my journal 2

[Yamato]

Across the Universe - I want to hold your hand

http://www.youtube.com/watch?v=D92Lyxj7U7Q

http://en.wikipedia.org/wiki/T.V._Carpio

 

[Yamato]

Sean Lennon - Julia

http://en.wikipedia.org/wiki/Julia_(The_Beatles_song)

http://www.youtube.com/watch?v=HHsdvMfvkWY

http://en.wikipedia.org/wiki/Sean_Lennon

...I'll know I'll often stop and think about them... in my life, I love you more.

 

[Yamato]

chart game: note to self

Keep clicking "time-lapse" until you find an overstretched situation on "4 year weekly". Then trade it with the 25 ma on "3 month daily".

 

[Yamato]

Serge Gainsbourg and Jane Birkin - Ballade De Melody Nelson

 

[Yamato]

pipes of peace - paul mccartney

http://www.youtube.com/watch?v=NVK_mJrLbmY

 

[Yamato]

Mind Games - John Lennon

http://www.youtube.com/watch?v=-Ny42Mdg5qo

 

[Yamato]

back to my usual complaining

I stopped for a while and said I'd never do it again here, but it makes me feel better so I'll do it. Just ignore it if it bothers you.

He came back from his vacation and in the last 24 hours - out of habit - he's pissed me off several times already. I am mean to him out of retaliation, whereas he's mean out of habit. He is simply used to being insensitive to other people, and that's how he's been his whole life.

You know the usual list of things my father said to me, so I'll spare you that.

Here's the latest pearls.

Last night he came home and I told him: "If you want something to eat there's plenty in the refrigerator". He said: "I wish you had told me that before... you should have told me earlier, now I've already called my friend to tell him to go out to dinner". He had just come from the airport, so this meant that I should have sent him a text message before he boarded the plane, saying "there's food in the refrigerator. I said: "Oh, ok, I am sorry to not have warned you ahead of time. I made the mistake of not warning you...". He didn't even perceive the irony, by how much of an asshole he is, and said: "right". So now it's ok for someone to not look into the fridge and blame others because they didn't tell him there was something to eat. This is ridiculous. It's like someone punching you and then blaming you because his hand is hurting.

Then just a few minutes ago, he comes home and notices my empty dish on the kitchen table (and I am the neatest person on earth), as I had finished eating a salad, and there was oil, vinegar and a fork in it. It was clear that someone had eaten something and had not cleaned it. So he comes to me - simply out of habit - and the first thing he tells me is: "what's up with that dish?". And I said, hesitating...: "what's up?...". He replied: "Yes, I was simply wondering what that dish was for?". You ****ing idiot, now how do you expect me not feel criticized by a stupid question like that. What you are really asking me is: "why didn't you put the dish in the sink?", at the very least. If not: "why didn't you wash the dish?". What else could that question mean? But hell no - he says it was simply a curious question: as if he really was wondering how that dish got there, and if I was going to do something with it or not. Anyway, I said "yeah, now i'll come and wash it..." and I did. And he stupidly replied "no, i'll do it...". Then why do you have to bother me with your control freak questions, and can't wash it right away? By the way, now I was in the kitchen and there was a dish and fork in the sink, and it was his, and I washed it. So I am the one who cleans everything and yet the one who gets criticized. No wonder when he walks in, I leave the room, wherever that happens, whatever the situation.

This was my interaction with my dad after not seeing him for one month: "you should have told me there was stuff in the refrigerator...", and "what is that dish doing on the table? (out of curiosity)".

We'll just keep on going like this forever: him being an asshole out of habit, without even realizing it, and being surprised by how much his son hates him.

For my dad any excuse is good to bother other people. His way of interacting with people is being negative, aggressive, ignoring what they want to say, and criticizing them. That's a regular conversation with him.

It just makes me laugh to think about it. It makes me leave the room, it makes me avoid him, but it's starting to be funny how some people can get others to hate them without even realizing it, by being so full of themselves and insensitive to others. And they gain nothing by doing that. Just produce damage for everyone. In a way it is a very stupid behaviour, to be insensitive. My dad is intelligent yet insensitive, which seems contradictory.

 

[Yamato]

Imagine - The Movie John Lennon

http://www.youtube.com/watch?v=uAfN4pJQHY4

http://en.wikipedia.org/wiki/John_Lennon
http://en.wikipedia.org/wiki/The_Beatles
http://en.wikipedia.org/wiki/Imagine_(song)

Aged sixteen, singer and guitarist John Lennon formed the skiffle group The Quarrymen with some Liverpool schoolfriends in March 1957.[1] Fifteen-year-old Paul McCartney joined as a guitarist after he and Lennon met that July.[8] When McCartney in turn invited George Harrison to watch the group the following February, the fourteen-year-old joined as lead guitarist.

 

[Yamato]

http://www.youtube.com/watch?v=D1KZGPYjleE

 

[Yamato]

measuring volatility by hours of the day

It's very important that I measure volatility by hour of the day now, because that's precisely when moving averages succeed.

I already have an idea, but I'll try to get precise data from tradestation.

Wow, eureka!

The candles are directly proportional to the volume usually. So the most volatile hours should simply be the ones with most volume. If I can do it easily I'll double check this on tradestation.

However I can already compare my own idea of what they are to what they are by volume.

In my idea the most volatile hours are from 14.30 CET to 18.00 CET.

Some links:
http://www.wikinvest.com/wiki/Most_Active_Market_Hours_and_Currency_Pairs_in_the_Forex_Market
http://forextrading.about.com/od/basicforex/a/powerhours_ro.htm

This EST chart confirms my idea:

Beware: the ninth hour means from 8 to 9. Or else the 24th hour would mean from midnight to 1 AM, whichi is unlikely. So this image is saying that, in EST time, the most volatile hours are from 8 to 11 AM, which is CST 7 to 10, which is CET 14 to 17, which is exactly what I was saying.

I'll check the volumes on today's EUR chart:



It's identical to what wikinvest said. In CST, the chart says that volume and range are highest between 7 and 10 AM.

Forex markets are open all day, so are futures. It makes sense that since New York open is at 8.30 CST, the most volatile hours are all around it, from one and a half hour before it to one and a half hour after it. Also, the fact that most Asians and all Europeans are still awake doesn't hurt.

Ok, I don't need to waste my time on tradestation. I get home at 16.00 CET. My tests say there's reversals starting at about 17.00 CST. I think the best hour to trade with the moving average, especially for me, will be from 16.00 to 18.00. Every other moment is no good. In those 2 hours, practically every crossover is good. Easy money if you are doing what you have to do and not doing what you must not do. I think I will turn profitable.

http://www.tonightwewatchmovies.com/watch-1079-Deliverance
http://en.wikipedia.org/wiki/Billy_Redden

 

[Adamus]

Re: measuring volatility by hours of the day

It's very important that I measure volatility by hour of the day now, because that's precisely when moving averages succeed.

What makes you say that?

When I have backtest results, i.e. when I have been doing some work as opposed to this week which has been massively unproductive, I always check the hourly distribution of profits. About a quarter of the time it looks like there's a significant grouping of profits in a particular time of day, often the AUS-USD in early trading.

But if I understand you, you aren't going to mechanise anything here.

Are you talking short timeframes and periods? 5 and 20 on the one minute chart?

 

[Yamato]

A few things have improved lately. I've been sleeping well, and I've been paper trading, something I could never do before. The medecine was getting defeated over and over again.

 

[JRP2891]

Hi guys, sorry if you've said this already, but how long does your intraday backtesting go back for?

 

[Yamato]

Actually I am not talking about back-testing here, but discretionary trading. I'll let Adamus answer as far as his trading.

 

[JRP2891]

Actually I am not talking about back-testing here, but discretionary trading. I'll let Adamus answer as far as his trading.

How are you automated systems doing? Are you still in a drawdown on them? If so, has a drawdown of this length been shown in your backtest results?

 

[Yamato]

If we consider the "drawdown" to be "time since the highest equity peak", which is the distance from the last record high to now in terms of time (in terms of money it is measured differently), then we are in a drawdown since the end of June, and therefore exactly 10 weeks. And so the answer is: "no, it has not exceeded in time the historical drawdown", which has lasted for as long as 6 months. Nor has it exceeded the maximum drawdown in terms of losses.



See picture above. If we were to calculate drawdown as time from highest peak to lowest (subsequent) valley, then we could say that it only lasted less than 3 weeks so far. But it seems that some people don't calculate it this way, which to me would seem coherent, since the drawdown the most money you've lost, so the time should coincide with the money. If the money is calculated from the losses taken in those 3 weeks (peak to valley), then the time should be the same. Others seem to use the 3 weeks for the money, but the "time since the highest equity peak" concept for the time span of the drawdown. So right now, according to them, we are in a drawdown. Whereas I used to say that we're not in a drawdown, because we haven't exceeded the lowest valley (since highest peak) for months already.

 

[Yamato]

note to self (discretionary system)

If marketposition = 0 and time >= 1000 and time <= 1100 and c < closed(2) and c > closed(1) and c crosses above AverageFC(c, 25) Then Buy("Long") This Bar;

If openpositionprofit > 1 or openpositionprofit < -1 and marketposition <> 0 Then ExitLong("time X Long") This Bar;

time EST

 

[Yamato]

hotel campo imperatore

http://en.wikipedia.org/wiki/Gran_Sasso_raid

http://en.wikipedia.org/wiki/Harald_Mors
http://en.wikipedia.org/wiki/Kurt_Student
http://en.wikipedia.org/wiki/Otto_Skorzeny


http://www.youtube.com/watch?v=1l_MJsEtco4

http://maps.google.com/maps?f=q&sou...=jCe-sMVVw_5bX70w4Yxewg&cbp=12,40.78,,0,-0.53

http://maps.google.com/maps?f=q&sou...44007,13.571699&spn=0.008092,0.02738&t=h&z=16

http://en.wikipedia.org/wiki/Atlas_of_the_World_Battle_Fronts

I have to go live there for a couple of months. I would like it a lot. Sleep in mussolini's room for a couple of months. If I succeed in making money with trading I will do it.

http://www.hotelcampoimperatore.com/listino.htm

 

[JRP2891]

If we consider the "drawdown" to be "time since the highest equity peak", which is the distance from the last record high to now in terms of time (in terms of money it is measured differently), then we are in a drawdown since the end of June, and therefore exactly 10 weeks. And so the answer is: "no, it has not exceeded in time the historical drawdown", which has lasted for as long as 6 months. Nor has it exceeded the maximum drawdown in terms of losses.

Does your backtesting of these systems run successively through periods of military conflicts, global political instability, terrorism and it's aftermath, natural disasters, booms, bubbles and crashes?

 

[Yamato]

I don't know, it runs from 2000 to now. I think it's enough, but I don't have more data anyway, so I have no choice.