Could you automate what you do?

trendie

Legendary member
6,879 1,430
I have been doing backtesting, and am finding my personal performance is not necessarily the same as an algorithm.
This is bothering me.

Is your trading style automatable?
Are you adding some human-centric value to your trading?
Is your edge an indefinable judgement / skill ?

Am struggling to quantify what I am doing that I cant put into code.
Or is this the 10,000 hour / unconscious competence coming into play?

EDIT: If its any help, I am finding my coding on its own, ie, buy/sell/close out for each trade has a slight edge. If I aggregate several buys/sells then close-out an aggregate, I am finding a wider edge, so I am guessing its "spikey" / noise thats lowering my coded edge.
This aggregate of several trades into a single position is an idea I may have explored previously.
 
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McQuant

Member
70 80
I do not try to automate manual/discretional trading strategy (is it possible at all?).
However, having statistically and fundamentally strong quant strategy based on spread mean reversion, I've been struggling several weeks now to make out-of-sample back test to have similar equity curve as its in-sample version (is it possible at all?) :confused::cool:

I'm still not sure, but it looks soooo beautiful :love:


1617970290030.png
 
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McQuant

Member
70 80
I do not try to automate manual/discretional trading strategy (is it possible at all?).
However, having statistically and fundamentally strong quant strategy based on spread mean reversion, I've been struggling several weeks now to make out-of-sample back test to have similar equity curve as its in-sample version (is it possible at all?) :confused::cool:

I'm still not sure, but it looks soooo beautiful :love:


View attachment 298810

A bit of progress, my mean reversion strategy back tests has started to look much more realistic. There is still a lot of work though to fully automate it. It's a lot of Python code and I'm planning to use Darwinex's ZeroMQ framework for MT4 connection. This framework is really perfect for intercommunication between MQL and Python.

1620479486575.png



#P_L_porn
 
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CharlieWex

Newbie
5 0
You can automate some processes. But the essence of sales is that there is contact between people. Although nowadays people are very lazy and don't want to make contact. But nevertheless, in my opinion, this is what people lack. Nowadays, I think it has long been clear to everyone that business has to be built online. In my opinion, advertising plays a big role in it. I personally have long used the way to promote your site using Reddit. You need to buy reddit upvotes. It is a very good method can in principle not be doubted. But you can still read the information you need on the site https://upvotes.space/reddit/buy-reddit-upvotes/ . There you can even ask a manager a question.
 
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KabaleiroX

Newbie
4 1
I have been doing backtesting, and am finding my personal performance is not necessarily the same as an algorithm.
This is bothering me.

Is your trading style automatable?
Are you adding some human-centric value to your trading?
Is your edge an indefinable judgement / skill ?

Am struggling to quantify what I am doing that I cant put into code.
Or is this the 10,000 hour / unconscious competence coming into play?

EDIT: If its any help, I am finding my coding on its own, ie, buy/sell/close out for each trade has a slight edge. If I aggregate several buys/sells then close-out an aggregate, I am finding a wider edge, so I am guessing its "spikey" / noise thats lowering my coded edge.
This aggregate of several trades into a single position is an idea I may have explored previously.
Totally agree with this!
It's very difficult to find a buyer and make contact with them these days.
And even more so in a transaction, contact with the buyer is very important or the transaction will fail.
Now, in the age of the internet, there are really many ways to systematize sales.
I'm learning a lot about promotion now, as I really need customers for my business.
I am learning about promotion and advertising from everyone I know.
A former colleague of mine advised me to do a banner mockup https://free-psd-templates.com/30-f...-mockups-for-creating-the-best-advertisement/, as she is in sales and it has helped her a lot.
I decided to trust her and now I have already tried this method of advertising my product and I have finally started to get clients.
This made me very happy because things were going very badly before.
 
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Vladimir1986

Newbie
2 0
I do not try to automate manual/discretional trading strategy (is it possible at all?).
However, having statistically and fundamentally strong quant strategy based on spread mean reversion, I've been struggling several weeks now to make out-of-sample back test to have similar equity curve as its in-sample version (is it possible at all?) :confused::cool:

I'm still not sure, but it looks soooo beautiful :love:


View attachment 298810
I'm trying to automate a manual discrete trading strategy, but it's actually quite complicated and tedious.
Everything has to be double-checked to see a more accurate chart and result.
So doing it manually is not the best option.
I think the best solution is to hire a professional.
It costs money, but I think you will see the result.
Another important aspect of content promotion is customer-centric advertising. For example, if your establishment is local and requires the presence of a visitor (restaurant, clothing store, nightclub, and so on), it is advisable to emphasize advertising in the form of flyers. The homeland of flyers is the United States. In just a couple of years, Elegantflyer advertising media has become one of the most popular in the whole world. Today, flyers are used for events and to advertise various products and services. Every year, the demand for these compact media is only growing.
 
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McQuant

Member
70 80
I'm trying to automate a manual discrete trading strategy, but it's actually quite complicated and tedious.
Everything has to be double-checked to see a more accurate chart and result.
So doing it manually is not the best option.
Думаю, лучшее решение - нанять профессионала.
Это стоит денег, но я думаю, вы увидите результат.

Thanks. I do not need to hire anybody, I'm capable to create algo in C#/Python by myself.

I've been demoing from last week my algorithm. It's early to make any conclusions and still a lot to do.
The work in progress:

1632245722607.png


 
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