trendie
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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.
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.