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Yamato
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ethan hawke
this guy acted in good movies, very advised:
http://www.watchthisnow.org/?actor_name=Ethan Hawke
this guy acted in good movies, very advised:
http://www.watchthisnow.org/?actor_name=Ethan Hawke
Yamato
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hyperactive chimp Vito not here today
Wow, it really feels strange being without the hyperactive chimp Vito next to me, always turning and looking at me, moving in his chair restlessly, getting up and going for a walk 20 times per day... How long does he have to stay in this room? He's been here 2 months. How long do these internships last? I wish this hyperactive chimp Vito could just die or be hospitalized for the remaining period of the internship. I got along so well with the one roommate that I had until this chimp moved in here...
The problem is that he's simply an animal and he doesn't mean any harm. He can't help being restless. In an office he feels like in a cage. He was born to jump from tree to tree and I hope he won't get hired because he would feel trapped, away from his home in the jungle. Let alone that he would make our life hell.
Wow, it really feels strange being without the hyperactive chimp Vito next to me, always turning and looking at me, moving in his chair restlessly, getting up and going for a walk 20 times per day... How long does he have to stay in this room? He's been here 2 months. How long do these internships last? I wish this hyperactive chimp Vito could just die or be hospitalized for the remaining period of the internship. I got along so well with the one roommate that I had until this chimp moved in here...
The problem is that he's simply an animal and he doesn't mean any harm. He can't help being restless. In an office he feels like in a cage. He was born to jump from tree to tree and I hope he won't get hired because he would feel trapped, away from his home in the jungle. Let alone that he would make our life hell.
Yamato
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Hyperactive chimp Vito is absent today but for some reason I still can relax. I can feel his presence in the room, looking at me, and distracting me. He's distracting me even without being here. I hate him more today that he's not here than when he's here, because I am realizing how much he actually bothers me. I must always remember to stay away from hyperactive people. He's anything but easygoing. He's exactly like my father: always alert, nervous, compulsively moving and always trying to make sure everyone around him is his friend. This guy is a sick demented mother ****er - a perfect politician.
Just sitting and looking at him in the first hour of each morning makes me puke. From the first week, without even being hired but a simple intern, he started saying "hi" to everyone going by in the hallway. He doesn't care that only half of the people reply "hi". This is a sick kissing up behaviour which hopefully will not reward him. In my values, you get hired by producing hard work and not by making friends with every single individual in the bank. He's a disgusting manipulative mother ****er.
Why can't a serious hard-working employee like me pick his roommates? Because we're in Italy, and because more than half the bank doesn't do jack**** all day long. My bank is pervaded by slackers. The small minority of hard-working people to which I belong is merely tolerated.
"Sorry for being so hard-working and for not taking coffee-breaks all day long with you guys" is what I feel like saying often. I already told Vito "you will get hired and you will make a great career because you fit very well with this crowd of slackers here". In his office, you're rewarded for public relations rather than for the quality of your work. He says he speaks English, but then he doesn't speak it. But it doesn't matter: what matters is that he's good at bull****ting his way through everything. At least until he's working other bull**** people. Had it been up to me, I wouldn't have hired him as an intern for mopping the floor. You need good people for every job. And the best way to spot good quality workers is to look for someone who's anti-social and definitely not an easygoing charmer like hyperactive chimp Vito.
The thing is... Vito is not evil and he's not annoying me on purpose. It's just that he's worthless and that he's a chimp. And you can't expect to work normally if you're working in a room with a hyperactive chimp. So I was just unlucky and there's not much I can do about this. Vito will always stay hyperactive and maybe leaving the door open is a good thing, so he can express his extra-energies towards the outside and not just towards me.
He's like my dad in many ways. If you're watching tv and he comes into the room, he can't just sit quietly and watch tv. He has to talk to you when he comes, and then comment on the program or on something else. He has to be doing something, which usually means he has to be bothering you in some way. He can't just let you rest. He has to exhaust you. Maybe that's why I can't stand Vito, because I am already fed up with this type of people from having such a dad. But I think most people would get tired like I do if they were in the same room as one of these hyperactive extra-social people. You can easily spot them: when they are sitting, their legs are usually moving, shaking, they're dragging their feet on the floor, turning all the time to look around... hyperactive dicks. Maybe I am like that, too. Well, I sit still, but mentally I am compulsive. But I cannot stand when people don't control themselves enough not to bother those around them. They have a low level of good manners that I really cannot put up with. You're hyperactive? Fine, but you're still not allowed to bother those around you. And if you can't resist the urge, then get a different job.
It's funny because eventually I will be the one who'll quit the job, and not because I don't like to work but because I like to work more than these people. I cannot stand to do things poorly. I cannot stand to work with slackers like here. If you don't like to work at all, you stay unemployed. If you like to work a little bit, you work at a bank. If you like to work a lot, you are self-employed - because you cannot put up with the average person and its inability to work, and the average person cannot put up with you and your intolerance for them.
Maybe that's how they should hire people when they go for an interview here in Italy: total slacker not hired, average slacker hired, hard-worker not hired because he could make troubles since he will not fit in.
Just sitting and looking at him in the first hour of each morning makes me puke. From the first week, without even being hired but a simple intern, he started saying "hi" to everyone going by in the hallway. He doesn't care that only half of the people reply "hi". This is a sick kissing up behaviour which hopefully will not reward him. In my values, you get hired by producing hard work and not by making friends with every single individual in the bank. He's a disgusting manipulative mother ****er.
Why can't a serious hard-working employee like me pick his roommates? Because we're in Italy, and because more than half the bank doesn't do jack**** all day long. My bank is pervaded by slackers. The small minority of hard-working people to which I belong is merely tolerated.
"Sorry for being so hard-working and for not taking coffee-breaks all day long with you guys" is what I feel like saying often. I already told Vito "you will get hired and you will make a great career because you fit very well with this crowd of slackers here". In his office, you're rewarded for public relations rather than for the quality of your work. He says he speaks English, but then he doesn't speak it. But it doesn't matter: what matters is that he's good at bull****ting his way through everything. At least until he's working other bull**** people. Had it been up to me, I wouldn't have hired him as an intern for mopping the floor. You need good people for every job. And the best way to spot good quality workers is to look for someone who's anti-social and definitely not an easygoing charmer like hyperactive chimp Vito.
The thing is... Vito is not evil and he's not annoying me on purpose. It's just that he's worthless and that he's a chimp. And you can't expect to work normally if you're working in a room with a hyperactive chimp. So I was just unlucky and there's not much I can do about this. Vito will always stay hyperactive and maybe leaving the door open is a good thing, so he can express his extra-energies towards the outside and not just towards me.
He's like my dad in many ways. If you're watching tv and he comes into the room, he can't just sit quietly and watch tv. He has to talk to you when he comes, and then comment on the program or on something else. He has to be doing something, which usually means he has to be bothering you in some way. He can't just let you rest. He has to exhaust you. Maybe that's why I can't stand Vito, because I am already fed up with this type of people from having such a dad. But I think most people would get tired like I do if they were in the same room as one of these hyperactive extra-social people. You can easily spot them: when they are sitting, their legs are usually moving, shaking, they're dragging their feet on the floor, turning all the time to look around... hyperactive dicks. Maybe I am like that, too. Well, I sit still, but mentally I am compulsive. But I cannot stand when people don't control themselves enough not to bother those around them. They have a low level of good manners that I really cannot put up with. You're hyperactive? Fine, but you're still not allowed to bother those around you. And if you can't resist the urge, then get a different job.
It's funny because eventually I will be the one who'll quit the job, and not because I don't like to work but because I like to work more than these people. I cannot stand to do things poorly. I cannot stand to work with slackers like here. If you don't like to work at all, you stay unemployed. If you like to work a little bit, you work at a bank. If you like to work a lot, you are self-employed - because you cannot put up with the average person and its inability to work, and the average person cannot put up with you and your intolerance for them.
Maybe that's how they should hire people when they go for an interview here in Italy: total slacker not hired, average slacker hired, hard-worker not hired because he could make troubles since he will not fit in.
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Yamato
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Anyway, wherever I've worked (I've worked in several offices and companies), I've always found an annoying colleague. Whichever room I've been in, there was always a colleague who bothered me and whom I wanted dead. No wait: if we're talking about offices as groups with 10 people, there's always been at least one colleague whom I wanted dead, but if we're just talking about rooms, I've been fine with exactly 50% of colleagues I was placed with. In some cases there was only one colleague so I was totally fine. Hyperactive Chimp Vito is just one of many colleagues whom I've hated before: some of which, roughly 50%, bothered me on purpose and some who actually liked me, but couldn't help bothering me, because of how hyperactive/oblivious they were. Anyway, I don't make any distinctions and I wish death upon them all.
Why do you think some people wish death upon others? - Yahoo! Answers
Oh, this Yahoo Answers is great. There's quick information on all topics:
How to kill someone and get away with it?? - Yahoo! Answers
Why do you think some people wish death upon others? - Yahoo! Answers
Oh, this Yahoo Answers is great. There's quick information on all topics:
How to kill someone and get away with it?? - Yahoo! Answers
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Yamato
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Three Days of the Condor
http://www.moviesonlineathome.com/watch-4827-Three-Days-of-the-Condor
This movie is hilarious (yes, it's so good it makes you laugh). One of my top 30 movies. Great suspense.
Spoiler alert: don't watch the video if you don't want the movie to be spoiled.
http://www.youtube.com/watch?v=ok3__laVTsE
And great meaning and truth:
The sex symbols (actors) of the 70s such as Robert Redford and Paul Newman starred in valuable movies, not like the actors who are considered the equivalent today: Tom Cruise, Brad Pitt, George Clooney... who do a lot of crappy movies. I guess this has to do with the masses who go to the movies. To please lower educated masses you're better off making crappy movies, because that's what the masses like. The audience changed - it got worse. So also TV programming got worse. They have more resources but they make worse products because, unlike in the 1970s, nowadays there's a majority of idiots going to watch movies. Such as Vito the chimp. Yeah, like the movie Idiocracy says, it's becoming an idiocracy. Or maybe I am deceived and the leaders have always been idiots, and progress has been made despite a large majority of idiots. The pregress made by the few intelligent people has permeated society and permitted progress despite a constant majority of idiots.
http://www.moviesonlineathome.com/watch-4827-Three-Days-of-the-Condor
This movie is hilarious (yes, it's so good it makes you laugh). One of my top 30 movies. Great suspense.
Spoiler alert: don't watch the video if you don't want the movie to be spoiled.
http://www.youtube.com/watch?v=ok3__laVTsE
And great meaning and truth:
The sex symbols (actors) of the 70s such as Robert Redford and Paul Newman starred in valuable movies, not like the actors who are considered the equivalent today: Tom Cruise, Brad Pitt, George Clooney... who do a lot of crappy movies. I guess this has to do with the masses who go to the movies. To please lower educated masses you're better off making crappy movies, because that's what the masses like. The audience changed - it got worse. So also TV programming got worse. They have more resources but they make worse products because, unlike in the 1970s, nowadays there's a majority of idiots going to watch movies. Such as Vito the chimp. Yeah, like the movie Idiocracy says, it's becoming an idiocracy. Or maybe I am deceived and the leaders have always been idiots, and progress has been made despite a large majority of idiots. The pregress made by the few intelligent people has permeated society and permitted progress despite a constant majority of idiots.
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Yamato
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Still thinking about Vito, the hyperactive chimp
I can't believe I am still obsessing about this jerk in my room. Let's pray for his quick immediate death.
He sure is a great incentive to make money with trading and quit my job. I've got complaints every other roommate I am given.
I can't believe I am still obsessing about this jerk in my room. Let's pray for his quick immediate death.
He sure is a great incentive to make money with trading and quit my job. I've got complaints every other roommate I am given.
Yamato
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what a life...
Now not only do I have to worry about vito the chimp, but I have to find a movie to watch... and I am so picky and intolerant that it won't be easy. I can't just watch a random movie, because I am used to masterpieces and anything worse sucks.
It's going to be tough finding a good movie to watch. I've already watched all the good movies from the 1970s, 1980s... then they start sucking really bad. I've already watched almost all the good movies ever made.
I probably should start looking for black and white movies from the 1960s and earlier. At least there's a guarantee that any movies from then that made it till today are almost all quite good.
Yeah, that's what I'll do, even though I prefer color movies.
So i can start my search and watch anything from 1930 till 1970. There's going to be hundreds of them.
I'll postpone this, because I might have found a good movie from the 1980s which I still haven't watched:
http://www.thatfilmsite.org/watch-350932-Educating-Rita
Now not only do I have to worry about vito the chimp, but I have to find a movie to watch... and I am so picky and intolerant that it won't be easy. I can't just watch a random movie, because I am used to masterpieces and anything worse sucks.
It's going to be tough finding a good movie to watch. I've already watched all the good movies from the 1970s, 1980s... then they start sucking really bad. I've already watched almost all the good movies ever made.
I probably should start looking for black and white movies from the 1960s and earlier. At least there's a guarantee that any movies from then that made it till today are almost all quite good.
Yeah, that's what I'll do, even though I prefer color movies.
So i can start my search and watch anything from 1930 till 1970. There's going to be hundreds of them.
I'll postpone this, because I might have found a good movie from the 1980s which I still haven't watched:
http://www.thatfilmsite.org/watch-350932-Educating-Rita
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Yamato
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the drawdown has ended this week
Vito the Chimp is still on my mind, but I can't forget to tell the readers that the drawdown has finally ended for my (supposedly) 10 best systems and I'm already at work to think which other systems could be traded, once the profit made is enough to justify such a decision.
I've identified, on top of the 10 being traded, another good 9 systems, out of the 61 systems created and forward-tested so far. I cannot trade any of the new 20 systems because the results are not long enough yet. I will make an exception for the 61st because it's incredibly good.
Regarding the 19 systems that I wish to trade if the investors agree with me, I am not just going to trade them with 1 contract but sooner or later I will think of allocating more contracts to the most rewarding systems in terms of performance (they need a low drawdown: I can't just add contracts because they show a large profit).
How does this ended drawdown make me feel relative to my Vito the Chimp problem? My goodbye to him is approaching. My goodbye to him and his relentless restless turning around and looking at me, talking to me, smiling, joking... restless mother ****er, I can't wait to see you out of my life!
Vito the Chimp is still on my mind, but I can't forget to tell the readers that the drawdown has finally ended for my (supposedly) 10 best systems and I'm already at work to think which other systems could be traded, once the profit made is enough to justify such a decision.
I've identified, on top of the 10 being traded, another good 9 systems, out of the 61 systems created and forward-tested so far. I cannot trade any of the new 20 systems because the results are not long enough yet. I will make an exception for the 61st because it's incredibly good.
Regarding the 19 systems that I wish to trade if the investors agree with me, I am not just going to trade them with 1 contract but sooner or later I will think of allocating more contracts to the most rewarding systems in terms of performance (they need a low drawdown: I can't just add contracts because they show a large profit).
How does this ended drawdown make me feel relative to my Vito the Chimp problem? My goodbye to him is approaching. My goodbye to him and his relentless restless turning around and looking at me, talking to me, smiling, joking... restless mother ****er, I can't wait to see you out of my life!
Yamato
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Yamato
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more on educating rita
It was good but not as good as it seemed at the start. It doesn't have any of those hollywood tricks to make it pleasant such as the professor having sex with the student, someone getting killed. It's almost too normal to be likable. You watch and it seems like the two are going to have sex, but they don't. It seems like she's going to get into a fight with her husband but she doesn't. It seems like the professor is going to get fired but he does not. You get set up for a surprise that rarely happens, like in real life, where everything is boring. So the movie is almost too good to be entertaining. Plus the music doesn't add any thrills at all. Well, anyway, this is my little review.
What can I say: it seems that it was well made, but it wasn't very entertaining. If they're entertaining and not realistic I also complain. I guess I need a true incredible story with the right music and script and I'll be entertained. For example, Serpico is a true story, realistic, and yet extremely entertaining. It depends on how you shoot it and what parts of someone's like you show. Educating Rita is the life of a normal student, so it's less entertaining. Or maybe, for how boring the subject actually is, the movie turns out to be very entertaining - but then they are guilty of making a movie about a boring subject. I have mixed feelings about it.
One web site that rates movies that usually agrees with me is rotten tomatoes. I would expect it to give Educating Rita a rating of about 70%. Let's see:
http://www.rottentomatoes.com/m/educating_rita/
Oh, wow, tomatometer gives it 85%, so maybe it is indeed a very well made movie about a boring subject. I will give it a rating of 14 out of 20 on my movie list and add the note: "very well made movie about a boring subject".
Yeah, all my movie ratings on my own excel list match the tomatometer ratings - of the critics (that's what the tomatometer is). In fact the audience often agrees, but in some cases it diverges very much and in those cases I am usually with the critics:
http://www.rottentomatoes.com/m/top_gun/
I like ratings and statistics and rottentomatoes.com is a very good source in this sense.
It was good but not as good as it seemed at the start. It doesn't have any of those hollywood tricks to make it pleasant such as the professor having sex with the student, someone getting killed. It's almost too normal to be likable. You watch and it seems like the two are going to have sex, but they don't. It seems like she's going to get into a fight with her husband but she doesn't. It seems like the professor is going to get fired but he does not. You get set up for a surprise that rarely happens, like in real life, where everything is boring. So the movie is almost too good to be entertaining. Plus the music doesn't add any thrills at all. Well, anyway, this is my little review.
What can I say: it seems that it was well made, but it wasn't very entertaining. If they're entertaining and not realistic I also complain. I guess I need a true incredible story with the right music and script and I'll be entertained. For example, Serpico is a true story, realistic, and yet extremely entertaining. It depends on how you shoot it and what parts of someone's like you show. Educating Rita is the life of a normal student, so it's less entertaining. Or maybe, for how boring the subject actually is, the movie turns out to be very entertaining - but then they are guilty of making a movie about a boring subject. I have mixed feelings about it.
One web site that rates movies that usually agrees with me is rotten tomatoes. I would expect it to give Educating Rita a rating of about 70%. Let's see:
http://www.rottentomatoes.com/m/educating_rita/
Oh, wow, tomatometer gives it 85%, so maybe it is indeed a very well made movie about a boring subject. I will give it a rating of 14 out of 20 on my movie list and add the note: "very well made movie about a boring subject".
Yeah, all my movie ratings on my own excel list match the tomatometer ratings - of the critics (that's what the tomatometer is). In fact the audience often agrees, but in some cases it diverges very much and in those cases I am usually with the critics:
http://www.rottentomatoes.com/m/top_gun/
I like ratings and statistics and rottentomatoes.com is a very good source in this sense.
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Yamato
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it looks like I will be utterly bored so...
...so I will do some money management stuff on the journal.
Yesterday I was saying how the systems ended their drawdown and might enter a profitable phase which will allow me to escape the office, Vito the hyperactive chimp and similar characters and annoyances.
In preparation for the moment when I will scale up the systems and the contracts, I've been reviewing 9 new potential systems, which I will now illustrate one by one here.
PSYCHOLOGICAL IMPACT OF DRAWDOWN AND BENEFIT FROM WORKING IN A TEAM
But first let me say a word about drawdown and its psychological impact on me. It was as exhausting as Vito the Chimp. How can you expect a compulsive guy like me to keep on turning the systems on day after day for 3 months, seeing them place about 130 trades, and still see no profit? The only reason I did this is because there were people I had made commitments to. These people and these commitments were a great benefit, because besides giving me the capital to trade, they taught me to trust my systems more than i would have with my own capital. In fact I was also trading the same systems with my own capital, but as soon as the drawdown started I blew out my account trying to recoup the systems' losses with my discretionary trades. So this teaches a big lesson as far as my previous concept that I could do everything by myself and that i did not need anyone's help. In fact, things were different, and with the help of other people (capital, knowledge and discipline) i went so far that i could not have gone in years by myself. The only problem is that it is not easy to find such perfect people to help you and that is why a person like me becomes antisocial and starts believing only in himself. Anyway many thanks to this journal, to myself for writing it, to the readers for reading it and writing on it, and to trade2win for hosting it, because it is on this journal that i met such helpful people.
The presently traded systems are these, with their trades:
ES_ID_3 2
YM_ID_2 2
GBP_ID_3 3
ZN_ON_2 3
ZN_ID_2 4
EUR_ID_5 12
YM_ON 27
CL_ON_2 36
GBL_ID 45
GBL_ID_2 0
They are 10 systems but one has not traded. I added it manually, because the pivot table didn't show it.
For one reason or for another, we will keep these ten systems. So let's not worry about them. Also, let's not worry now about how many contracts we will allocate to the 19 systems, because the biggest step is to decide whether we should trade them or not.
Here's the 19 systems I want to trade and their profit in the now 14 months of forward-testing (they're listed in descending order by profit). I will mark in blue those we're already trading, so that we can focus on the new ones later.
GBL_ID_2 -435
YM_ID_2 -435
ES_ID_3 -41
CL_ID_3 755
ZN_ID 942
ZN_ID_2 1,367
GBP_ID_3 2,003
YM_ON_2 2,221
EUR_ID_5 2,931
YM_ON 3,444
ES_ON_2 3,713
GC_ON 4,256
ZN_ON_2 4,257
GBP_ID_2 4,665
GBP_ID_5 4,997
CL_ON_3 6,218
GBL_ON 6,783
CL_ON_2 7,971
GBL_ID 8,586
Now we can see some interesting things right away.
SECOND WAVE OF SYSTEMS SEEMS TO BE AS GOOD AS FIRST WAVE
First of all, the profit is pretty well distributed among the traded and non-traded systems, in the sense that I won't be implementing a second wave of crappy systems. This second wave of 9 systems is almost as good as the presently traded but didn't emerge until now and also it is not as good. They produce similar profit but with either more trades or with bigger losses. You know what I mean? For example, GBL_ON and GBL_ID produce similar profit but GBL_ON not yet implemented has a biggest loss of 1200 euros, whereas GBL_ID has a biggest loss of 700 euros. So this makes me consider it almost twice as good. I would allocate 2 contracts to GBL_ID but never to GBL_ON. In other cases of the new wave of systems, this is not the case at all, as for the CL_ID_3, which is a new system, and because of that, might be the best of them all (since I now know more than I knew 2 years ago, when I created the other systems).
THE EXCEPTION OF THE UNPROFITABLE OPENING GAP SYSTEMS
Second of all, one could wonder: what are those 3 systems on top of the list and why are you trading them if they lost money in one year of forward-testing? Those are the Opening Gap systems, they have a very high % of wins in the back-testing, they seem very healthy, they trade very rarely and all these reasons make me trust them despite the slightly unprofitable performance so far: they trade rarely so we still don't have a large enough sample to fail them. If they will fail for another year, I will certainly remove them.
And now a little music break:
Let's now focus on the new 9 systems, and their profit:
CL_ID_3 755
ZN_ID 942
YM_ON_2 2,221
ES_ON_2 3,713
GC_ON 4,256
GBP_ID_2 4,665
GBP_ID_5 4,997
CL_ON_3 6,218
GBL_ON 6,783
Grand Total 34,551
In fact their profit is even higher than the presently traded 10 systems. But let's now see the number of trades:
system Total
CL_ID_3 1
CL_ON_3 24
ES_ON_2 26
YM_ON_2 29
GBP_ID_5 52
ZN_ID 53
GC_ON 77
GBP_ID_2 119
GBL_ON 142
Grand Total 523
There you go! To make the same money they need to trade 4 times as much as the 10 presently-traded systems! No wonder I had not selected them.
Let's now look at the new 9 systems by strategy families:
ON bounce:
GBL_ON
GC_ON
overstretched:
CL_ON_3
GBP_ID_5
WeekDay Bias:
ES_ON_2
YM_ON_2
WITH ID trend:
GBP_ID_2
ZN_ID
CL_ID_3
With the exception of the Opening Gap, these families are already represented in the presently traded 10 systems. So we might as well list the 19 systems by family and by overall profit to see how much each family contributes. This time I need a picture because the pivot table is hard to copy paste:
Before analyzing the families, since I've had some depressing thoughts, I need another music break.
When I fall in love it will be forever
Or I'll never fall in love
In a restless world like this is
Love is ended before it's begun
And too many moonlight kisses
Seem to cool in the warmth of the sun
When I give my heart it will be completely
Or I'll never give my heart
And the moment I can feel that you feel that way too
Is when I fall in love with you
And the moment I can feel that you feel that way too
Is when I fall in love with you
http://en.wikipedia.org/wiki/When_I_Fall_in_Love
http://en.wikipedia.org/wiki/One_Minute_to_Zero
Ok, back to the families and their profitability and how the new 9 systems will fit into the families.
The most profitable family - within the 19 systems (which are basically my good systems so far) - is the ON Bounce family. Yet there are... let me post another picture which will show what I am getting at:
The picture above about says it all about the Five Families we're going to be trading. Let's review them one by one.
The ON Bounce (organized crime) family says there will be a bounce between tonight and tomorrow morning. It makes a lot of trades, trading very often. The trades are not that profitable but the profit always shows up, with great regularity. It's the family that trades the most, that makes the most money, the profit is small but it's steady. This family is reliable. Small edge but reliable. Since it's reliable and yet has small wins, I think all its systems should be allocated 2 contracts, or at least those with a small leverage like GBL and YM (the others are too powerful maybe).
The Opening Gap family has not paid off yet, but it only made 23 trades so it doesn't count. When it will have made 50 trades and still be unprofitable I'll turn it off. This is a somewhat unreliable family so for sure there should not be more than 1 contract allocated per system.
The Overstretched family is clearly the best performing family, with just 100 trades producing 15k of profit. Yet it trades rarely because the point is precisely that we need a lot of overstretchedness to trigger a trade. Since this family is so profitable and trades so rarely I think all its systems should be allocated 2 contracts or at least those with a small leverage like ZN and GBP (CL is too powerful maybe).
The Weekday Bias family is almost as performing as the Overstretched one (but this comes more from big profitable trades rather than from a high percentage of wins, like for the overstretched). In this case we can allocate 2 contracts to ZN and EUR because their trades only last a few hours. ES and YM make the same trades, but sometimes (they are different futures) one doesn't make the trade, so we are trading them both but we definitely cannot allocate more than 1 contract or it'd be too dangerous, especially because their trades last 48 hours.
The WITH ID Trend family is like the twin brother of the Overnight Bounce family, in that whereas one guy says there will be a bounce at night, the other guy says: whatever the trend is, it will continue during the day. It performs just like its twin: many trades, small gains, but steady. Likewise we should allocate 2 contracts to the smaller leverage futures and just one to the CL.
Basically all systems get allocated 2 contracts for the smaller leverage futures, except for the Opening Gap systems. ZN_ON_2, being so good and with a small leverage, should be allocated 3 contracts.
CONCLUSIONS
Some final thoughts can be that these 19 systems seem to be pretty reliable, and yes I have 61 (20 are still being forward-tested but not trusted because they're new) and probably it sounds like a failure that less than half of them will eventually be traded and less than half of them are profitable right now, but that's the beauty of my work. I've built so many of them that i can afford to throw away half of them (I still would forward-test them, without throwing them away, ever). Hopefully - but i am confident about this - the 30 that were profitable won't become unprofitable next year and viceversa, because in that case i really have nothing.
Later edit:
Continuing discussion here:
http://www.trade2win.com/boards/trading-journals/85510-my-journal-2-a-148.html#post1263740
...so I will do some money management stuff on the journal.
Yesterday I was saying how the systems ended their drawdown and might enter a profitable phase which will allow me to escape the office, Vito the hyperactive chimp and similar characters and annoyances.
In preparation for the moment when I will scale up the systems and the contracts, I've been reviewing 9 new potential systems, which I will now illustrate one by one here.
PSYCHOLOGICAL IMPACT OF DRAWDOWN AND BENEFIT FROM WORKING IN A TEAM
But first let me say a word about drawdown and its psychological impact on me. It was as exhausting as Vito the Chimp. How can you expect a compulsive guy like me to keep on turning the systems on day after day for 3 months, seeing them place about 130 trades, and still see no profit? The only reason I did this is because there were people I had made commitments to. These people and these commitments were a great benefit, because besides giving me the capital to trade, they taught me to trust my systems more than i would have with my own capital. In fact I was also trading the same systems with my own capital, but as soon as the drawdown started I blew out my account trying to recoup the systems' losses with my discretionary trades. So this teaches a big lesson as far as my previous concept that I could do everything by myself and that i did not need anyone's help. In fact, things were different, and with the help of other people (capital, knowledge and discipline) i went so far that i could not have gone in years by myself. The only problem is that it is not easy to find such perfect people to help you and that is why a person like me becomes antisocial and starts believing only in himself. Anyway many thanks to this journal, to myself for writing it, to the readers for reading it and writing on it, and to trade2win for hosting it, because it is on this journal that i met such helpful people.
The presently traded systems are these, with their trades:
ES_ID_3 2
YM_ID_2 2
GBP_ID_3 3
ZN_ON_2 3
ZN_ID_2 4
EUR_ID_5 12
YM_ON 27
CL_ON_2 36
GBL_ID 45
GBL_ID_2 0
They are 10 systems but one has not traded. I added it manually, because the pivot table didn't show it.
For one reason or for another, we will keep these ten systems. So let's not worry about them. Also, let's not worry now about how many contracts we will allocate to the 19 systems, because the biggest step is to decide whether we should trade them or not.
Here's the 19 systems I want to trade and their profit in the now 14 months of forward-testing (they're listed in descending order by profit). I will mark in blue those we're already trading, so that we can focus on the new ones later.
GBL_ID_2 -435
YM_ID_2 -435
ES_ID_3 -41
CL_ID_3 755
ZN_ID 942
ZN_ID_2 1,367
GBP_ID_3 2,003
YM_ON_2 2,221
EUR_ID_5 2,931
YM_ON 3,444
ES_ON_2 3,713
GC_ON 4,256
ZN_ON_2 4,257
GBP_ID_2 4,665
GBP_ID_5 4,997
CL_ON_3 6,218
GBL_ON 6,783
CL_ON_2 7,971
GBL_ID 8,586
Now we can see some interesting things right away.
SECOND WAVE OF SYSTEMS SEEMS TO BE AS GOOD AS FIRST WAVE
First of all, the profit is pretty well distributed among the traded and non-traded systems, in the sense that I won't be implementing a second wave of crappy systems. This second wave of 9 systems is almost as good as the presently traded but didn't emerge until now and also it is not as good. They produce similar profit but with either more trades or with bigger losses. You know what I mean? For example, GBL_ON and GBL_ID produce similar profit but GBL_ON not yet implemented has a biggest loss of 1200 euros, whereas GBL_ID has a biggest loss of 700 euros. So this makes me consider it almost twice as good. I would allocate 2 contracts to GBL_ID but never to GBL_ON. In other cases of the new wave of systems, this is not the case at all, as for the CL_ID_3, which is a new system, and because of that, might be the best of them all (since I now know more than I knew 2 years ago, when I created the other systems).
THE EXCEPTION OF THE UNPROFITABLE OPENING GAP SYSTEMS
Second of all, one could wonder: what are those 3 systems on top of the list and why are you trading them if they lost money in one year of forward-testing? Those are the Opening Gap systems, they have a very high % of wins in the back-testing, they seem very healthy, they trade very rarely and all these reasons make me trust them despite the slightly unprofitable performance so far: they trade rarely so we still don't have a large enough sample to fail them. If they will fail for another year, I will certainly remove them.
And now a little music break:
Let's now focus on the new 9 systems, and their profit:
CL_ID_3 755
ZN_ID 942
YM_ON_2 2,221
ES_ON_2 3,713
GC_ON 4,256
GBP_ID_2 4,665
GBP_ID_5 4,997
CL_ON_3 6,218
GBL_ON 6,783
Grand Total 34,551
In fact their profit is even higher than the presently traded 10 systems. But let's now see the number of trades:
system Total
CL_ID_3 1
CL_ON_3 24
ES_ON_2 26
YM_ON_2 29
GBP_ID_5 52
ZN_ID 53
GC_ON 77
GBP_ID_2 119
GBL_ON 142
Grand Total 523
There you go! To make the same money they need to trade 4 times as much as the 10 presently-traded systems! No wonder I had not selected them.
Let's now look at the new 9 systems by strategy families:
ON bounce:
GBL_ON
GC_ON
overstretched:
CL_ON_3
GBP_ID_5
WeekDay Bias:
ES_ON_2
YM_ON_2
WITH ID trend:
GBP_ID_2
ZN_ID
CL_ID_3
With the exception of the Opening Gap, these families are already represented in the presently traded 10 systems. So we might as well list the 19 systems by family and by overall profit to see how much each family contributes. This time I need a picture because the pivot table is hard to copy paste:
Before analyzing the families, since I've had some depressing thoughts, I need another music break.
When I fall in love it will be forever
Or I'll never fall in love
In a restless world like this is
Love is ended before it's begun
And too many moonlight kisses
Seem to cool in the warmth of the sun
When I give my heart it will be completely
Or I'll never give my heart
And the moment I can feel that you feel that way too
Is when I fall in love with you
And the moment I can feel that you feel that way too
Is when I fall in love with you
http://en.wikipedia.org/wiki/When_I_Fall_in_Love
http://en.wikipedia.org/wiki/One_Minute_to_Zero
Ok, back to the families and their profitability and how the new 9 systems will fit into the families.
The most profitable family - within the 19 systems (which are basically my good systems so far) - is the ON Bounce family. Yet there are... let me post another picture which will show what I am getting at:
The picture above about says it all about the Five Families we're going to be trading. Let's review them one by one.
The ON Bounce (organized crime) family says there will be a bounce between tonight and tomorrow morning. It makes a lot of trades, trading very often. The trades are not that profitable but the profit always shows up, with great regularity. It's the family that trades the most, that makes the most money, the profit is small but it's steady. This family is reliable. Small edge but reliable. Since it's reliable and yet has small wins, I think all its systems should be allocated 2 contracts, or at least those with a small leverage like GBL and YM (the others are too powerful maybe).
The Opening Gap family has not paid off yet, but it only made 23 trades so it doesn't count. When it will have made 50 trades and still be unprofitable I'll turn it off. This is a somewhat unreliable family so for sure there should not be more than 1 contract allocated per system.
The Overstretched family is clearly the best performing family, with just 100 trades producing 15k of profit. Yet it trades rarely because the point is precisely that we need a lot of overstretchedness to trigger a trade. Since this family is so profitable and trades so rarely I think all its systems should be allocated 2 contracts or at least those with a small leverage like ZN and GBP (CL is too powerful maybe).
The Weekday Bias family is almost as performing as the Overstretched one (but this comes more from big profitable trades rather than from a high percentage of wins, like for the overstretched). In this case we can allocate 2 contracts to ZN and EUR because their trades only last a few hours. ES and YM make the same trades, but sometimes (they are different futures) one doesn't make the trade, so we are trading them both but we definitely cannot allocate more than 1 contract or it'd be too dangerous, especially because their trades last 48 hours.
The WITH ID Trend family is like the twin brother of the Overnight Bounce family, in that whereas one guy says there will be a bounce at night, the other guy says: whatever the trend is, it will continue during the day. It performs just like its twin: many trades, small gains, but steady. Likewise we should allocate 2 contracts to the smaller leverage futures and just one to the CL.
Basically all systems get allocated 2 contracts for the smaller leverage futures, except for the Opening Gap systems. ZN_ON_2, being so good and with a small leverage, should be allocated 3 contracts.
CONCLUSIONS
Some final thoughts can be that these 19 systems seem to be pretty reliable, and yes I have 61 (20 are still being forward-tested but not trusted because they're new) and probably it sounds like a failure that less than half of them will eventually be traded and less than half of them are profitable right now, but that's the beauty of my work. I've built so many of them that i can afford to throw away half of them (I still would forward-test them, without throwing them away, ever). Hopefully - but i am confident about this - the 30 that were profitable won't become unprofitable next year and viceversa, because in that case i really have nothing.
Later edit:
Continuing discussion here:
http://www.trade2win.com/boards/trading-journals/85510-my-journal-2-a-148.html#post1263740
Last edited:
Yamato
Legendary member
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- 246
more on Vito the Chimp
After all, this annoying Vito is very similar to my friend Daniel from college. He's got this thyroid problem, he's restless all the time, needs to touch people and move all the time and he calls me from time to time and he truly likes me but I avoid him as much as possible, because among the other things he makes me feel disrespected. I don't have fun being touched by a guy or being tickled because he needs some action.
It doesn't matter how old we get, this Daniel guy and probably Vito will be the same (except I don't see any signs of hyperthyroidism in him), just stays as restless as ever. He can't work either, because he could never sit all day long at a desk. He's unemployed and his parents still support him. They're both definitely intelligent and yet superficial. A quick shallow intelligence. They can cover a lot of subjects but are unable to get deeply into any subjects.
I'll have to put up with Vito hoping he will be moved out.
Vito said to me from the first day that he was very interested in something and yet when I showed him he lost interest after a few seconds. Just like Daniel, he has to keep on moving from a person/subject to another restlessly. He can't let you tell a story. He will interrupt before you finish the first sentence. In Vito it's just cultural I think, but in Daniel it's from the medical thing and basically he's much more tiring than Vito. But I don't have him in my ****ing office at least.
It's a strange situation with Vito: I don't hate him because he's rude to me. I hate him because he is the way he is. It could be compared to a situation like this.
You're trying to focus on a very difficul subject, and you have a rock drill operator in the street and you know he's hired to do this, that his job sucks and that you should feel sorry for him. But you can't help hating him, and if you could kill him or make him disappear, you would. Or even a better example: a dog barking all the time. Can you blame the dog for barking? You could blame the owner. But you hate the dog.
Vito is like a dog, a chimp basically. I should blame the owner, the guy who placed this animal in my room and not hate Vito. He's like this and he can't change himself I suppose. He has to drag his feet on the floor every few minutes. He even has a tic disorder by how nervous he is. He has to say "hi" to everyone going by in the hallway, he has to look around and at me every once in a while, or when I talk on the phone, he has to joke around frequently, he's rude because no one taught him good manners... I should be mad at all others who made him this way and put him in my room. Yet I am mad at him for existing basically, and like with a barking dog, if I could get away with it, I would poison him.
This happens with politicians as well. Can you be mad at Bush, Hitler, Berlusconi? Nope, they are just regular crooks, dishonest, or crazy people and you should be mad at those who supported them and allowed them to rise to power, usually by casting their vote. Yet you hate the poor idiot who got voted. If we took a guy out of a mad house or out of jail and voted him to be president would we be surprised if we had a bad government? Not at all and we would not blame the guy either. But when we consider people "normal" we start blaming them. Well, Vito is not normal, no one is normal. If you want to play the violin you simply cannot be next to construction workers. And if you want to focus you simply cannot have a talkative restless roommate.
http://en.wikipedia.org/wiki/Tic
That's it. This guy is anxious and that is why he keeps on saying hi to everyone and making friends with people like a maniac. Couldn't he just sit and work? I use my extra energies to produce extra work. He uses them to make friends. And I already know that he will be promoted more than I have. This world sucks for me. I am totally pissed off that
1) he works less than me
2) he bothers me and keeps me from working
3) he will be rewarded for being the way he is
I am totally pissed off. His internship will end in 4 months. Hopefully by then, whether he gets hired or not, he will be moved out of my room.
After all, this annoying Vito is very similar to my friend Daniel from college. He's got this thyroid problem, he's restless all the time, needs to touch people and move all the time and he calls me from time to time and he truly likes me but I avoid him as much as possible, because among the other things he makes me feel disrespected. I don't have fun being touched by a guy or being tickled because he needs some action.
It doesn't matter how old we get, this Daniel guy and probably Vito will be the same (except I don't see any signs of hyperthyroidism in him), just stays as restless as ever. He can't work either, because he could never sit all day long at a desk. He's unemployed and his parents still support him. They're both definitely intelligent and yet superficial. A quick shallow intelligence. They can cover a lot of subjects but are unable to get deeply into any subjects.
I'll have to put up with Vito hoping he will be moved out.
Vito said to me from the first day that he was very interested in something and yet when I showed him he lost interest after a few seconds. Just like Daniel, he has to keep on moving from a person/subject to another restlessly. He can't let you tell a story. He will interrupt before you finish the first sentence. In Vito it's just cultural I think, but in Daniel it's from the medical thing and basically he's much more tiring than Vito. But I don't have him in my ****ing office at least.
It's a strange situation with Vito: I don't hate him because he's rude to me. I hate him because he is the way he is. It could be compared to a situation like this.
You're trying to focus on a very difficul subject, and you have a rock drill operator in the street and you know he's hired to do this, that his job sucks and that you should feel sorry for him. But you can't help hating him, and if you could kill him or make him disappear, you would. Or even a better example: a dog barking all the time. Can you blame the dog for barking? You could blame the owner. But you hate the dog.
Vito is like a dog, a chimp basically. I should blame the owner, the guy who placed this animal in my room and not hate Vito. He's like this and he can't change himself I suppose. He has to drag his feet on the floor every few minutes. He even has a tic disorder by how nervous he is. He has to say "hi" to everyone going by in the hallway, he has to look around and at me every once in a while, or when I talk on the phone, he has to joke around frequently, he's rude because no one taught him good manners... I should be mad at all others who made him this way and put him in my room. Yet I am mad at him for existing basically, and like with a barking dog, if I could get away with it, I would poison him.
This happens with politicians as well. Can you be mad at Bush, Hitler, Berlusconi? Nope, they are just regular crooks, dishonest, or crazy people and you should be mad at those who supported them and allowed them to rise to power, usually by casting their vote. Yet you hate the poor idiot who got voted. If we took a guy out of a mad house or out of jail and voted him to be president would we be surprised if we had a bad government? Not at all and we would not blame the guy either. But when we consider people "normal" we start blaming them. Well, Vito is not normal, no one is normal. If you want to play the violin you simply cannot be next to construction workers. And if you want to focus you simply cannot have a talkative restless roommate.
http://en.wikipedia.org/wiki/Tic
That's it. This guy is anxious and that is why he keeps on saying hi to everyone and making friends with people like a maniac. Couldn't he just sit and work? I use my extra energies to produce extra work. He uses them to make friends. And I already know that he will be promoted more than I have. This world sucks for me. I am totally pissed off that
1) he works less than me
2) he bothers me and keeps me from working
3) he will be rewarded for being the way he is
I am totally pissed off. His internship will end in 4 months. Hopefully by then, whether he gets hired or not, he will be moved out of my room.
Last edited:
Yamato
Legendary member
- Messages
- 9,840
- Likes
- 246
more on prospective systems
Resuming discussion from here:
http://www.trade2win.com/boards/trading-journals/85510-my-journal-2-a-148.html#post1263644
We can't add contracts to Opening Gap systems and that's understood.
We cannot add contracts to CL systems, because they have huge leverage and that's understood.
We cannot add contracts to 2 WITH IT TREND GBP systems because they are too similar among each other.
We cannot add contracts to GOLD because it has a big leverage.
We should not add contracts to YM and ES but trade both contracts in all cases: same system traded on two different futures is a good thing (regardless of which future trades it better, because there's a slight random difference).
The only contracts to be increased to 2 contracts are on 2 GBL, 1 ZN (one other system is not good enough), 1 GBP, 1 EUR systems. And 3 contracts for the best system I have, the ZN_ON_2. Let's see what happens to the equity curve. 20 systems will be traded and 6 of them will be allocated more than 1 contract.
Here's the final combination of contracts and systems:
system e.xls could trade: Total
GBL_ID_2 1 -435
YM_ID_2 1 -435
ES_ID_3 1 -41
ES_ON 1 9
CL_ID_3 1 755
ZN_ID 1 942
GBP_ID_3 1 2,003
YM_ON_2 1 2,221
ZN_ID_2 2 2,733
YM_ON 1 3,444
ES_ON_2 1 3,713
GC_ON 1 4,256
GBP_ID_2 1 4,665
EUR_ID_5 2 5,863
CL_ON_3 1 6,218
CL_ON_2 1 7,971
GBP_ID_5 2 9,995
ZN_ON_2 3 12,772
GBL_ON 2 13,566
GBL_ID 2 17,172
Grand Total 97,386
The maximum drawdown will be 3 months long and will go 13k deep.
If instead we do not allow more than 1 contract, here's what happens:
The drawdown is just 10k and it lasts 3 months, too. I would much prefer to add contracts the way I said.
Let's consider that some of these systems started trading more recently so the one year of forward-testing only means 6 months or one week in some cases (CL_ID_3). On the other hand, I can't expect all these systems to keep on performing as well in the future. Given this combination of systems and contracts, I could expect about 10k per month, given a needed capital of 30k, which could realistically guarantee that all signals are traded (it's impossible for all signals to happen at the same moment), even when that 13k drawdown should occur (which represents a 40% of the account, and that's hard to take).
Realistically I have systems that could make about 30% a month, which is awesome, but since I've blown out my accounts endlessly for the past 13 years I will have to rely on outside investors now - whose advantages, other than capital, I already mentioned. But the disadvantage is that I can't quit my job yet. The advantage maybe is that if it were all my money I would blow out my account again by second-guessing the systems. I've never been so disciplined as I have in the past 3 months, being monitored by outside investors. A disadvantage is having to let other people know about your strategies, which I would have preferred to keep secret. There are advantages and disadvantages in working as a team: certainly I am part of the best team I could ever have hoped for. People who don't get into arguments and people who appreciate my work and are polite. I'm being monitored and coached and this is also good.
I could also take out another loan or ask others and do it all on my own. But I don't have the courage to go it alone, because of all my past failures in managing any sums of money: large or small. I blew out small 3k accounts and I blew out 30k accounts. And it was all my money. With the investors, I've gotten upset, I've written polemic emails, but not once in the last 3 months have I not followed the systems. And the results were rewarding such behaviour and such partnership. The most we were down was 2k and now we're up again. In the meanwhile I've lost thousands on my own account. The investors protect me from myself.
On the other hand, of course, I would much prefer if my dad told me "here's 200k, do whatever you want". But he never said anything like that. If he did that, i think I would quit my job and I would trade my own capital using the money management and rigor i was taught by the investors once again. I still don't know if I've fully learned it though. I don't if - met with a 10k drawdown - I'd be able to not tamper with the systems.
Resuming discussion from here:
http://www.trade2win.com/boards/trading-journals/85510-my-journal-2-a-148.html#post1263644
We can't add contracts to Opening Gap systems and that's understood.
We cannot add contracts to CL systems, because they have huge leverage and that's understood.
We cannot add contracts to 2 WITH IT TREND GBP systems because they are too similar among each other.
We cannot add contracts to GOLD because it has a big leverage.
We should not add contracts to YM and ES but trade both contracts in all cases: same system traded on two different futures is a good thing (regardless of which future trades it better, because there's a slight random difference).
The only contracts to be increased to 2 contracts are on 2 GBL, 1 ZN (one other system is not good enough), 1 GBP, 1 EUR systems. And 3 contracts for the best system I have, the ZN_ON_2. Let's see what happens to the equity curve. 20 systems will be traded and 6 of them will be allocated more than 1 contract.
Here's the final combination of contracts and systems:
system e.xls could trade: Total
GBL_ID_2 1 -435
YM_ID_2 1 -435
ES_ID_3 1 -41
ES_ON 1 9
CL_ID_3 1 755
ZN_ID 1 942
GBP_ID_3 1 2,003
YM_ON_2 1 2,221
ZN_ID_2 2 2,733
YM_ON 1 3,444
ES_ON_2 1 3,713
GC_ON 1 4,256
GBP_ID_2 1 4,665
EUR_ID_5 2 5,863
CL_ON_3 1 6,218
CL_ON_2 1 7,971
GBP_ID_5 2 9,995
ZN_ON_2 3 12,772
GBL_ON 2 13,566
GBL_ID 2 17,172
Grand Total 97,386
The maximum drawdown will be 3 months long and will go 13k deep.
If instead we do not allow more than 1 contract, here's what happens:
The drawdown is just 10k and it lasts 3 months, too. I would much prefer to add contracts the way I said.
Let's consider that some of these systems started trading more recently so the one year of forward-testing only means 6 months or one week in some cases (CL_ID_3). On the other hand, I can't expect all these systems to keep on performing as well in the future. Given this combination of systems and contracts, I could expect about 10k per month, given a needed capital of 30k, which could realistically guarantee that all signals are traded (it's impossible for all signals to happen at the same moment), even when that 13k drawdown should occur (which represents a 40% of the account, and that's hard to take).
Realistically I have systems that could make about 30% a month, which is awesome, but since I've blown out my accounts endlessly for the past 13 years I will have to rely on outside investors now - whose advantages, other than capital, I already mentioned. But the disadvantage is that I can't quit my job yet. The advantage maybe is that if it were all my money I would blow out my account again by second-guessing the systems. I've never been so disciplined as I have in the past 3 months, being monitored by outside investors. A disadvantage is having to let other people know about your strategies, which I would have preferred to keep secret. There are advantages and disadvantages in working as a team: certainly I am part of the best team I could ever have hoped for. People who don't get into arguments and people who appreciate my work and are polite. I'm being monitored and coached and this is also good.
I could also take out another loan or ask others and do it all on my own. But I don't have the courage to go it alone, because of all my past failures in managing any sums of money: large or small. I blew out small 3k accounts and I blew out 30k accounts. And it was all my money. With the investors, I've gotten upset, I've written polemic emails, but not once in the last 3 months have I not followed the systems. And the results were rewarding such behaviour and such partnership. The most we were down was 2k and now we're up again. In the meanwhile I've lost thousands on my own account. The investors protect me from myself.
On the other hand, of course, I would much prefer if my dad told me "here's 200k, do whatever you want". But he never said anything like that. If he did that, i think I would quit my job and I would trade my own capital using the money management and rigor i was taught by the investors once again. I still don't know if I've fully learned it though. I don't if - met with a 10k drawdown - I'd be able to not tamper with the systems.
Last edited:
Yamato
Legendary member
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- 246
more on scaling up
Continuing from post above.
The investors ask to be able to calculate a sharpe ratio on all 20 systems for the past 10 years, divided into 8 years of back-testing and 2 years of forward-tests.
Here's my plan:
- buy all missing 5 symbols from disktrading es ym gbp jpy gc and gbl from pt.
- match back vs forward for those systems that have not produced over 500 dollars of profit (opening gap and ES_ON) and make sure there's nothing wrong in their automation and that they are coherent with back-testing mode.
I need to have all data up to date.
I will go ahead and buy these symbols from disktrading.com again: ES, YM, GBP, JPY, GC. That's going to cost me 75 dollars but it's a ridiculous sum compared to what this due diligence will bring us in terms of profit.
I will also go ahead and buy GBL from... I forgot who PT is, damn. Disktrading doesn't sell GBL. I must remember who PT is or I am screwed...
There's a ****ing child in the room next to mine - different apartment - who was given a ****ing glass bottle to play with. And he's banging it against the floor or another bottle. I am starting to get annoyed.
And I cannot find what PT data stands for. Last time I bought it was in May 2008. This has to be solved and it can be solved.
The data I have is in this file called "5m_PT_GBL.txt" and it looks like this:
It ends on May 2nd, 2008. I went and looked for emails and there was one - in May 2008 - where I asked disktrading.com if they had any GBL data and they replied yes, but only as a gift because it was not officially sold. But then again, why did I name this file "PT"? PT is not DT and it is in CET time format, which is not the norm for DT and it is in 5 minute timeframe which is not normal either for DT. Also, I remember there was a different company which "PT" stands for but I can't remember now.
I will go look in my credit card history to see if I bought anything, and hopefully it will go back to May 2008.
No luck! It only goes back until October 2009. I will come back to tell you if I found a solution or not.
Later edit: MYSTERY SOLVED
"PT" stands for "Paolo Todesca":
http://www.paolotodesca.altervista.org/fib/fib.php
His page is now not working anymore, and you can't even download the previous file, but it seems sure that I got my data for free from this Italian guy and I actually built one of my most profitable systems on it, too. Too bad now his page is down and I have to find a new place to get my data from. Probably from disktrading.com, if their data is the right data. I am sure it will be reliable.
Continuing from post above.
The investors ask to be able to calculate a sharpe ratio on all 20 systems for the past 10 years, divided into 8 years of back-testing and 2 years of forward-tests.
Here's my plan:
- buy all missing 5 symbols from disktrading es ym gbp jpy gc and gbl from pt.
- match back vs forward for those systems that have not produced over 500 dollars of profit (opening gap and ES_ON) and make sure there's nothing wrong in their automation and that they are coherent with back-testing mode.
I need to have all data up to date.
I will go ahead and buy these symbols from disktrading.com again: ES, YM, GBP, JPY, GC. That's going to cost me 75 dollars but it's a ridiculous sum compared to what this due diligence will bring us in terms of profit.
I will also go ahead and buy GBL from... I forgot who PT is, damn. Disktrading doesn't sell GBL. I must remember who PT is or I am screwed...
There's a ****ing child in the room next to mine - different apartment - who was given a ****ing glass bottle to play with. And he's banging it against the floor or another bottle. I am starting to get annoyed.
And I cannot find what PT data stands for. Last time I bought it was in May 2008. This has to be solved and it can be solved.
The data I have is in this file called "5m_PT_GBL.txt" and it looks like this:
Code:
date time open high low close volume openinterest
01/04/1999 805 109.91 110.01 109.89 109.99 0 0
01/04/1999 810 110.00 110.10 109.99 110.08 0 0
01/04/1999 815 110.06 110.21 110.06 110.21 0 0
01/04/1999 820 110.22 110.35 110.19 110.31 0 0
01/04/1999 825 110.30 110.40 110.29 110.37 0 0
01/04/1999 830 110.37 110.65 110.34 110.61 0 0
01/04/1999 835 110.60 110.68 110.54 110.60 0 0
01/04/1999 840 110.60 110.64 110.56 110.61 0 0
01/04/1999 845 110.63 110.66 110.61 110.61 0 0It ends on May 2nd, 2008. I went and looked for emails and there was one - in May 2008 - where I asked disktrading.com if they had any GBL data and they replied yes, but only as a gift because it was not officially sold. But then again, why did I name this file "PT"? PT is not DT and it is in CET time format, which is not the norm for DT and it is in 5 minute timeframe which is not normal either for DT. Also, I remember there was a different company which "PT" stands for but I can't remember now.
I will go look in my credit card history to see if I bought anything, and hopefully it will go back to May 2008.
No luck! It only goes back until October 2009. I will come back to tell you if I found a solution or not.
Later edit: MYSTERY SOLVED
"PT" stands for "Paolo Todesca":
http://www.paolotodesca.altervista.org/fib/fib.php
His page is now not working anymore, and you can't even download the previous file, but it seems sure that I got my data for free from this Italian guy and I actually built one of my most profitable systems on it, too. Too bad now his page is down and I have to find a new place to get my data from. Probably from disktrading.com, if their data is the right data. I am sure it will be reliable.
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kimo'sabby
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Yamato
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