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Old 09-24-2009, 04:34 AM   #65

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Re: Is 100% Mechanical Trading Possible?

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Originally Posted by ant »
I disagree. I am of the opinion that traders with strategies that can be automated by computers do not have a lasting edge whereas discretionary traders that consider context and apply market logic do (i.e., traders with strategies that cannot be programmed or automated)..
New pattern recognition algos using fuzzy logic and its subset are dynamic and adapt themselves to market behaviour every day this is why they are so sharp.. You can not trade the market based on if MA1 crossed MA2 then buy for the rest of your life,,, you need codes which are adaptive and are self thought in real time using Neural Net and chaotic theories to tackle millions of combination of various inputs,,
WAR OF THE CODES WAR AGAINST THE WEAKEST

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Old 09-24-2009, 05:33 AM   #66

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Re: Is 100% Mechanical Trading Possible?

Iraj,

Does this apply to all trading or is it specific to stocks ?



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Old 09-24-2009, 06:20 AM   #67

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Re: Is 100% Mechanical Trading Possible?

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Iraj,

Does this apply to all trading or is it specific to stocks ?



Paul
PAUL ,

This applies to all effecient market ,, the instrument is of no importance what so ever,,

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Old 09-24-2009, 08:05 AM   #68

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Re: Is 100% Mechanical Trading Possible?

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New pattern recognition algos using fuzzy logic and its subset are dynamic and adapt themselves to market behaviour every day this is why they are so sharp.. You can not trade the market based on if MA1 crossed MA2 then buy for the rest of your life,,, you need codes which are adaptive and are self thought in real time using Neural Net and chaotic theories to tackle millions of combination of various inputs,,
WAR OF THE CODES WAR AGAINST THE WEAKEST

Grey1

very interesting....

can you post a chart(or whatever illustration) showing such workout?
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Old 09-24-2009, 10:56 AM   #69

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Re: Is 100% Mechanical Trading Possible?

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very interesting....

can you post a chart(or whatever illustration) showing such workout?
Hi

You can not show a complicated concept on chart,, it is not a double top or a trend line chart pattern which can be show using a chart,,

Using a NN the ALGO looks for a chart pattern which could be totally different to one TRADITIONAL CHART PATTERN ANALYST EYE's is used to and once found it trades it in when it expects to re occur again.. I donot like to advertise for any software but if you search the net then you will find at least 3 commercial ones available .. if you could not find it then email me tgafar@btinternet.com and i give you a name .. The rest is up to you buddy

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Old 10-01-2009, 02:54 AM   #70

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Re: Is 100% Mechanical Trading Possible?

Keith,

What is CoolTrade?

Im also looking for a way to program my semi discretionary strategy. Without success for many months.

So hopefully this can be done successfully.

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Old 10-01-2009, 11:18 AM   #71

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Re: Is 100% Mechanical Trading Possible?

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Keith,

What is CoolTrade?

Im also looking for a way to program my semi discretionary strategy. Without success for many months.

So hopefully this can be done successfully.

Jan
Mine has two modules ,,, Heuristic and a mathematical module,, the heuristic algo uses fuzzy rules but the maths algo exploits the conventional maths..The fuzzy algo causes issues in TS8.6 which I donot yet know why it is but the maths module is easy enough to code .. the screen shot below shows the first trade including P/L
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Is 100% Mechanical Trading Possible?-snapshot-770.png   Is 100% Mechanical Trading Possible?-snapshot-773.png  
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Old 10-01-2009, 12:17 PM   #72

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Re: Is 100% Mechanical Trading Possible?

Iraj,

You said earlier that automated trading is almost the only way to go, was this intr-day only or for EOD as well ?

Also have you now switched to TS8.6 ?


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