| February 17th, 2011 07:01 AM |
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| membar |
I've got a philosophical strategy question this morning. (FKOS stop is tight and I expect to get stopped out again today.)
Way back when, Allen calculated that the best FKOS ATR was 0.49 or something like that. Recent recalculation put it at 0.238.
The meta question here is: how well does a strategy perform for a rolling window looking forward for the optimal parameters that you calculate for a rolling window looking back? In other words, just because 0.238 was good based on your optimization doesn't mean that it will perform that way going forward, and it might be possible to infer that for doing the optimal calcs at some point x and seeing how well the strategy performed with those optimal values after x.
Does that make sense?
UGL is slightly up this morning. Shoulda stayed in BAL. I think Bulldog's trading style without stops is the most promising. |
| February 17th, 2011 07:03 AM |
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| membar |
P.S. There were plenty of times in the last couple of months where I thought the FKOS stop was unreasonably tight, but it held. That said, the last couple of days, we stopped out EXACTLY due to one big red bar before FAS skyrocketed higher, as if someone were watching us. |
| February 17th, 2011 07:33 AM |
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| membar |
P.P.S. Wanlorn: are you still around? How has your Emma been faring lately? |
| February 17th, 2011 11:06 AM |
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| HeidiTwit |
Quiet day.
Philosophicaly, I think strategies based on price structure (FKOS, overnite) are patterns that come for a visit, stay for a while, then go away, and that charts probably work because everyone else follows them.
I guess that must be the 'fatalistic' trading strategy. |
| February 17th, 2011 11:27 AM |
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| luck2011 |
What is happening in share market? All -ve news around and FAS is still going up???? |
| February 17th, 2011 12:04 PM |
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| membar |
Quote:
HeidiTwit wrote:
Quiet day.
Philosophicaly, I think strategies based on price structure (FKOS, overnite) are patterns that come for a visit, stay for a while, then go away, and that charts probably work because everyone else follows them.
I guess that must be the 'fatalistic' trading strategy.
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I wonder if it's possible to detect and catch those patterns quickly before they go away. |
| February 17th, 2011 12:14 PM |
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| andy0323 |
CPI up... silver is on the bull run! |
| February 17th, 2011 12:45 PM |
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| membar |
Quote:
andy0323 wrote:
CPI up... silver is on the bull run!
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So is my UGL. Smart Money must have known about this. I swear, the market has been telegraphing this for almost a week now with UGL slowly, stealthily creeping back up to my buy price. |
| February 17th, 2011 12:45 PM |
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| membar |
Quote:
membar wrote:
So is my UGL. Smart Money must have known about this. I swear, the market has been telegraphing this for almost a week now with UGL slowly, stealthily creeping back up to my buy price.
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BAL is also on fire. I wish I hadn't dumped this. Tempting to buy back in.... |
| February 17th, 2011 01:55 PM |
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| BullDog |
Ran two FAZ batches successfully last couple of days. In FAZ again today, Does not look like it will clear today. Will hold overnight if it does not.
.. And the addicts kept coming back for more, until ... :D |
| February 17th, 2011 02:54 PM |
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| allen314159 |
Quote:
membar wrote:
P.S. There were plenty of times in the last couple of months where I thought the FKOS stop was unreasonably tight, but it held. That said, the last couple of days, we stopped out EXACTLY due to one big red bar before FAS skyrocketed higher, as if someone were watching us.
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Looks like we've made it through today so far.
FKOS seems to start working right when everyone turns their head... |
| February 17th, 2011 03:19 PM |
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| allen314159 |
Quote:
andy0323 wrote:
CPI up... silver is on the bull run!
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Check out ACQ! |
| February 17th, 2011 03:28 PM |
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| BullDog |
Stuff ain't moving today. Bulls/Bears equilibrium right now, but the tug of war rope will give sooner or later. |
| February 17th, 2011 03:42 PM |
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| allen314159 |
Quote:
allen314159 wrote:
Check out ACQ!
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Oops I meant AGQ. |
| February 17th, 2011 07:42 PM |
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| membar |
Quote:
allen314159 wrote:
Looks like we've made it through today so far.
FKOS seems to start working right when everyone turns their head...
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We didn't get stopped out, but we closed lower than yesterday. I'll take it, though. |