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Technical analysis

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Samson

Penultimate Amazing
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The world is reluctant to believe price history alone contains sufficient information to construct a fiscal winning strategy.
Therefore I logged into the real time information using a saxo platform simulator.
I traded the emini snp for 6 months, and exclusive of brokerage, took an account from 100k to 200k $A. I have a graph showing max drawdown of 20k.

Does anyone believe me?

Disclosure of interest, I have followed it closely since 1984.
 
You should max out all your credit cards, sell anything that isn't nailed down, borrow from friends and family and get into this properly.
 
Just stick $100 in and within 10 years you'll have $13,107,200 at that rate.

ETA. maths seems a little off there, but it will be millions certainly.
 
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It was 65 round turns, I started with two then three, then 10 each way, or two Snp 500 contracts of 500k US.
Then they turned the simulator off.
BBY Australia went into liquidation.
 
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DrDave said:
And even if we did believe this one account, we have no way of knowing the number of false starts and/or multiple goes to get there.

Do it with real money and then it doesn't really matter if we believe you or not.
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Of course true. I offered the deal to one person who had ceased working for medical reasons and rang me to discuss trading. He said his trading ideas worked great till he used his own money. Then he lost 50k fast. I emailed the graph and the real time executed, and he said it was manipulated. I would say the same thing to any one else.
The difference is that I gave the immutable cloud log to someone to isolate only trades saying ES**, and the log is exact. That is the ensuing graph.
 
Lothian said:
Commiserations Samson. It is always sad to see someone with a real natural talent blow their chance because they don't have the courage to back themselves.
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I know what you mean. The road to hell is paved with good intentions.

Returning to the OP, do you refute the notion?
The question is clear, and ultimately invites a yes or a no answer. The extractor of the data gets a little angry when I tell him they all say he cheated.
 
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Samson said:
The world is reluctant to believe price history alone contains sufficient information to construct a fiscal winning strategy.
Therefore I logged into the real time information using a saxo platform simulator.
I traded the emini snp for 6 months, and exclusive of brokerage, took an account from 100k to 200k $A. I have a graph showing max drawdown of 20k.

Does anyone believe me?
Click to expand...

On a simulator, exclusive of brokerage, sure.

Does the simulator take into account market depth, and also simulate expected market reaction to placing large orders to buy and sell into the queue, or does it just use the last-sale price?

DrDave said:
Just stick $100 in and within 10 years you'll have $13,107,200 at that rate.

ETA. maths seems a little off there, but it will be millions certainly.
Click to expand...

Doubling every 6 months for 10 years comes to 20 doubles. For a quick mental calculation, just remember that ten doubles will increase the initial amount by about a thousand (by 1024 to be exact), so 20 doubles results in an increase of about a million (1000 times 1000).

So the answer (without bothering to check a calculator) is slightly more than $100,000,000. (Checking with a calculator, $100 x 220 comes to $104,857,600.)
 
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Samson said:
Does anyone believe me?
Click to expand...

Sure, why not?

What's hard to believe isn't that someone beat the odds, but that it's method-based and not chance. Are you comfortable that you have an underlying mechanism?

It's not hard to test with historical data if you have the time. But the crux of the matter is an explanation that holds up.
 
Brian-M said:
On a simulator, exclusive of brokerage, sure.

Does the simulator take into account market depth, and also simulate expected market reaction to placing large orders to buy and sell into the queue, or does it just use the last-sale price?



Doubling every 6 months for 10 years comes to 20 doubles. For a quick mental calculation, just remember that ten doubles will increase the initial amount by about a thousand (by 1024 to be exact), so 20 doubles results in an increase of about a million (1000 times 1000).

So the answer (without bothering to check a calculator) is slightly more than $100,000,000. (Checking with a calculator, $100 x 220 comes to $104,857,600.)
Click to expand...
.

marplots said:
Sure, why not?

What's hard to believe isn't that someone beat the odds, but that it's method-based and not chance. Are you comfortable that you have an underlying mechanism?

It's not hard to test with historical data if you have the time. But the crux of the matter is an explanation that holds up.
Click to expand...
Almost all trades were executed at market, and the Emini seldom has less than 100 a side. I used no stop losses so a black swan event such as being long in 9 11 may have been adverse, though I was watching the market at the time, and there was plenty of time to react. There are few events to truly trip up a simple algorithm driven strategy, even the flash crash proably was short. I watched the market live in 1987, but that was slower than people think.

My algorithm is stunningly simple, and I have a dde link that takes data, processes and cycles through excell, and sends signals to a mobile phone etc., but the IT guy lives in another city, and we spend a year without talking and saying let's get on with it. Furthermore I really like S and P and dont have a dde link.

I will post the graph, but I even need the data guy to do that.

It is absolutely genuine, and I am not trying to sell anything, the OP question is the point.
And so on.
 
Samson said:
.
Almost all trades were executed at market, and the Emini seldom has less than 100 a side. I used no stop losses so a black swan event such as being long in 9 11 may have been adverse, though I was watching the market at the time, and there was plenty of time to react. There are few events to truly trip up a simple algorithm driven strategy, even the flash crash proably was short. I watched the market live in 1987, but that was slower than people think.

My algorithm is stunningly simple, and I have a dde link that takes data, processes and cycles through excell, and sends signals to a mobile phone etc., but the IT guy lives in another city, and we spend a year without talking and saying let's get on with it. Furthermore I really like S and P and dont have a dde link.

I will post the graph, but I even need the data guy to do that.

It is absolutely genuine, and I am not trying to sell anything, the OP question is the point.
And so on.
Click to expand...

That's all good, and I'm not asking you to expose your secret sauce, but are you convinced you have something other than a pattern extractor?

What I mean is (and again, don't reveal the details): do you have a theory behind your algorithm that you can justify (to your own satisfaction)?
 
Spindrift said:
Why haven't you done it for real?
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I run a business that is always hungry for cash. 100k is tiny for a lot of people, but mountainous for many others. Cash is a mercurial thing. Many times I have put a few k in, built it up, then withdrawn for cash flow for my business.
Right now I have bills that keep it on the back burner.
Logically the algorithm should be working for the main business, but joining dots is difficult.

I was surprised at the graph, because I was trading in a cavalier fashion. However this should not be equivalated to paper trading as there was no chance of beating the data in the cloud, it is immutable.
Incidentally, trading platforms render brokerage a tiny impost. $3.95 for Interactive brokers round turn mean the total brokerage would have been about 2k of 100k profit.

The trading time was August 14 to february 15. Incidentally, the algorithm looks sure to go short the dax on a weekly basis next week, so we have probably seen the global market peak for a while.
 
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Samson said:
It was 65 round turns, I started with two then three, then 10 each way, or two Snp 500 contracts of 500k US.
Then they turned the simulator off.
BBY Australia went into liquidation.
Click to expand...
We have had these types of threads before.

The only way you will get anybody to take you seriously is if you post the details of each trade on this forum just before you make the trade. These posts are time stamped so you can't fix the results then. You could use Plus500 to make your trades if your existing simulator isn't on anymore. At least readers can then verify the prices according to your time stamps.
 
Samson said:
The world is reluctant to believe price history alone contains sufficient information to construct a fiscal winning strategy.
Therefore I logged into the real time information using a saxo platform simulator.
I traded the emini snp for 6 months, and exclusive of brokerage, took an account from 100k to 200k $A. I have a graph showing max drawdown of 20k.

Does anyone believe me?

Disclosure of interest, I have followed it closely since 1984.
Click to expand...

Of 100 people investing, some will show remarkable results up, and some will show remarkable results down.

The former are much more likely to tell others of their experience and to present it as an incredible proof of their clever investment strategy than will the later.

One of the few investment strategies that has been consistently successful over the years is to charge for telling other people how to invest, or otherwise selling them instructions for how to invest.

Many years ago I knew someone who found a forgotten investment strategy/formula in an old book. He decided to try it out and initially had incredible success for perhaps 8 months- he tripled his money! He often praised his method and urged other people to try it out. In month 9, still following the same strategy, he lost all of his gains and his original investment. The thrill of this type of initial success is one reason why people gamble at casinos. The result of this inevitable long term outcome is why casinos make so much money that they can afford all those expensive buildings, gaming rooms, and perks.

I truly wish you good luck with your simulation, which (from what you post) appears to be far, far more successful than the high end strategies that top notch mathematicians, computer experts, and business majors are using at the largest national and international financial corporations. You may wish to contact them if you just want to help others.
 
Samson said:
I run a business that is always hungry for cash. 100k is tiny for a lot of people, but mountainous for many others. Cash is a mercurial thing. Many times I have put a few k in, built it up, then withdrawn for cash flow for my business.
Right now I have bills that keep it on the back burner.
Logically the algorithm should be working for the main business, but joining dots is difficult.

I was surprised at the graph, because I was trading in a cavalier fashion. However this should not be equivalated to paper trading as there was no chance of beating the data in the cloud, it is immutable.
Incidentally, trading platforms render brokerage a tiny impost. $3.95 for Interactive brokers round turn mean the total brokerage would have been about 2k of 100k profit.

The trading time was August 14 to february 15. Incidentally, the algorithm looks sure to go short the dax on a weekly basis next week, so we have probably seen the global market peak for a while.
Click to expand...
Wouldn't making a ton of money trading solve your cash flow problem?

If the system works I simply don't understand why you haven't put everything you have into it. If it works why are you afraid to actually use it?
 
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