admin
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Trading Apple stock video
Video here, but not complete in long term trade results.
It will be on youtube when done.
https://www.dropbox.com/s/mx504l5gqhboslx/Apple_stock1a.zip?...
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curt999
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nice video..secondary data should try things such as FB NFLX GOOGLE XLK NQ..i noticed when i tried gsb in the past you can actually select many 2nd
markets not just two..ive doen runs with like 8 selected..the strategies didnt use all of them but only 2-3 typically..might cause overfit doing this
though
nice way to find correlated markets there are free scanners online http://www.sectorspdr.com/sectorspdr/tools/correlation-track...
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admin
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Quote: Originally posted by curt999  | nice video..secondary data should try things such as FB NFLX GOOGLE XLK NQ..i noticed when i tried gsb in the past you can actually select many 2nd
markets not just two..ive doen runs with like 8 selected..the strategies didnt use all of them but only 2-3 typically..might cause overfit doing this
though
nice way to find correlated markets there are free scanners online http://www.sectorspdr.com/sectorspdr/tools/correlation-track... |
Hi curt. this is very useful info for me, and others. Thanks
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rws
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Oke thanks, waiting for the ATR or trailing stoploss...
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admin
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| Quote: Originally posted by curt999 | nice video..secondary data should try things such as FB NFLX GOOGLE XLK NQ..i noticed when i tried gsb in the past you can actually select many 2nd
markets not just two..ive doen runs with like 8 selected..the strategies didnt use all of them but only 2-3 typically..might cause overfit doing this
though
nice way to find correlated markets there are free scanners online http://www.sectorspdr.com/sectorspdr/tools/correlation-track... |
Don't use FB, data since 2012 only.
The danger with apple is the number of trades is at the 100 mark or bit above. Its a somewhat dangerous sample size. There are ways to increase the
number of trades. ie ue fitness np with decent slippage figure in fitness
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cyrus68
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Excellent comment by curt. I'm no stranger to using secondary data and mtf systems but he managed to trigger some experimental ideas that I will
implement in coming months.
Yes, the use of multiple secondary data streams is one of GSB's strong points.
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curt999
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i dont trade stocks myself by another idea especially on the YM is to use the top five stocks as secondary data streams i tried this few months ago
and saw some interesting results..ie data1 ym 15min
data2: (top stocks by weight) could try 30min on these also for multi timeframe
Boeing 7.74 7.74
2 Goldman Sachs 6.92 14.66
3 3M 6.81 21.46
4 UnitedHealth Group 6.24 27.71
5 Home Depot 5.10 32.81
6 Apple 5.00 37.81
7 McDonalds 4.95 42.76
8 IBM 4.40 47.16
9 Johnson & Johnson 4.04 51.20
10 Caterpillar 4.01 55.22
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curt999
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also the main advantage tradestation has and the only reason i use it is data..they offer more indexes then any other..go search under indexes there
are all sorts to experiment for data2 even for stocks..you dont have to be limited to just using other stocks or futures either think farther like ADD
TRIN ADECL VIX etc..anything that produces live data and a OHLC stream can be used..
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rws
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sector trackers with different time frames and with different similar
sector trackers or sector indices as second data gives sometimes good results.
You can also play with timeframes, sometimes 10/30 min works,
sometimes 10/20/30 and sometimes 30/60/120 and many more combinations. Still wonder if this is fitting the system to the data.
I got much better results on that than ES.
| Quote: Originally posted by curt999 | | also the main advantage tradestation has and the only reason i use it is data..they offer more indexes then any other..go search under indexes there
are all sorts to experiment for data2 even for stocks..you dont have to be limited to just using other stocks or futures either think farther like ADD
TRIN ADECL VIX etc..anything that produces live data and a OHLC stream can be used.. |
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rws
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Sometimes timeframes like 20 or 40 minutes can give good results
if more standard timeframes don't work.
Many trackers from for example Blackrock work badly, probably because
this company is fishing in the same pool as GSB for profits.
| Quote: Originally posted by rws | sector trackers with different time frames and with different similar
sector trackers or sector indices as second data gives sometimes good results.
You can also play with timeframes, sometimes 10/30 min works,
sometimes 10/20/30 and sometimes 30/60/120 and many more combinations. Still wonder if this is fitting the system to the data.
I got much better results on that than ES.
| Quote: Originally posted by curt999 | | also the main advantage tradestation has and the only reason i use it is data..they offer more indexes then any other..go search under indexes there
are all sorts to experiment for data2 even for stocks..you dont have to be limited to just using other stocks or futures either think farther like ADD
TRIN ADECL VIX etc..anything that produces live data and a OHLC stream can be used.. |
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curt999
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no i dont think it overfits you are just finding the right frequency where the opportunities exist..in this genetic strategy building business though
the most important thing are the features used nothing else..you could take the same data and run it on different features and find great systems
while the first run could be horrible..especially ML based features that are not based on traditional indicators
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rws
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Probably the movie of GSB and Apple does need different settings.
Especially if you look at the buy and hold strategy profit in Apple in the same period.
| Quote: Originally posted by curt999 | | no i dont think it overfits you are just finding the right frequency where the opportunities exist..in this genetic strategy building business though
the most important thing are the features used nothing else..you could take the same data and run it on different features and find great systems
while the first run could be horrible..especially ML based features that are not based on traditional indicators |
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admin
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| Quote: Originally posted by rws | Probably the movie of GSB and Apple does need different settings.
Especially if you look at the buy and hold strategy profit in Apple in the same period.
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I don't even consider buy and hold. It would be making the assumption that past returns on apple will equate to future returns. With a short term
system, if apple gets bearish, its not likely to trade.
Ive had ok results on apple, but hadnt got time to put in the video yet.
Video had some mistakes. I saved 30 minute data as 15 minute.
I also tried with success google, netflix and other data2 as curt999 suggested.
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rws
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Yes indeed. I also did try with Apple yesterday with long and shorts
and got at least one very good result.
| Quote: Originally posted by admin | | Quote: Originally posted by rws | Probably the movie of GSB and Apple does need different settings.
Especially if you look at the buy and hold strategy profit in Apple in the same period.
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I don't even consider buy and hold. It would be making the assumption that past returns on apple will equate to future returns. With a short term
system, if apple gets bearish, its not likely to trade.
Ive had ok results on apple, but hadnt got time to put in the video yet.
Video had some mistakes. I saved 30 minute data as 15 minute.
I also tried with success google, netflix and other data2 as curt999 suggested. |
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admin
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Here is my first apple system.
30 min bars, Secondary filter closeD, overnight with $500 stop, $1250 pt, $10,000 lot size, $idx $spx 30 min, Long only.
I put it into ewfo to do more checks. This is not critical to do. A GSB wf is however critical to do.
Note the parameter stability is perfect for 6 runs, and its good before that still.
Im going to live trade this is portfolio Analyst chooses it when I do my portfolio.
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cyrus68
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Personally, I'm uncomfortable with holding overnight long positions in this market, unless it is hedged. Your stop will not help you if liquidity
dries up.
Yes, it is true that central banks have rigged the markets for almost ten years and may manage to keep it going for another few years. Volatility is
at an all-time low, even as BTFD and selling volatility are favourite (and profitable) strategies by professionals and amateurs alike. But real risk
has never been higher.
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cyrus68
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I'd like to add that I agree entirely with Peter regarding Buy & Hold. It should correctly be called Buy & Hope. This is particularly so in the
current market where valuations are utterly divorced from reality.
The Buy & Hope strategy is a speculative bet that you will be able to offload your holdings in the distant future, at a profit. This depends crucially
on the ponzi scheme run by the central banks to continue unabated. However, nobody knows how long the bubble will continue. It could be several months
or several years.
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rws
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What I mean is if a stock goes up IS 1500% with buy and hold and with a genetic program in the same period 200%, then it is obviously not a good
result.
I red another genetic optimizers added a relation profit/(buy and hold) to evaluate the quality of the system compared to buy and hold.
That said I would not consider a buy and hold on this moment.
| Quote: Originally posted by cyrus68 | I'd like to add that I agree entirely with Peter regarding Buy & Hold. It should correctly be called Buy & Hope. This is particularly so in the
current market where valuations are utterly divorced from reality.
The Buy & Hope strategy is a speculative bet that you will be able to offload your holdings in the distant future, at a profit. This depends crucially
on the ponzi scheme run by the central banks to continue unabated. However, nobody knows how long the bubble will continue. It could be several months
or several years. |
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curt999
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Right now the markets are in a feedback loop everyone including your neighbors next door are selling volatility either directly through VX,etfs,etc or
indirectly through pension funds (yes pension funds are even selling volatility now to find something they can get income from since the fed killed
interest rates for savers)..The end of the loop is going to come when we get a big enough shock that will wipe out alot of these people selling
volatility and some of the common short VX etf will goto zero..all it will take is a 25% move or so in vix to start a cascade effect..
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cyrus68
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@rws
The first order of priority should be the return OF capital, not ON capital. A good hedge fund would have their priorities right. The mediocre hedge
funds are closet indexers who will fail badly when the crunch comes.
Benchmarks are followed by regular fund managers whose focus is the return ON capital not OF capital. In 2008, the discretionary and mutual equity
funds that I was managing were down massively. I beat all my benchmarks - S&P 500, EAFE, MSCI World. I had outperformed, but the investors had,
nevertheless, suffered huge capital losses.
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rws
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I just wonder if tickers that are 1500% up are a good candidate for GSB to analyse IS. I am afraid it learns to much from a period that is different
now. Currently ES and Nasdaq futures have low profits and few trades OS in GSB since 2017 compared to the past period. That is because the low
volatilty. I tried many different things and more than 200 tickers. Some settings and markets do still work like before 2017 but not on popular
American broad indexes.
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Petzy
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Is the video on YouTube yet?
I can't get the link to work. Is it on YouTube? I can't find it
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admin
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File got deleted somehow. Sorry 
Please use this link.
Never got finished before my holiday, so not on youtube.
https://www.dropbox.com/s/mx504l5gqhboslx/Apple_stock1a.zip?...
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