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General Discussion · "Dropped" without a time reference?
fotchstecker
msg #129095
6/12/2016 1:05:13 PM

"Price dropped more than 10%"

When there is no period specified (such as in the example above), what time period is being calculated in "dropped" or "gained"?



General Discussion · "Dropped" without a time reference?
fotchstecker
msg #129115
6/13/2016 10:41:13 AM

Perfect. Thanks, Four.

General Discussion · * GRIPE *
fotchstecker
msg #150499
modified
1/24/2020 2:19:22 PM

"Okay, I got it! These guys are in DAVOS and they're NOT kidding.
QE FOREVER!!!"

Not sure this is any real monpol understanding. QE entails credit swaps, short term asset swaps, and debt roll. About a month ago dollar borrow rates jumping like nuts and one could literally observe the repo operations in play which had the sole effect of giving market liquidity *because* of the borrow rate. When bonds are removed from circulation, liquidity is supplied to the market. Hate to be the bearer of good news because I know how depressing that can be, but this just means that it makes it easier for people to acquire money. QE != "easy money' policies, even though, like, "QE" has become a dog whistle for people to bark at. Recall, anyhow, Janet talking about QH, not QE.

Filter Exchange · 5% A WEEK FILTER (BASED ON TRO'S CROCK POT)
fotchstecker
msg #134842
modified
3/10/2017 2:07:39 PM

Mac, how do your version of Guppy for markets that are trading sideways? What are your key signals?

I say this because in some of the examples I've seen of trending markets, the visual display seems very obvious and clear. How do you work with the display when the trend is not obvious? Thanks.

General Discussion · 6 Buy/Sell Techniques using the TSI Indicator
fotchstecker
msg #124740
8/24/2015 9:56:07 PM

Thanks for throwing this out there. New to me; will look into it.

General Discussion · 6 Buy/Sell Techniques using the TSI Indicator
fotchstecker
msg #124760
8/26/2015 2:59:47 PM

I've looked into TSI since the original post. I can't yet see a clear advantage of it -- how are you folks using it?

General Discussion · @Kevin - Which NN are you using
fotchstecker
msg #135800
modified
5/9/2017 11:40:36 AM

StockNeuromaster is interesting. I hope the producer will reconsider a pricing model that includes this lamentable aspect: "1 Year Free Upgrades".

If a software is truly a new release candidate, it should be versioned and named distinctly. I think lifetime upgrades should be included in the price of the major release version you are purchasing. If a developer chooses to cease upgrades and new features on that platform, then so be it.

This pricing strategy dips into two practices I'm adamantly opposed to:
-Software that you buy at full price but whose license expires after some period.
-Non-transferable licenses.

In the rest of the world, these practices fall under RENTAL terms. I deal a lot with software at all levels -- enterprise right down to retail consumer. If you do not have a mature pricing strategy, increasing numbers of customers will tune you out. If you want to rent your software out, fine. That's fine. That's subscription, limited use.


General Discussion · @Kevin - Which NN are you using
fotchstecker
msg #136336
modified
6/13/2017 2:31:30 PM

Kevin, can Neuromaster be run through a GPU? If it can, you might skip the new MB and memory.

Filter Exchange · A different way of looking at the Guppy Multiple Moving Averages
fotchstecker
msg #155083
modified
12/24/2020 3:39:33 PM

Using a flat percent of equity gets a bit tricky when target vol of the instruments varies. A true "2% risk" could be helped with some historical measure.

I think it makes more sense to use a dollar-vol-adjusted equity size.

Kelly is not overly complicated, but few traders I know implement Kelly as it was "on paper." Along with Optimal F, Kelly is easier to stomach when used fractionally. Google "Fractional Kelly or Fractional Optimal F sizing".

I've experimented a lot with sizing, so if there are questions, fire away. You can also trial Adaptrade MSA, which is a faster way to model the impact of sizing on your trade history or model.

These days I do something completely different -- dynamic sizing based on inputs that emerge as the system is running.



Filter Exchange · A different way of looking at the Guppy Multiple Moving Averages
fotchstecker
msg #155088
12/24/2020 7:17:07 PM

Hi, Cheese! Happy holidays!

No, the "new sizing" I use is not derived from MSA. MSA I use with historical trades to model differnt sizing methods. There is a feature for sizing the "next real-world" trade in MSA, which I used in the past. However, it's a somewhat manual process.

The "new sizing" I mentioned is different from any sizing method in MSA and uses a logic of its own. It's running automatically during the day on intraday bars on some algos I built. Categorically, it's more close to equity curve trading (which you can also model in MSA). In equity curve trading, the system performance itself is an input to next size. I'm doing this in a different environment completely, not daily bars and filters in SF.

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