, 07:37 PM
Replies: 98
Views: 33,915
Posted By treydog999
Now I guess the next step would be to do trailing...

Now I guess the next step would be to do trailing stops, or break even stops. I just came to think of it. I think these may have skewing effects because they adjust during the lifecycle of the trade...
Forum: Psychology and Money Management April 29th, 2013, 07:10 PM
Replies: 98
Views: 33,915
Posted By treydog999
So, basically taking your findings. Trade...

So, basically taking your findings. Trade management does not matter from a expectancy point of view. Over a large enough sample size all methods converge to 0. So it becomes a function of personal...
Forum: Psychology and Money Management April 17th, 2013, 05:39 AM
Replies: 98
Views: 33,915
Posted By treydog999
I created a random entry system using 2 set...

I created a random entry system using 2 set contracts on the 6E back adjusted contract from 2001 to present day. Again because market orders are used there is possibly a slight bias, but if you...
Showing results 1 to 21 of 21

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