my journal

This is a discussion on my journal within the Trading Journals forums, part of the Reception category; I trade CME futures mostly (forex, equity indexes, bonds, gold, oil), so it is not related to anything in Italy. ...

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Old Oct 19, 2009, 9:14pm   #321
 
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travis started this thread I trade CME futures mostly (forex, equity indexes, bonds, gold, oil), so it is not related to anything in Italy. I think Wednesdays are trend days, regular days. It follows all possible cycles. On the other days things are less certain. There are many patterns in the markets and I built my systems on them: all the patterns work out on Wednesdays. Overall almost no patterns work out on Tuesdays. Or maybe it's because my futures mostly are LONG only strategies. And on Wednesdays markets rise and on Tuesdays they fall. When I say "rise", I refer to stock indexes and EUR, and OIL, and GOLD and related things, because they are all correlated.

---

Actually, one more thing. I had thought of a different way to implement this filter. Implement a filter not based on the results of all systems put together, but on each single system. However I discarded this for two reasons:
1) Because I've already implemented such a filter on each single system: if I ever found out through back-testing that a given day doesn't make any money or even worse loses money, then I excluded that day from trading, and that obviously is reflected in my forward-testing. And I am figuring that if, after implementing this filter on each single system, some days are still so much better than others (for the basket of all systems), this must mean not that this is coming from some specific systems (because those systems are already disabled on those days) but that it must be a general tendency.
2) Because, by analyzing the trades of every single system, I'd also have to use a sample of fewer trades (on average, 1/37th as big as the collective sample), and, as you pointed out, that makes my hypotheses less reliable. After all, my collective hypotheses are now based on 500 trades, which is quite a lot. If I try to verify the same questions ("which of the 10 time zones don't work?") on each of those 37 systems, then I won't get anywhere. I won't even have trades on all weekdays.

So for these reasons, it makes sense to reason on all systems taken together.

Last edited by travis; Oct 19, 2009 at 11:07pm.
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Old Oct 19, 2009, 10:57pm   #322
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Hmm... looks like I've got a project for tomorrow. Thanks.
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Old Oct 20, 2009, 7:15am   #323
 
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travis started this thread Just woke up. Today I am home because my back hurts. I shouldn't be doing any testing though, to preserve my back. I should lie down in bed and watch more movies. Swimming would have saved my back but I postponed forever, for too long. I always felt that I had to quit my job and live by the sea and only then resume swimming, and that it wasn't worth to swim at a swimming pool. And now I've hurt my back. If I ever get to 15k again, then I'll resume swimming. Yeah, because it is quite costly. I will ride cabs to and from the swimming pool, and then I'll have to pay some ticket at the facility. It's going to be like 30 dollars each time, and maybe around 300 dollars a month. Since I must live on just my salary, I can't afford that. I would need to be withdrawing from my trading account. And I shouldn't be doing that until I get to a point where what I withdraw is less than half of what I make. In the meanwhile, I'll just try to keep my back straight when I sit down, which I've rarely done lately.
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Old Oct 20, 2009, 9:56am   #324
 
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travis started this thread I've just watched two of them:
Watch Juno movie on LetMeWatchThis.com Free Online Movie and TV Downloads
way overrated, but not to throw away: certainly not a masterpiece: I'd rate it a 3 out of 10 (1 being a movie with tom cruise, and 10 being taxi driver)

Watch Billy Madison movie on LetMeWatchThis.com Free Online Movie and TV Downloads
this is so so, overall actually it seemed better than the other one, because it's less pretentious: promises less and delivers more, so it leaves you satisfied, but there's less work and quality than in the previous one, so I'd rate this a 2.5 out of ten

Actually I just thought of a good one I had watched, and it's this (and here we're talking about a quality movie: I rate this a 6):
Watch Billy Elliot movie on LetMeWatchThis.com Free Online Movie and TV Downloads
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Old Oct 20, 2009, 10:14am   #325
 
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travis started this thread Now I'll finish watching this one:
Watch Wayne's World movie on LetMeWatchThis.com Free Online Movie and TV Downloads

I suspect I won't rate it any higher than 3.5 at the most. Barely worth watching I'd say. Movies below 2 in my scale are not worth watching. Almost all movies with tom cruise and nicoke kidman are below 2. Where there's one of those two guys you can rest assured that the movie is worthless. Particularly Nicole Kidman. It's like the opposite of robert de niro, in that almost all movies with him are worth watching ("heat" was not worth watching for example). Another actor who's mostly in good movies is Matt Dillon. Another one is Johnny Depp. Also Leonardo Di Caprio, but less. Steve Buscemi is another one. Another one is Jim Carrey. Another one is Drew Barrymore. Oh, by the way, here's a good 60 minutes on her:
Drew Barrymore - 60 Minutes - CBS News
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Old Oct 20, 2009, 10:23am   #326
 
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Dude, Top Gun, come on...

Agree with you on Dillon and Depp.

Have you watched 'RocknRolla'? Not sure if it would appeal to a Yank as much but give it a go if you have the time.
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Old Oct 20, 2009, 10:29am   #327
 
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travis started this thread I am not a Yank, but... I'll watch it. I am from Italy. Travis (from Taxi Driver) is a Yank.

Watch RocknRolla movie on LetMeWatchThis.com Free Online Movie and TV Downloads
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Old Oct 20, 2009, 10:29am   #328
 
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Ah sorry I just assumed cos of ur flag! Apologies
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